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ProPetro Holding Corp. PUMP

i

Market dataready · fetched 2026-11-12T01:17:24.049Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003633234Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:17:23.529879+00:00

Share price$7.17
1D+1.3%
AH$6.85$6.95$7.05$7.15$7.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPUMP
Sold putSold callAH

ProPetro Holding Corp. options

Live interpolated PUMP call and put midpoint premiums by absolute delta.ProPetro Holding Corp.$0.10$0.65$1.21$1.76$2.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPUMP PRICE$0.16$0.18$0.20$0.23$0.21$0.26$0.30$0.35$0.39$0.44$0.48$0.53$0.57$0.95$1.35$1.75$2.15
PutsExpensive1.17×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.16213.1%71.8%5.50182.7%26.3%
25Δ10.97180.5%55.6%5.75170.7%23.5%
30Δ9.79147.9%39.3%6.00158.6%20.6%
35Δ8.60115.3%23.1%6.24146.5%17.8%
40Δ6.49134.5%14.9%
45Δ6.74122.4%12.1%
50Δ6.99110.4%9.3%
55Δ7.2498.3%6.4%
60Δ7.4986.2%3.6%
65Δ7.9197.1%3.0%
70Δ8.34109.2%2.6%
75Δ8.77121.4%2.2%
80Δ9.20133.5%1.8%

20Δ

Calls
Pseudo strike
12.16
IV
213.1%
B/E move
71.8%
Puts
Pseudo strike
5.50
IV
182.7%
B/E move
26.3%

25Δ

Calls
Pseudo strike
10.97
IV
180.5%
B/E move
55.6%
Puts
Pseudo strike
5.75
IV
170.7%
B/E move
23.5%

30Δ

Calls
Pseudo strike
9.79
IV
147.9%
B/E move
39.3%
Puts
Pseudo strike
6.00
IV
158.6%
B/E move
20.6%

35Δ

Calls
Pseudo strike
8.60
IV
115.3%
B/E move
23.1%
Puts
Pseudo strike
6.24
IV
146.5%
B/E move
17.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
134.5%
B/E move
14.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.74
IV
122.4%
B/E move
12.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.99
IV
110.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
98.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.49
IV
86.2%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
97.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.34
IV
109.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.77
IV
121.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.20
IV
133.5%
B/E move
1.8%

Options history

IV · four-Friday blend74.82%
Daily EOD
PUMP74.3%76.9%79.5%2026-10-19: 74.69%2026-10-20: 75.27%2026-10-21: 76.45%2026-10-22: 79.14%2026-10-23: 77.24%2026-10-26: 77.08%2026-10-27: 76.88%2026-10-30: 74.82%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.69%
75.27%
76.45%
79.14%
77.24%
77.08%
76.88%
74.82%