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Ring Energy Inc. REI

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T15:57:06.944Z

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 · 2026-11-11T15:57:01.129542011Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:57:06.479794+00:00

Share price$1.18
1D+3.9%
$1.14$1.15$1.16$1.18$1.195:30 AM6:30 AM9:00 AM1:00 PMREI
Sold putSold call

Ring Energy Inc. options

Live interpolated REI call and put midpoint premiums by absolute delta.Ring Energy Inc.$0.02$0.13$0.24$0.35$0.46$0.89$1.03$1.18$1.33$1.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REI spot · $1.18REI PRICE$0.03$0.05$0.06$0.08$0.10$0.11$0.13$0.15$0.16$0.18$0.20$0.21$0.06$0.09$0.11$0.14$0.17$0.19$0.22$0.25$0.27$0.30$0.33$0.43
Puts——
Calls——
Skew——
Implied moveBearish±$0.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.49148.1%28.5%
25Δ1.44149.6%26.4%1.02173.3%18.9%
30Δ1.40151.1%24.3%1.06172.1%17.4%
35Δ1.36152.5%22.2%1.11171.0%15.8%
40Δ1.32154.0%20.0%1.15169.8%14.3%
45Δ1.28155.4%17.9%1.20168.6%12.8%
50Δ1.23156.9%15.8%1.24167.4%11.3%
55Δ1.19158.3%13.6%1.29166.2%9.8%
60Δ1.15159.8%11.5%1.33165.1%8.3%
65Δ1.11161.2%9.4%1.37163.9%6.8%
70Δ1.07162.7%7.2%1.42162.7%5.3%
75Δ1.03164.1%5.1%1.46161.5%3.8%
80Δ1.58176.9%2.5%

20Δ

Calls
Pseudo strike
1.49
IV
148.1%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.44
IV
149.6%
B/E move
26.4%
Puts
Pseudo strike
1.02
IV
173.3%
B/E move
18.9%

30Δ

Calls
Pseudo strike
1.40
IV
151.1%
B/E move
24.3%
Puts
Pseudo strike
1.06
IV
172.1%
B/E move
17.4%

35Δ

Calls
Pseudo strike
1.36
IV
152.5%
B/E move
22.2%
Puts
Pseudo strike
1.11
IV
171.0%
B/E move
15.8%

40Δ

Calls
Pseudo strike
1.32
IV
154.0%
B/E move
20.0%
Puts
Pseudo strike
1.15
IV
169.8%
B/E move
14.3%

45Δ

Calls
Pseudo strike
1.28
IV
155.4%
B/E move
17.9%
Puts
Pseudo strike
1.20
IV
168.6%
B/E move
12.8%

50Δ

Calls
Pseudo strike
1.23
IV
156.9%
B/E move
15.8%
Puts
Pseudo strike
1.24
IV
167.4%
B/E move
11.3%

55Δ

Calls
Pseudo strike
1.19
IV
158.3%
B/E move
13.6%
Puts
Pseudo strike
1.29
IV
166.2%
B/E move
9.8%

60Δ

Calls
Pseudo strike
1.15
IV
159.8%
B/E move
11.5%
Puts
Pseudo strike
1.33
IV
165.1%
B/E move
8.3%

65Δ

Calls
Pseudo strike
1.11
IV
161.2%
B/E move
9.4%
Puts
Pseudo strike
1.37
IV
163.9%
B/E move
6.8%

70Δ

Calls
Pseudo strike
1.07
IV
162.7%
B/E move
7.2%
Puts
Pseudo strike
1.42
IV
162.7%
B/E move
5.3%

75Δ

Calls
Pseudo strike
1.03
IV
164.1%
B/E move
5.1%
Puts
Pseudo strike
1.46
IV
161.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
176.9%
B/E move
2.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations