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Ranger Energy Services Inc RNGR

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T18:11:33.851Z

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 · 2026-10-22T18:10:52.462711763Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:11:31.705861+00:00

Share price$14.42
1D-3.4%
$13.92$14.19$14.46$14.73$15.005:30 AM6:30 AM9:00 AM1:00 PMRNGR
Sold putSold call

Ranger Energy Services Inc options

Live interpolated RNGR call and put midpoint premiums by absolute delta.Ranger Energy Services Inc$1.35$2.58$3.80$5.03$6.25$8.67$11.89$15.12$18.35$21.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RNGR spot · $14.42RNGR PRICE$1.49$1.53$1.58$1.86$2.67$3.48$4.28$5.09$5.90
PutsExpensive2.46×
CallsExpensive3.61×
SkewBullish-34.50 pp
Implied moveBearish±$3.44
TiltBearish67.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ18.82169.3%40.8%
45Δ17.21145.2%30.0%
50Δ15.59121.2%19.1%15.0195.4%8.8%
55Δ15.95101.6%7.9%
60Δ16.89107.7%7.0%
65Δ17.83113.8%6.1%
70Δ18.77119.9%5.1%
75Δ19.71126.0%4.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.82
IV
169.3%
B/E move
40.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.21
IV
145.2%
B/E move
30.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.59
IV
121.2%
B/E move
19.1%
Puts
Pseudo strike
15.01
IV
95.4%
B/E move
8.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.95
IV
101.6%
B/E move
7.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.89
IV
107.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.83
IV
113.8%
B/E move
6.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.77
IV
119.9%
B/E move
5.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.71
IV
126.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations