IntraAlpha
Create free account Start free

Sable Offshore Corp. SOC

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-10-21T17:52:25.535Z

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

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 · 2026-10-21T17:50:52.874743714Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:58.106565+00:00

Share price$3.14
1D-1.4%
$3.10$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.$0.04$0.17$0.31$0.45$0.58$2.69$3.03$3.36$3.69$4.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SOC spot · $3.13SOC PRICE$0.10$0.11$0.12$0.13$0.14$0.14$0.15$0.16$0.17$0.18$0.19$0.36$0.55$0.07$0.05$0.06$0.08$0.11$0.14$0.16$0.19$0.21$0.24$0.27$0.29$0.32
PutsFair1.00×
CallsExpensive2.84×
SkewBullish-188.05 pp
Implied moveBearish±$0.31
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.27547.1%71.4%2.54329.6%21.1%
25Δ5.05504.9%64.5%2.84186.8%11.2%
30Δ4.82462.7%57.6%3.02108.6%5.5%
35Δ4.60420.5%50.7%3.06108.6%5.1%
40Δ4.37378.3%43.8%3.10108.7%4.7%
45Δ4.15336.2%37.0%3.14108.8%4.3%
50Δ3.92294.0%30.1%3.18108.8%3.8%
55Δ3.70251.8%23.2%3.22108.9%3.4%
60Δ3.48209.6%16.3%3.26108.9%3.0%
65Δ3.25167.4%9.4%3.30109.0%2.5%
70Δ3.03125.2%2.5%3.34109.1%2.1%
75Δ2.84190.8%2.0%3.38109.1%1.7%
80Δ2.66270.2%2.2%3.42109.2%1.2%

20Δ

Calls
Pseudo strike
5.27
IV
547.1%
B/E move
71.4%
Puts
Pseudo strike
2.54
IV
329.6%
B/E move
21.1%

25Δ

Calls
Pseudo strike
5.05
IV
504.9%
B/E move
64.5%
Puts
Pseudo strike
2.84
IV
186.8%
B/E move
11.2%

30Δ

Calls
Pseudo strike
4.82
IV
462.7%
B/E move
57.6%
Puts
Pseudo strike
3.02
IV
108.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
4.60
IV
420.5%
B/E move
50.7%
Puts
Pseudo strike
3.06
IV
108.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
4.37
IV
378.3%
B/E move
43.8%
Puts
Pseudo strike
3.10
IV
108.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
4.15
IV
336.2%
B/E move
37.0%
Puts
Pseudo strike
3.14
IV
108.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
3.92
IV
294.0%
B/E move
30.1%
Puts
Pseudo strike
3.18
IV
108.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
3.70
IV
251.8%
B/E move
23.2%
Puts
Pseudo strike
3.22
IV
108.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
3.48
IV
209.6%
B/E move
16.3%
Puts
Pseudo strike
3.26
IV
108.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
3.25
IV
167.4%
B/E move
9.4%
Puts
Pseudo strike
3.30
IV
109.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
3.03
IV
125.2%
B/E move
2.5%
Puts
Pseudo strike
3.34
IV
109.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
2.84
IV
190.8%
B/E move
2.0%
Puts
Pseudo strike
3.38
IV
109.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
2.66
IV
270.2%
B/E move
2.2%
Puts
Pseudo strike
3.42
IV
109.2%
B/E move
1.2%

Options history

No recorded observations