IntraAlpha
Create free account Start free

Ranger Energy Services, Inc. RNGR

i

Market datapartial · fetched 2026-10-23T04:27:41.030Z

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 · 2026-10-22T23:00:00.002629748Z

FundamentalsAlpha Vantage · unavailable

Share price$14.28
1D-4.3%
AH$13.92$14.19$14.46$14.73$15.005:30 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.$0.62$1.09$1.56$2.03$2.50$7.97$11.26$14.55$17.84$21.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RNGR spot · $14.28RNGR PRICE$0.67$0.91$1.15$1.39$1.49$1.54$1.59$1.76$1.96$2.17$2.37$1.50$1.58$1.66$1.74$1.82
PutsExpensive2.78×
CallsExpensive3.43×
SkewBullish-13.66 pp
Implied moveBearish±$3.41
TiltBullish34.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.52142.0%55.4%
25Δ21.05157.3%53.8%
30Δ20.59172.5%52.2%12.53154.4%22.8%
35Δ20.12187.8%50.6%13.09140.1%19.4%
40Δ18.73172.9%41.6%13.65125.8%16.0%
45Δ17.05148.0%30.2%14.22111.5%12.6%
50Δ15.36123.0%18.7%14.7897.2%9.2%
55Δ14.57114.3%14.3%
60Δ14.02109.9%11.9%
65Δ13.47105.5%9.5%
70Δ12.92101.1%7.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
21.52
IV
142.0%
B/E move
55.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.05
IV
157.3%
B/E move
53.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.59
IV
172.5%
B/E move
52.2%
Puts
Pseudo strike
12.53
IV
154.4%
B/E move
22.8%

35Δ

Calls
Pseudo strike
20.12
IV
187.8%
B/E move
50.6%
Puts
Pseudo strike
13.09
IV
140.1%
B/E move
19.4%

40Δ

Calls
Pseudo strike
18.73
IV
172.9%
B/E move
41.6%
Puts
Pseudo strike
13.65
IV
125.8%
B/E move
16.0%

45Δ

Calls
Pseudo strike
17.05
IV
148.0%
B/E move
30.2%
Puts
Pseudo strike
14.22
IV
111.5%
B/E move
12.6%

50Δ

Calls
Pseudo strike
15.36
IV
123.0%
B/E move
18.7%
Puts
Pseudo strike
14.78
IV
97.2%
B/E move
9.2%

55Δ

Calls
Pseudo strike
14.57
IV
114.3%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.02
IV
109.9%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.47
IV
105.5%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.92
IV
101.1%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations