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SandRidge Energy, Inc. SD

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Market datapartial · fetched 2026-10-22T23:26:54.180Z

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 · 2026-10-22T23:00:00.002548464Z

FundamentalsAlpha Vantage · unavailable

Share price$14.24
1D-0.3%
AH$13.89$14.00$14.10$14.21$14.325:30 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.$0.18$1.06$1.94$2.82$3.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESD PRICE$0.36$0.35$0.33$0.28$0.39$0.51$0.63$0.74$0.86$0.97$1.09$1.20$1.70$2.28$2.86$3.44
PutsExpensive1.58×
CallsExpensive2.99×
SkewBullish-45.89 pp
Implied move——
TiltBearish88.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.79134.7%76.6%12.7550.2%12.4%
25Δ21.34100.4%52.3%13.0250.2%11.3%
30Δ17.8866.2%27.9%13.3050.2%10.2%
35Δ13.5750.1%9.1%
40Δ13.8550.1%8.0%
45Δ14.1250.1%6.8%
50Δ14.4050.0%5.7%
55Δ14.6850.0%4.6%
60Δ14.9550.0%3.5%
65Δ15.5255.1%2.9%
70Δ16.1661.4%2.5%
75Δ16.8067.7%2.1%
80Δ17.4474.0%1.7%

20Δ

Calls
Pseudo strike
24.79
IV
134.7%
B/E move
76.6%
Puts
Pseudo strike
12.75
IV
50.2%
B/E move
12.4%

25Δ

Calls
Pseudo strike
21.34
IV
100.4%
B/E move
52.3%
Puts
Pseudo strike
13.02
IV
50.2%
B/E move
11.3%

30Δ

Calls
Pseudo strike
17.88
IV
66.2%
B/E move
27.9%
Puts
Pseudo strike
13.30
IV
50.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.57
IV
50.1%
B/E move
9.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.85
IV
50.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.12
IV
50.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.40
IV
50.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.68
IV
50.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.95
IV
50.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.52
IV
55.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.16
IV
61.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.80
IV
67.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.44
IV
74.0%
B/E move
1.7%

Options history

No recorded observations