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SandRidge Energy, Inc. SD

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T00:53:00.347Z

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 · 2026-11-12T00:00:00.00232449Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:47:18.228870+00:00

Share price$12.99
1D+2.3%
AH$12.62$12.72$12.83$12.93$13.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSD
Sold putSold callAH

SandRidge Energy, Inc. options

Live interpolated SD call and put midpoint premiums by absolute delta.SandRidge Energy, Inc.$0.01$1.09$2.18$3.27$4.36$10.92$11.86$12.80$13.73$14.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SD spot · $12.99SD PRICE$0.19$0.23$0.27$0.30$0.34$0.37$0.41$0.44$0.48$0.51$0.55$0.59$0.13$0.13$0.34$0.56$0.78$1.00$1.22$1.44$1.66$1.88$2.10$2.32$4.04
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$1.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.77123.5%30.6%11.7070.4%10.9%
25Δ16.40115.8%28.0%12.4740.6%5.0%
30Δ16.02108.0%25.4%12.7447.0%4.5%
35Δ15.65100.3%22.8%12.9955.0%4.3%
40Δ15.2792.5%20.2%13.2462.9%4.0%
45Δ14.9084.8%17.6%13.4970.8%3.8%
50Δ14.5377.1%15.0%13.7478.8%3.6%
55Δ14.1569.3%12.4%14.0086.7%3.4%
60Δ13.7861.6%9.7%14.2594.7%3.1%
65Δ13.4053.8%7.1%14.50102.6%2.9%
70Δ13.0346.1%4.5%14.75110.6%2.7%
75Δ12.6638.4%1.9%15.00118.5%2.4%
80Δ16.74160.9%2.3%

20Δ

Calls
Pseudo strike
16.77
IV
123.5%
B/E move
30.6%
Puts
Pseudo strike
11.70
IV
70.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
16.40
IV
115.8%
B/E move
28.0%
Puts
Pseudo strike
12.47
IV
40.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
16.02
IV
108.0%
B/E move
25.4%
Puts
Pseudo strike
12.74
IV
47.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
15.65
IV
100.3%
B/E move
22.8%
Puts
Pseudo strike
12.99
IV
55.0%
B/E move
4.3%

40Δ

Calls
Pseudo strike
15.27
IV
92.5%
B/E move
20.2%
Puts
Pseudo strike
13.24
IV
62.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
14.90
IV
84.8%
B/E move
17.6%
Puts
Pseudo strike
13.49
IV
70.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
14.53
IV
77.1%
B/E move
15.0%
Puts
Pseudo strike
13.74
IV
78.8%
B/E move
3.6%

55Δ

Calls
Pseudo strike
14.15
IV
69.3%
B/E move
12.4%
Puts
Pseudo strike
14.00
IV
86.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
13.78
IV
61.6%
B/E move
9.7%
Puts
Pseudo strike
14.25
IV
94.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
13.40
IV
53.8%
B/E move
7.1%
Puts
Pseudo strike
14.50
IV
102.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
13.03
IV
46.1%
B/E move
4.5%
Puts
Pseudo strike
14.75
IV
110.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
12.66
IV
38.4%
B/E move
1.9%
Puts
Pseudo strike
15.00
IV
118.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.74
IV
160.9%
B/E move
2.3%

Options history

IV · four-Friday blend38.19%
Daily EOD
SD36.0%37.2%38.4%2026-10-23: 37.42%2026-10-26: 36.15%2026-10-27: 38.19%Oct 23Oct 26Oct 27
3 observations2026-10-23 — 2026-10-27
Table
DateIV (%)
37.42%
36.15%
38.19%