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Mammoth Energy Services, Inc. Common Stock TUSK

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Market datapartial · fetched 2026-10-23T02:00:40.828Z

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 · 2026-10-22T20:00:00.52091355Z

FundamentalsAlpha Vantage · unavailable

Share price$2.72
1D-1.1%
AH$2.68$2.70$2.72$2.74$2.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTUSK
Sold putSold callAH

Mammoth Energy Services, Inc. Common Stock options

Live interpolated TUSK call and put midpoint premiums by absolute delta.Mammoth Energy Services, Inc. Common Stock$0.19$0.80$1.40$2.01$2.62$0.58$1.54$2.50$3.47$4.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TUSK spot · $2.72TUSK PRICE$0.25$0.28$0.30$0.32$0.35$0.37$0.39$0.41$0.74$0.95$1.16$1.38$1.59$1.80$2.02$2.23$2.44
PutsExpensive3.63×
CallsExpensive3.34×
SkewBearish+56.62 pp
Implied moveBearish±$1.72
TiltBearish68.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ4.95240.6%91.4%
35Δ4.63222.0%80.2%2.69245.6%28.4%
40Δ4.30203.4%68.9%2.97242.2%25.6%
45Δ3.97184.8%57.7%3.26238.9%22.9%
50Δ3.64166.2%46.5%3.55235.5%20.1%
55Δ3.31147.6%35.2%3.84232.1%17.3%
60Δ2.98129.0%24.0%4.13228.8%14.6%
65Δ2.65110.4%12.7%4.42225.4%11.8%
70Δ4.70222.0%9.1%
75Δ4.99218.7%6.3%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.95
IV
240.6%
B/E move
91.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.63
IV
222.0%
B/E move
80.2%
Puts
Pseudo strike
2.69
IV
245.6%
B/E move
28.4%

40Δ

Calls
Pseudo strike
4.30
IV
203.4%
B/E move
68.9%
Puts
Pseudo strike
2.97
IV
242.2%
B/E move
25.6%

45Δ

Calls
Pseudo strike
3.97
IV
184.8%
B/E move
57.7%
Puts
Pseudo strike
3.26
IV
238.9%
B/E move
22.9%

50Δ

Calls
Pseudo strike
3.64
IV
166.2%
B/E move
46.5%
Puts
Pseudo strike
3.55
IV
235.5%
B/E move
20.1%

55Δ

Calls
Pseudo strike
3.31
IV
147.6%
B/E move
35.2%
Puts
Pseudo strike
3.84
IV
232.1%
B/E move
17.3%

60Δ

Calls
Pseudo strike
2.98
IV
129.0%
B/E move
24.0%
Puts
Pseudo strike
4.13
IV
228.8%
B/E move
14.6%

65Δ

Calls
Pseudo strike
2.65
IV
110.4%
B/E move
12.7%
Puts
Pseudo strike
4.42
IV
225.4%
B/E move
11.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
222.0%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.99
IV
218.7%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations