RPC Inc RES
ENERGY · OIL & GAS EQUIPMENT & SERVICESi
Market dataready · fetched 2026-10-22T20:48:18.434Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.001817808Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:48:17.816860+00:00
Share price$6.02
1D-4.3%
Sold putSold callAH
RPC Inc options
PutsExpensive2.08×
CallsExpensive4.13×
SkewBullish-90.85 pp
Implied moveBearish±$2.02
TiltBearish27.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.40 | 65.1% | 15.6% | |||
| 25Δ | 5.61 | 69.5% | 14.5% | |||
| 30Δ | 12.47 | 278.7% | 117.6% | 5.82 | 73.8% | 13.4% |
| 35Δ | 11.75 | 260.1% | 106.5% | 6.02 | 78.2% | 12.3% |
| 40Δ | 11.02 | 241.4% | 95.4% | 6.23 | 82.6% | 11.2% |
| 45Δ | 10.30 | 222.7% | 84.3% | 6.44 | 87.0% | 10.1% |
| 50Δ | 9.58 | 204.0% | 73.2% | 6.64 | 91.4% | 9.0% |
| 55Δ | 8.85 | 185.3% | 62.1% | 6.85 | 95.8% | 7.9% |
| 60Δ | 8.13 | 166.7% | 51.0% | 7.05 | 100.1% | 6.9% |
| 65Δ | 7.41 | 148.0% | 39.9% | 7.26 | 104.5% | 5.8% |
| 70Δ | 6.68 | 129.3% | 28.8% | 7.47 | 108.9% | 4.7% |
| 75Δ | 5.96 | 110.6% | 17.7% | 8.40 | 126.0% | 3.9% |
| 80Δ | 5.23 | 91.9% | 6.6% | 9.47 | 145.4% | 3.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.40
- IV
- 65.1%
- B/E move
- 15.6%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.61
- IV
- 69.5%
- B/E move
- 14.5%
30Δ
- Pseudo strike
- 12.47
- IV
- 278.7%
- B/E move
- 117.6%
- Pseudo strike
- 5.82
- IV
- 73.8%
- B/E move
- 13.4%
35Δ
- Pseudo strike
- 11.75
- IV
- 260.1%
- B/E move
- 106.5%
- Pseudo strike
- 6.02
- IV
- 78.2%
- B/E move
- 12.3%
40Δ
- Pseudo strike
- 11.02
- IV
- 241.4%
- B/E move
- 95.4%
- Pseudo strike
- 6.23
- IV
- 82.6%
- B/E move
- 11.2%
45Δ
- Pseudo strike
- 10.30
- IV
- 222.7%
- B/E move
- 84.3%
- Pseudo strike
- 6.44
- IV
- 87.0%
- B/E move
- 10.1%
50Δ
- Pseudo strike
- 9.58
- IV
- 204.0%
- B/E move
- 73.2%
- Pseudo strike
- 6.64
- IV
- 91.4%
- B/E move
- 9.0%
55Δ
- Pseudo strike
- 8.85
- IV
- 185.3%
- B/E move
- 62.1%
- Pseudo strike
- 6.85
- IV
- 95.8%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- 8.13
- IV
- 166.7%
- B/E move
- 51.0%
- Pseudo strike
- 7.05
- IV
- 100.1%
- B/E move
- 6.9%
65Δ
- Pseudo strike
- 7.41
- IV
- 148.0%
- B/E move
- 39.9%
- Pseudo strike
- 7.26
- IV
- 104.5%
- B/E move
- 5.8%
70Δ
- Pseudo strike
- 6.68
- IV
- 129.3%
- B/E move
- 28.8%
- Pseudo strike
- 7.47
- IV
- 108.9%
- B/E move
- 4.7%
75Δ
- Pseudo strike
- 5.96
- IV
- 110.6%
- B/E move
- 17.7%
- Pseudo strike
- 8.40
- IV
- 126.0%
- B/E move
- 3.9%
80Δ
- Pseudo strike
- 5.23
- IV
- 91.9%
- B/E move
- 6.6%
- Pseudo strike
- 9.47
- IV
- 145.4%
- B/E move
- 3.2%
Options history
No recorded observations