IntraAlpha
Create free account Start free

Sable Offshore Corp. SOC

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-10-21T16:59:34.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:29.070651091Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:34.194091+00:00

Share price$3.18
1D-0.2%
$3.11$3.13$3.16$3.18$3.215:30 AM6:30 AM9:00 AM1:00 PMSOC
Sold putSold call

Sable Offshore Corp. options

Live interpolated SOC call and put midpoint premiums by absolute delta.Sable Offshore Corp.$0.01$0.14$0.28$0.41$0.54$2.73$3.07$3.40$3.73$4.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOC spot · $3.17SOC PRICE$0.10$0.11$0.12$0.13$0.14$0.15$0.17$0.18$0.19$0.20$0.21$0.22$0.33$0.03$0.06$0.08$0.11$0.14$0.17$0.20$0.23$0.26$0.29$0.31$0.34$0.50
PutsFair0.98×
CallsExpensive2.70×
SkewBullish-188.28 pp
Implied moveBearish±$0.36
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.29536.1%69.8%3.0094.3%6.3%
25Δ5.08498.5%63.6%3.0499.3%5.8%
30Δ4.88460.9%57.4%3.09104.3%5.4%
35Δ4.67423.2%51.2%3.13109.2%5.0%
40Δ4.46385.6%45.0%3.17114.2%4.6%
45Δ4.25348.0%38.8%3.21119.2%4.1%
50Δ4.04310.4%32.6%3.26124.1%3.7%
55Δ3.84272.8%26.4%3.30129.1%3.3%
60Δ3.63235.1%20.2%3.34134.1%2.9%
65Δ3.42197.5%14.0%3.38139.1%2.4%
70Δ3.21159.9%7.8%3.42144.0%2.0%
75Δ3.00122.3%1.5%3.47149.0%1.6%
80Δ2.88139.0%1.2%3.64181.7%1.3%

20Δ

Calls
Pseudo strike
5.29
IV
536.1%
B/E move
69.8%
Puts
Pseudo strike
3.00
IV
94.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
5.08
IV
498.5%
B/E move
63.6%
Puts
Pseudo strike
3.04
IV
99.3%
B/E move
5.8%

30Δ

Calls
Pseudo strike
4.88
IV
460.9%
B/E move
57.4%
Puts
Pseudo strike
3.09
IV
104.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
4.67
IV
423.2%
B/E move
51.2%
Puts
Pseudo strike
3.13
IV
109.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
4.46
IV
385.6%
B/E move
45.0%
Puts
Pseudo strike
3.17
IV
114.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
4.25
IV
348.0%
B/E move
38.8%
Puts
Pseudo strike
3.21
IV
119.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
4.04
IV
310.4%
B/E move
32.6%
Puts
Pseudo strike
3.26
IV
124.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
3.84
IV
272.8%
B/E move
26.4%
Puts
Pseudo strike
3.30
IV
129.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
3.63
IV
235.1%
B/E move
20.2%
Puts
Pseudo strike
3.34
IV
134.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
3.42
IV
197.5%
B/E move
14.0%
Puts
Pseudo strike
3.38
IV
139.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
3.21
IV
159.9%
B/E move
7.8%
Puts
Pseudo strike
3.42
IV
144.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
3.00
IV
122.3%
B/E move
1.5%
Puts
Pseudo strike
3.47
IV
149.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
2.88
IV
139.0%
B/E move
1.2%
Puts
Pseudo strike
3.64
IV
181.7%
B/E move
1.3%

Options history

No recorded observations