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San Juan Basin Royalty Trust SJT

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-24T20:16:00.826Z

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 · 2026-10-23T23:00:00.001823298Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T20:16:01.063292+00:00

Share price$3.38
1D-2.6%
AH$3.26$3.32$3.37$3.43$3.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSJT
Sold putSold callAH

San Juan Basin Royalty Trust options

Live interpolated SJT call and put midpoint premiums by absolute delta.San Juan Basin Royalty Trust$0.07$0.70$1.33$1.96$2.59$1.01$2.04$3.07$4.11$5.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SJT spot · $3.38SJT PRICE$0.14$0.20$0.25$0.31$0.36$0.42$0.47$0.53$0.58$0.64$0.69$0.75$0.80$0.60$0.71$0.82$0.93$1.03$1.14$1.25$1.36$1.47$1.58$1.69$2.41
PutsExpensive1.92×
CallsCheap0.91×
SkewBearish+115.67 pp
Implied moveBearish±$1.62
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.74105.2%44.4%
25Δ4.58104.2%41.4%2.65283.8%39.4%
30Δ4.42103.2%38.3%2.87270.9%36.0%
35Δ4.27102.2%35.3%3.09258.0%32.6%
40Δ4.11101.2%32.3%3.32245.2%29.2%
45Δ3.95100.2%29.3%3.54232.3%25.9%
50Δ3.8099.2%26.2%3.76219.5%22.5%
55Δ3.6498.2%23.2%3.99206.6%19.1%
60Δ3.4897.2%20.2%4.21193.7%15.7%
65Δ3.3296.3%17.2%4.44180.9%12.4%
70Δ3.1795.3%14.2%4.66168.0%9.0%
75Δ3.0194.3%11.1%4.88155.1%5.6%
80Δ2.8593.3%8.1%5.67164.9%3.4%

20Δ

Calls
Pseudo strike
4.74
IV
105.2%
B/E move
44.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.58
IV
104.2%
B/E move
41.4%
Puts
Pseudo strike
2.65
IV
283.8%
B/E move
39.4%

30Δ

Calls
Pseudo strike
4.42
IV
103.2%
B/E move
38.3%
Puts
Pseudo strike
2.87
IV
270.9%
B/E move
36.0%

35Δ

Calls
Pseudo strike
4.27
IV
102.2%
B/E move
35.3%
Puts
Pseudo strike
3.09
IV
258.0%
B/E move
32.6%

40Δ

Calls
Pseudo strike
4.11
IV
101.2%
B/E move
32.3%
Puts
Pseudo strike
3.32
IV
245.2%
B/E move
29.2%

45Δ

Calls
Pseudo strike
3.95
IV
100.2%
B/E move
29.3%
Puts
Pseudo strike
3.54
IV
232.3%
B/E move
25.9%

50Δ

Calls
Pseudo strike
3.80
IV
99.2%
B/E move
26.2%
Puts
Pseudo strike
3.76
IV
219.5%
B/E move
22.5%

55Δ

Calls
Pseudo strike
3.64
IV
98.2%
B/E move
23.2%
Puts
Pseudo strike
3.99
IV
206.6%
B/E move
19.1%

60Δ

Calls
Pseudo strike
3.48
IV
97.2%
B/E move
20.2%
Puts
Pseudo strike
4.21
IV
193.7%
B/E move
15.7%

65Δ

Calls
Pseudo strike
3.32
IV
96.3%
B/E move
17.2%
Puts
Pseudo strike
4.44
IV
180.9%
B/E move
12.4%

70Δ

Calls
Pseudo strike
3.17
IV
95.3%
B/E move
14.2%
Puts
Pseudo strike
4.66
IV
168.0%
B/E move
9.0%

75Δ

Calls
Pseudo strike
3.01
IV
94.3%
B/E move
11.1%
Puts
Pseudo strike
4.88
IV
155.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
2.85
IV
93.3%
B/E move
8.1%
Puts
Pseudo strike
5.67
IV
164.9%
B/E move
3.4%

Options history

No recorded observations