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Sable Offshore Corp. SOC

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-11T04:01:50.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T00:58:44.862324818Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T04:00:56.968379+00:00

Share price$0.75
1D-6.9%
AH$0.67$0.71$0.76$0.80$0.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSOC
Sold putSold callAH

Sable Offshore Corp. options

Live interpolated SOC call and put midpoint premiums by absolute delta.Sable Offshore Corp.$0.01$0.22$0.44$0.65$0.87$-0.36$0.30$0.95$1.60$2.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOC spot · $0.75SOC PRICE$0.03$0.03$0.05$0.08$0.10$0.12$0.14$0.16$0.19$0.21$0.23$0.25$0.28$0.13$0.18$0.24$0.29$0.35$0.40$0.46$0.52$0.57$0.63$0.68$0.74$0.81
PutsCheap0.45×
CallsCheap0.81×
SkewBearish+65.86 pp
Implied moveBearish±$0.60
TiltBearish52.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.46577.3%98.5%0.65466.6%31.0%
25Δ1.08435.7%48.1%0.72486.8%28.8%
30Δ0.97423.7%35.8%0.79507.0%26.7%
35Δ0.92444.0%33.1%0.86527.3%24.5%
40Δ0.88464.2%30.3%0.93547.5%22.4%
45Δ0.84484.5%27.6%1.00567.7%20.2%
50Δ0.79504.8%24.8%1.07587.9%18.1%
55Δ0.75525.1%22.1%1.15608.2%15.9%
60Δ0.71545.3%19.3%1.22628.4%13.8%
65Δ0.67565.6%16.6%1.29648.6%11.7%
70Δ0.62585.9%13.9%1.36668.9%9.5%
75Δ0.58606.2%11.1%1.43689.1%7.4%
80Δ0.54626.4%8.4%1.52710.8%5.3%

20Δ

Calls
Pseudo strike
1.46
IV
577.3%
B/E move
98.5%
Puts
Pseudo strike
0.65
IV
466.6%
B/E move
31.0%

25Δ

Calls
Pseudo strike
1.08
IV
435.7%
B/E move
48.1%
Puts
Pseudo strike
0.72
IV
486.8%
B/E move
28.8%

30Δ

Calls
Pseudo strike
0.97
IV
423.7%
B/E move
35.8%
Puts
Pseudo strike
0.79
IV
507.0%
B/E move
26.7%

35Δ

Calls
Pseudo strike
0.92
IV
444.0%
B/E move
33.1%
Puts
Pseudo strike
0.86
IV
527.3%
B/E move
24.5%

40Δ

Calls
Pseudo strike
0.88
IV
464.2%
B/E move
30.3%
Puts
Pseudo strike
0.93
IV
547.5%
B/E move
22.4%

45Δ

Calls
Pseudo strike
0.84
IV
484.5%
B/E move
27.6%
Puts
Pseudo strike
1.00
IV
567.7%
B/E move
20.2%

50Δ

Calls
Pseudo strike
0.79
IV
504.8%
B/E move
24.8%
Puts
Pseudo strike
1.07
IV
587.9%
B/E move
18.1%

55Δ

Calls
Pseudo strike
0.75
IV
525.1%
B/E move
22.1%
Puts
Pseudo strike
1.15
IV
608.2%
B/E move
15.9%

60Δ

Calls
Pseudo strike
0.71
IV
545.3%
B/E move
19.3%
Puts
Pseudo strike
1.22
IV
628.4%
B/E move
13.8%

65Δ

Calls
Pseudo strike
0.67
IV
565.6%
B/E move
16.6%
Puts
Pseudo strike
1.29
IV
648.6%
B/E move
11.7%

70Δ

Calls
Pseudo strike
0.62
IV
585.9%
B/E move
13.9%
Puts
Pseudo strike
1.36
IV
668.9%
B/E move
9.5%

75Δ

Calls
Pseudo strike
0.58
IV
606.2%
B/E move
11.1%
Puts
Pseudo strike
1.43
IV
689.1%
B/E move
7.4%

80Δ

Calls
Pseudo strike
0.54
IV
626.4%
B/E move
8.4%
Puts
Pseudo strike
1.52
IV
710.8%
B/E move
5.3%

Options history

IV · four-Friday blend121.10%
Daily close
SOC76.5%158.8%241.0%2026-08-12: 127.63%2026-08-13: 138.87%2026-08-14: 130.23%2026-08-17: 123.83%2026-08-18: 122.48%2026-08-19: 145.62%2026-08-20: 146.96%2026-08-21: 108.47%2026-08-24: 104.20%2026-08-25: 106.30%2026-08-28: 101.20%2026-08-31: 112.48%2026-09-01: 102.83%2026-09-02: 106.46%2026-09-04: 100.12%2026-09-09: 104.84%2026-09-10: 109.77%2026-09-11: 98.94%2026-09-14: 100.47%2026-09-15: 96.66%2026-09-16: 116.46%2026-09-18: 229.70%2026-09-21: 170.71%2026-09-23: 146.55%2026-09-25: 208.88%2026-09-28: 110.44%2026-09-30: 115.15%2026-10-05: 111.43%2026-10-06: 111.95%2026-10-09: 87.88%2026-10-12: 94.14%2026-10-22: 134.52%2026-10-26: 125.19%2026-10-27: 119.65%2026-10-28: 121.10%Aug 12Sep 11Oct 28
35 observations2026-08-12 — 2026-10-28
Table
DateIV (%)
127.63%
138.87%
130.23%
123.83%
122.48%
145.62%
146.96%
108.47%
104.20%
106.30%
101.20%
112.48%
102.83%
106.46%
100.12%
104.84%
109.77%
98.94%
100.47%
96.66%
116.46%
229.70%
170.71%
146.55%
208.88%
110.44%
115.15%
111.43%
111.95%
87.88%
94.14%
134.52%
125.19%
119.65%
121.10%