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ProPetro Holding Corp PUMP

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T23:45:11.057Z

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 · 2026-10-22T23:00:00.002112668Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:09.531379+00:00

Share price$7.22
1D-5.9%
AH$6.98$7.17$7.36$7.54$7.735:30 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$0.14$0.76$1.38$2.00$2.62$4.84$6.27$7.70$9.12$10.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PUMP spot · $7.22PUMP PRICE$0.21$0.28$0.35$0.42$0.49$0.56$0.64$0.84$1.04$1.24$1.44$1.65$1.85$0.30$0.39$0.48$0.57$0.66$0.75$0.84$1.08$1.35$1.62$1.89$2.17$2.44
PutsExpensive1.12×
CallsExpensive1.29×
SkewBullish-3.16 pp
Implied moveBearish±$1.48
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.4989.5%34.3%5.7396.5%24.8%
25Δ9.1589.6%30.6%6.0294.9%22.1%
30Δ8.8289.8%26.9%6.3093.3%19.3%
35Δ8.4890.0%23.3%6.5991.7%16.6%
40Δ8.1590.2%19.6%6.8890.1%13.8%
45Δ7.8190.4%15.9%7.1788.5%11.1%
50Δ7.4890.7%12.4%7.4586.9%8.4%
55Δ7.1892.4%11.1%7.7887.0%7.1%
60Δ6.8994.2%9.8%8.1287.4%6.2%
65Δ6.5995.9%8.5%8.4687.7%5.2%
70Δ6.2997.6%7.2%8.8088.1%4.3%
75Δ6.0099.4%5.9%9.1488.5%3.3%
80Δ5.70101.1%4.6%9.4888.9%2.4%

20Δ

Calls
Pseudo strike
9.49
IV
89.5%
B/E move
34.3%
Puts
Pseudo strike
5.73
IV
96.5%
B/E move
24.8%

25Δ

Calls
Pseudo strike
9.15
IV
89.6%
B/E move
30.6%
Puts
Pseudo strike
6.02
IV
94.9%
B/E move
22.1%

30Δ

Calls
Pseudo strike
8.82
IV
89.8%
B/E move
26.9%
Puts
Pseudo strike
6.30
IV
93.3%
B/E move
19.3%

35Δ

Calls
Pseudo strike
8.48
IV
90.0%
B/E move
23.3%
Puts
Pseudo strike
6.59
IV
91.7%
B/E move
16.6%

40Δ

Calls
Pseudo strike
8.15
IV
90.2%
B/E move
19.6%
Puts
Pseudo strike
6.88
IV
90.1%
B/E move
13.8%

45Δ

Calls
Pseudo strike
7.81
IV
90.4%
B/E move
15.9%
Puts
Pseudo strike
7.17
IV
88.5%
B/E move
11.1%

50Δ

Calls
Pseudo strike
7.48
IV
90.7%
B/E move
12.4%
Puts
Pseudo strike
7.45
IV
86.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
7.18
IV
92.4%
B/E move
11.1%
Puts
Pseudo strike
7.78
IV
87.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
6.89
IV
94.2%
B/E move
9.8%
Puts
Pseudo strike
8.12
IV
87.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
6.59
IV
95.9%
B/E move
8.5%
Puts
Pseudo strike
8.46
IV
87.7%
B/E move
5.2%

70Δ

Calls
Pseudo strike
6.29
IV
97.6%
B/E move
7.2%
Puts
Pseudo strike
8.80
IV
88.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
6.00
IV
99.4%
B/E move
5.9%
Puts
Pseudo strike
9.14
IV
88.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.70
IV
101.1%
B/E move
4.6%
Puts
Pseudo strike
9.48
IV
88.9%
B/E move
2.4%

Options history

No recorded observations