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Riley Exploration Permian, Inc. REPX

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T00:47:18.612Z

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 · 2026-11-11T23:30:00.001236941Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:44:41.626982+00:00

Share price$42.83
1D+3.3%
AH$41.36$41.76$42.15$42.54$42.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREPX
Sold putSold callAH

Riley Exploration Permian, Inc. options

Live interpolated REPX call and put midpoint premiums by absolute delta.Riley Exploration Permian, Inc.$0.30$1.59$2.88$4.17$5.45$36.04$39.39$42.73$46.07$49.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REPX spot · $42.83REPX PRICE$0.44$0.55$0.66$0.84$1.02$1.19$1.37$1.55$1.73$1.91$2.09$2.26$2.44$0.48$0.69$0.94$1.19$1.44$1.69$1.94$2.19$2.44$2.69$3.13$4.10$5.08
PutsCheap0.72×
CallsCheap0.60×
SkewBearish+11.97 pp
Implied moveBearish±$3.31
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.9469.4%15.3%39.4763.7%9.0%
25Δ46.9161.3%10.8%40.3958.7%7.3%
30Δ44.9853.6%6.6%40.9258.6%6.6%
35Δ44.5951.7%6.1%41.4558.5%6.0%
40Δ44.1949.8%5.6%41.9758.4%5.4%
45Δ43.8047.9%5.1%42.5058.3%4.7%
50Δ43.4146.0%4.6%43.0358.2%4.1%
55Δ43.0244.1%4.1%43.5558.1%3.4%
60Δ42.6342.2%3.6%44.0858.0%2.8%
65Δ42.2440.3%3.1%44.6157.9%2.1%
70Δ41.8538.4%2.6%45.2858.5%1.6%
75Δ41.4536.6%2.1%46.3961.0%1.3%
80Δ41.0634.7%1.6%47.4963.5%1.0%

20Δ

Calls
Pseudo strike
48.94
IV
69.4%
B/E move
15.3%
Puts
Pseudo strike
39.47
IV
63.7%
B/E move
9.0%

25Δ

Calls
Pseudo strike
46.91
IV
61.3%
B/E move
10.8%
Puts
Pseudo strike
40.39
IV
58.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
44.98
IV
53.6%
B/E move
6.6%
Puts
Pseudo strike
40.92
IV
58.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
44.59
IV
51.7%
B/E move
6.1%
Puts
Pseudo strike
41.45
IV
58.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
44.19
IV
49.8%
B/E move
5.6%
Puts
Pseudo strike
41.97
IV
58.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
43.80
IV
47.9%
B/E move
5.1%
Puts
Pseudo strike
42.50
IV
58.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
43.41
IV
46.0%
B/E move
4.6%
Puts
Pseudo strike
43.03
IV
58.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
43.02
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
43.55
IV
58.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
42.63
IV
42.2%
B/E move
3.6%
Puts
Pseudo strike
44.08
IV
58.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
42.24
IV
40.3%
B/E move
3.1%
Puts
Pseudo strike
44.61
IV
57.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
41.85
IV
38.4%
B/E move
2.6%
Puts
Pseudo strike
45.28
IV
58.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
41.45
IV
36.6%
B/E move
2.1%
Puts
Pseudo strike
46.39
IV
61.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
41.06
IV
34.7%
B/E move
1.6%
Puts
Pseudo strike
47.49
IV
63.5%
B/E move
1.0%

Options history

IV · four-Friday blend45.77%
Daily EOD
REPX42.7%44.4%46.0%2026-10-19: 42.96%2026-10-20: 44.77%2026-10-21: 44.47%2026-10-22: 45.11%2026-10-23: 43.85%2026-10-26: 45.01%2026-10-27: 45.02%2026-10-28: 45.35%2026-10-29: 45.52%2026-10-30: 45.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.96%
44.77%
44.47%
45.11%
43.85%
45.01%
45.02%
45.35%
45.52%
45.77%