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Riley Exploration Permian, Inc. REPX

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Market datapartial · fetched 2026-10-22T21:59:54.253Z

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 · 2026-10-22T20:34:57.707277641Z

FundamentalsAlpha Vantage · unavailable

Share price$51.10
1D+4.9%
AH$48.47$49.29$50.12$50.94$51.765:30 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.$0.39$3.41$6.44$9.47$12.49$37.29$42.84$48.38$53.92$59.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REPX spot · $51.10REPX PRICE$0.71$0.92$1.13$1.40$1.68$1.95$2.23$2.51$2.78$3.45$4.24$5.04$5.83$1.04$1.41$1.78$2.16$2.53$3.20$3.91$4.62$5.33$6.36$7.84$9.33$11.62
PutsExpensive1.56×
CallsFair0.97×
SkewBearish+18.11 pp
Implied moveBearish±$6.14
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1146.4%15.1%45.1359.3%13.7%
25Δ56.6345.1%12.6%46.3158.5%12.1%
30Δ55.1543.8%10.1%47.4957.6%10.6%
35Δ54.2742.9%8.9%48.6756.8%9.0%
40Δ53.4542.0%7.9%49.8555.9%7.4%
45Δ52.6441.1%6.8%50.9856.7%6.5%
50Δ51.8340.2%5.8%52.1057.7%5.7%
55Δ51.0139.3%4.7%53.2258.6%4.9%
60Δ50.2038.4%3.7%54.3459.6%4.1%
65Δ49.2339.4%3.1%55.7461.2%3.4%
70Δ48.2140.9%2.7%57.5263.7%2.8%
75Δ47.1942.5%2.2%59.3166.2%2.2%
80Δ46.1844.1%1.8%61.8969.7%1.6%

20Δ

Calls
Pseudo strike
58.11
IV
46.4%
B/E move
15.1%
Puts
Pseudo strike
45.13
IV
59.3%
B/E move
13.7%

25Δ

Calls
Pseudo strike
56.63
IV
45.1%
B/E move
12.6%
Puts
Pseudo strike
46.31
IV
58.5%
B/E move
12.1%

30Δ

Calls
Pseudo strike
55.15
IV
43.8%
B/E move
10.1%
Puts
Pseudo strike
47.49
IV
57.6%
B/E move
10.6%

35Δ

Calls
Pseudo strike
54.27
IV
42.9%
B/E move
8.9%
Puts
Pseudo strike
48.67
IV
56.8%
B/E move
9.0%

40Δ

Calls
Pseudo strike
53.45
IV
42.0%
B/E move
7.9%
Puts
Pseudo strike
49.85
IV
55.9%
B/E move
7.4%

45Δ

Calls
Pseudo strike
52.64
IV
41.1%
B/E move
6.8%
Puts
Pseudo strike
50.98
IV
56.7%
B/E move
6.5%

50Δ

Calls
Pseudo strike
51.83
IV
40.2%
B/E move
5.8%
Puts
Pseudo strike
52.10
IV
57.7%
B/E move
5.7%

55Δ

Calls
Pseudo strike
51.01
IV
39.3%
B/E move
4.7%
Puts
Pseudo strike
53.22
IV
58.6%
B/E move
4.9%

60Δ

Calls
Pseudo strike
50.20
IV
38.4%
B/E move
3.7%
Puts
Pseudo strike
54.34
IV
59.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
49.23
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
55.74
IV
61.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
48.21
IV
40.9%
B/E move
2.7%
Puts
Pseudo strike
57.52
IV
63.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
47.19
IV
42.5%
B/E move
2.2%
Puts
Pseudo strike
59.31
IV
66.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
46.18
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
61.89
IV
69.7%
B/E move
1.6%

Options history

No recorded observations