IntraAlpha
Create free account Start free

San Juan Basin Royalty Trust UBI SJT

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-14T01:47:21.272Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-14T00:00:00.001826869Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-14T01:47:20.409226+00:00

Share price$3.96
1D-8.1%
AH$3.79$3.95$4.11$4.27$4.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSJT
Sold putSold callAH

San Juan Basin Royalty Trust UBI options

Live interpolated SJT call and put midpoint premiums by absolute delta.San Juan Basin Royalty Trust UBI$0.09$0.46$0.84$1.21$1.59$1.62$2.70$3.78$4.86$5.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJT spot · $3.96SJT PRICE$0.13$0.15$0.26$0.38$0.50$0.63$0.75$0.87$0.99$1.11$1.23$1.36$1.48$0.41$0.46$0.50$0.55$0.59$0.64$0.68$0.73$0.78$0.82$0.87$0.91$0.96
PutsExpensive1.45×
CallsExpensive1.16×
SkewBearish+29.17 pp
Implied moveBullish±$1.43
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.09118.0%57.1%2.63234.2%43.9%
25Δ5.0894.2%32.1%2.80221.3%40.8%
30Δ4.8198.4%28.2%2.97208.5%37.7%
35Δ4.61105.1%26.1%3.14195.6%34.5%
40Δ4.41111.8%24.1%3.31182.8%31.4%
45Δ4.21118.5%22.0%3.48169.9%28.3%
50Δ4.00125.2%20.0%3.65157.1%25.2%
55Δ3.80131.9%17.9%3.81144.2%22.1%
60Δ3.60138.6%15.9%3.98131.4%19.0%
65Δ3.39145.3%13.8%4.15118.5%15.9%
70Δ3.19152.0%11.8%4.32105.7%12.8%
75Δ2.99158.7%9.7%4.4992.9%9.7%
80Δ2.79165.4%7.7%4.6680.0%6.5%

20Δ

Calls
Pseudo strike
6.09
IV
118.0%
B/E move
57.1%
Puts
Pseudo strike
2.63
IV
234.2%
B/E move
43.9%

25Δ

Calls
Pseudo strike
5.08
IV
94.2%
B/E move
32.1%
Puts
Pseudo strike
2.80
IV
221.3%
B/E move
40.8%

30Δ

Calls
Pseudo strike
4.81
IV
98.4%
B/E move
28.2%
Puts
Pseudo strike
2.97
IV
208.5%
B/E move
37.7%

35Δ

Calls
Pseudo strike
4.61
IV
105.1%
B/E move
26.1%
Puts
Pseudo strike
3.14
IV
195.6%
B/E move
34.5%

40Δ

Calls
Pseudo strike
4.41
IV
111.8%
B/E move
24.1%
Puts
Pseudo strike
3.31
IV
182.8%
B/E move
31.4%

45Δ

Calls
Pseudo strike
4.21
IV
118.5%
B/E move
22.0%
Puts
Pseudo strike
3.48
IV
169.9%
B/E move
28.3%

50Δ

Calls
Pseudo strike
4.00
IV
125.2%
B/E move
20.0%
Puts
Pseudo strike
3.65
IV
157.1%
B/E move
25.2%

55Δ

Calls
Pseudo strike
3.80
IV
131.9%
B/E move
17.9%
Puts
Pseudo strike
3.81
IV
144.2%
B/E move
22.1%

60Δ

Calls
Pseudo strike
3.60
IV
138.6%
B/E move
15.9%
Puts
Pseudo strike
3.98
IV
131.4%
B/E move
19.0%

65Δ

Calls
Pseudo strike
3.39
IV
145.3%
B/E move
13.8%
Puts
Pseudo strike
4.15
IV
118.5%
B/E move
15.9%

70Δ

Calls
Pseudo strike
3.19
IV
152.0%
B/E move
11.8%
Puts
Pseudo strike
4.32
IV
105.7%
B/E move
12.8%

75Δ

Calls
Pseudo strike
2.99
IV
158.7%
B/E move
9.7%
Puts
Pseudo strike
4.49
IV
92.9%
B/E move
9.7%

80Δ

Calls
Pseudo strike
2.79
IV
165.4%
B/E move
7.7%
Puts
Pseudo strike
4.66
IV
80.0%
B/E move
6.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations