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Ranger Energy Services, Inc. RNGR

i

Market dataready · fetched 2026-11-12T03:17:46.392Z

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 · 2026-11-12T00:00:00.002360596Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:17:45.970768+00:00

Share price$12.26
1D+6.0%
AH$11.46$11.68$11.90$12.11$12.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRNGR
Sold putSold callAH

Ranger Energy Services, Inc. options

Live interpolated RNGR call and put midpoint premiums by absolute delta.Ranger Energy Services, Inc.$0.63$1.89$3.15$4.41$5.67$7.73$9.55$11.37$13.19$15.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RNGR spot · $12.26RNGR PRICE$0.77$0.92$0.98$0.99$1.00$0.97$0.98$1.03$1.07$1.12$1.16$1.28$1.68$2.08$2.48$2.88$3.60$5.31
PutsExpensive2.21×
Calls——
Skew——
Implied moveBearish±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.84365.9%35.9%
25Δ10.05276.8%26.0%
30Δ15.57223.1%33.3%10.56248.7%22.2%
35Δ15.16240.3%31.1%11.07220.5%18.4%
40Δ14.46225.0%26.0%11.59192.4%14.6%
45Δ13.59189.7%18.9%12.10164.3%10.8%
50Δ12.72154.4%11.9%12.61143.1%7.6%
55Δ13.11148.1%6.8%
60Δ13.61153.0%5.9%
65Δ14.12158.0%5.1%
70Δ14.62163.0%4.2%
75Δ15.44176.0%3.4%
80Δ17.20213.5%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.84
IV
365.9%
B/E move
35.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.05
IV
276.8%
B/E move
26.0%

30Δ

Calls
Pseudo strike
15.57
IV
223.1%
B/E move
33.3%
Puts
Pseudo strike
10.56
IV
248.7%
B/E move
22.2%

35Δ

Calls
Pseudo strike
15.16
IV
240.3%
B/E move
31.1%
Puts
Pseudo strike
11.07
IV
220.5%
B/E move
18.4%

40Δ

Calls
Pseudo strike
14.46
IV
225.0%
B/E move
26.0%
Puts
Pseudo strike
11.59
IV
192.4%
B/E move
14.6%

45Δ

Calls
Pseudo strike
13.59
IV
189.7%
B/E move
18.9%
Puts
Pseudo strike
12.10
IV
164.3%
B/E move
10.8%

50Δ

Calls
Pseudo strike
12.72
IV
154.4%
B/E move
11.9%
Puts
Pseudo strike
12.61
IV
143.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.11
IV
148.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.61
IV
153.0%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.12
IV
158.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.62
IV
163.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.44
IV
176.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.20
IV
213.5%
B/E move
3.0%

Options history

IV · four-Friday blend107.32%
Daily EOD
RNGR54.1%82.7%111.3%2026-10-19: 58.04%2026-10-20: 60.20%2026-10-21: 69.76%2026-10-22: 73.60%2026-10-23: 64.82%2026-10-27: 66.56%2026-10-28: 71.01%2026-10-29: 68.95%2026-10-30: 107.32%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.04%
60.20%
69.76%
73.60%
64.82%
66.56%
71.01%
68.95%
107.32%