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Patterson-UTI Energy, Inc. Common Stock PTEN

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Market datapartial · fetched 2026-10-22T20:53:19.015Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:35:00.640482012Z

FundamentalsAlpha Vantage · unavailable

Share price$11.34
1D-3.5%
AH$10.90$11.14$11.37$11.61$11.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTEN
Sold putSold callAH

Patterson-UTI Energy, Inc. Common Stock options

Live interpolated PTEN call and put midpoint premiums by absolute delta.Patterson-UTI Energy, Inc. Common Stock$0.14$0.68$1.21$1.75$2.29$8.87$10.10$11.33$12.56$13.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTEN spot · $11.34PTEN PRICE$0.20$0.27$0.35$0.43$0.51$0.61$0.73$0.84$0.95$1.13$1.32$1.51$1.74$0.24$0.33$0.43$0.52$0.63$0.76$0.88$1.01$1.15$1.38$1.61$1.84$2.13
PutsFair0.97×
CallsExpensive1.09×
SkewBullish-1.14 pp
Implied moveBearish±$1.61
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3860.7%19.8%9.9562.7%14.4%
25Δ12.9460.0%16.5%10.2462.0%12.6%
30Δ12.6560.3%14.6%10.5161.9%11.1%
35Δ12.3660.6%12.7%10.7861.8%9.5%
40Δ12.0660.9%10.9%11.0561.6%8.1%
45Δ11.8061.1%9.5%11.3061.0%7.1%
50Δ11.5561.3%8.3%11.5460.3%6.0%
55Δ11.3061.5%7.1%11.7959.7%5.0%
60Δ11.0561.7%5.8%12.0459.2%4.0%
65Δ10.7762.6%5.0%12.3459.6%3.3%
70Δ10.4963.6%4.1%12.6560.0%2.7%
75Δ10.2064.6%3.3%12.9660.4%2.0%
80Δ9.8965.1%2.5%13.3158.9%1.4%

20Δ

Calls
Pseudo strike
13.38
IV
60.7%
B/E move
19.8%
Puts
Pseudo strike
9.95
IV
62.7%
B/E move
14.4%

25Δ

Calls
Pseudo strike
12.94
IV
60.0%
B/E move
16.5%
Puts
Pseudo strike
10.24
IV
62.0%
B/E move
12.6%

30Δ

Calls
Pseudo strike
12.65
IV
60.3%
B/E move
14.6%
Puts
Pseudo strike
10.51
IV
61.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
12.36
IV
60.6%
B/E move
12.7%
Puts
Pseudo strike
10.78
IV
61.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
12.06
IV
60.9%
B/E move
10.9%
Puts
Pseudo strike
11.05
IV
61.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.80
IV
61.1%
B/E move
9.5%
Puts
Pseudo strike
11.30
IV
61.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
11.55
IV
61.3%
B/E move
8.3%
Puts
Pseudo strike
11.54
IV
60.3%
B/E move
6.0%

55Δ

Calls
Pseudo strike
11.30
IV
61.5%
B/E move
7.1%
Puts
Pseudo strike
11.79
IV
59.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
11.05
IV
61.7%
B/E move
5.8%
Puts
Pseudo strike
12.04
IV
59.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
10.77
IV
62.6%
B/E move
5.0%
Puts
Pseudo strike
12.34
IV
59.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
10.49
IV
63.6%
B/E move
4.1%
Puts
Pseudo strike
12.65
IV
60.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
10.20
IV
64.6%
B/E move
3.3%
Puts
Pseudo strike
12.96
IV
60.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.89
IV
65.1%
B/E move
2.5%
Puts
Pseudo strike
13.31
IV
58.9%
B/E move
1.4%

Options history

No recorded observations