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Riley Exploration Permian Inc REPX

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T23:26:38.431Z

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 · 2026-10-22T23:13:35.958051762Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:11.160126+00:00

Share price$51.34
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$0.33$3.77$7.20$10.64$14.08$37.26$42.89$48.52$54.15$59.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REPX spot · $51.34REPX PRICE$0.70$0.90$1.10$1.35$1.62$1.88$2.14$2.40$2.66$3.06$3.80$4.53$5.26$1.07$1.46$1.84$2.22$2.63$3.37$4.11$4.85$5.59$6.95$8.49$10.16$13.09
PutsExpensive1.63×
CallsCheap0.91×
SkewBearish+23.83 pp
Implied moveBearish±$6.25
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.2145.3%14.7%45.2360.4%14.0%
25Δ56.7743.9%12.3%46.4559.7%12.4%
30Δ55.3242.6%9.9%47.6659.0%10.7%
35Δ54.4041.4%8.6%48.8858.2%9.1%
40Δ53.6340.4%7.6%50.0957.6%7.6%
45Δ52.8639.3%6.6%51.2558.9%6.7%
50Δ52.0938.3%5.6%52.4260.1%5.9%
55Δ51.3237.2%4.6%53.5861.4%5.1%
60Δ50.5436.2%3.6%54.7462.7%4.3%
65Δ49.7235.6%2.8%56.4565.3%3.6%
70Δ48.7936.2%2.4%58.3168.4%3.0%
75Δ47.8536.8%2.0%60.2871.7%2.4%
80Δ46.9137.4%1.6%63.5076.9%1.8%

20Δ

Calls
Pseudo strike
58.21
IV
45.3%
B/E move
14.7%
Puts
Pseudo strike
45.23
IV
60.4%
B/E move
14.0%

25Δ

Calls
Pseudo strike
56.77
IV
43.9%
B/E move
12.3%
Puts
Pseudo strike
46.45
IV
59.7%
B/E move
12.4%

30Δ

Calls
Pseudo strike
55.32
IV
42.6%
B/E move
9.9%
Puts
Pseudo strike
47.66
IV
59.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
54.40
IV
41.4%
B/E move
8.6%
Puts
Pseudo strike
48.88
IV
58.2%
B/E move
9.1%

40Δ

Calls
Pseudo strike
53.63
IV
40.4%
B/E move
7.6%
Puts
Pseudo strike
50.09
IV
57.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
52.86
IV
39.3%
B/E move
6.6%
Puts
Pseudo strike
51.25
IV
58.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
52.09
IV
38.3%
B/E move
5.6%
Puts
Pseudo strike
52.42
IV
60.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
51.32
IV
37.2%
B/E move
4.6%
Puts
Pseudo strike
53.58
IV
61.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
50.54
IV
36.2%
B/E move
3.6%
Puts
Pseudo strike
54.74
IV
62.7%
B/E move
4.3%

65Δ

Calls
Pseudo strike
49.72
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
56.45
IV
65.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
48.79
IV
36.2%
B/E move
2.4%
Puts
Pseudo strike
58.31
IV
68.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
47.85
IV
36.8%
B/E move
2.0%
Puts
Pseudo strike
60.28
IV
71.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
46.91
IV
37.4%
B/E move
1.6%
Puts
Pseudo strike
63.50
IV
76.9%
B/E move
1.8%

Options history

No recorded observations