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San Juan Basin Royalty Trust UBI SJT

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Market datapartial · fetched 2026-10-23T02:22:18.619Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001941049Z

FundamentalsAlpha Vantage · unavailable

Share price$3.37
1D+1.4%
AH$3.26$3.32$3.38$3.44$3.515:30 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$0.15$0.52$0.88$1.24$1.60$1.34$2.41$3.48$4.56$5.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJT spot · $3.37SJT PRICE$0.19$0.26$0.33$0.40$0.46$0.51$0.56$0.60$0.65$0.69$0.74$0.78$0.83$0.45$0.54$0.64$0.73$0.83$0.92$1.02$1.11$1.21$1.30$1.40$1.49
PutsExpensive1.25×
CallsExpensive1.42×
SkewBullish-16.96 pp
Implied moveBearish±$1.48
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.88150.4%109.8%
25Δ6.43155.6%98.4%2.64158.8%34.9%
30Δ5.97160.8%87.0%2.83152.1%32.2%
35Δ5.52165.9%75.7%3.01145.3%29.5%
40Δ5.07171.1%64.3%3.20138.6%26.8%
45Δ4.79162.9%57.4%3.39131.9%24.1%
50Δ4.54152.1%51.3%3.57125.2%21.3%
55Δ4.29141.3%45.2%3.76118.5%18.6%
60Δ4.04130.5%39.2%3.95111.8%15.9%
65Δ3.79119.7%33.1%4.13105.1%13.2%
70Δ3.54108.9%27.0%4.3298.3%10.5%
75Δ3.3098.1%21.0%4.5191.6%7.7%
80Δ3.0587.3%14.9%4.7084.9%5.0%

20Δ

Calls
Pseudo strike
6.88
IV
150.4%
B/E move
109.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.43
IV
155.6%
B/E move
98.4%
Puts
Pseudo strike
2.64
IV
158.8%
B/E move
34.9%

30Δ

Calls
Pseudo strike
5.97
IV
160.8%
B/E move
87.0%
Puts
Pseudo strike
2.83
IV
152.1%
B/E move
32.2%

35Δ

Calls
Pseudo strike
5.52
IV
165.9%
B/E move
75.7%
Puts
Pseudo strike
3.01
IV
145.3%
B/E move
29.5%

40Δ

Calls
Pseudo strike
5.07
IV
171.1%
B/E move
64.3%
Puts
Pseudo strike
3.20
IV
138.6%
B/E move
26.8%

45Δ

Calls
Pseudo strike
4.79
IV
162.9%
B/E move
57.4%
Puts
Pseudo strike
3.39
IV
131.9%
B/E move
24.1%

50Δ

Calls
Pseudo strike
4.54
IV
152.1%
B/E move
51.3%
Puts
Pseudo strike
3.57
IV
125.2%
B/E move
21.3%

55Δ

Calls
Pseudo strike
4.29
IV
141.3%
B/E move
45.2%
Puts
Pseudo strike
3.76
IV
118.5%
B/E move
18.6%

60Δ

Calls
Pseudo strike
4.04
IV
130.5%
B/E move
39.2%
Puts
Pseudo strike
3.95
IV
111.8%
B/E move
15.9%

65Δ

Calls
Pseudo strike
3.79
IV
119.7%
B/E move
33.1%
Puts
Pseudo strike
4.13
IV
105.1%
B/E move
13.2%

70Δ

Calls
Pseudo strike
3.54
IV
108.9%
B/E move
27.0%
Puts
Pseudo strike
4.32
IV
98.3%
B/E move
10.5%

75Δ

Calls
Pseudo strike
3.30
IV
98.1%
B/E move
21.0%
Puts
Pseudo strike
4.51
IV
91.6%
B/E move
7.7%

80Δ

Calls
Pseudo strike
3.05
IV
87.3%
B/E move
14.9%
Puts
Pseudo strike
4.70
IV
84.9%
B/E move
5.0%

Options history

No recorded observations