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Mammoth Energy Services, Inc. Common Stock TUSK

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Market datapartial · fetched 2026-10-23T16:43:04.280Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T16:42:55.958321836Z

FundamentalsAlpha Vantage · unavailable

Share price$2.72
1D-0.4%
$2.64$2.67$2.69$2.71$2.745:30 AM6:30 AM9:00 AM1:00 PMTUSK
Sold putSold call

Mammoth Energy Services, Inc. Common Stock options

Live interpolated TUSK call and put midpoint premiums by absolute delta.Mammoth Energy Services, Inc. Common Stock$0.07$1.15$2.24$3.32$4.41$0.62$1.80$2.98$4.16$5.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TUSK spot · $2.72TUSK PRICE$0.19$0.26$0.34$0.41$0.49$0.56$0.57$0.56$0.56$0.55$0.64$1.03$1.41$1.80$2.18$2.56$2.95$3.33$3.71$4.10
PutsExpensive2.61×
CallsExpensive3.85×
SkewBullish-48.44 pp
Implied moveBearish±$2.37
TiltBearish68.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.16197.1%170.1%
25Δ6.74208.1%157.5%
30Δ6.32219.2%144.9%
35Δ5.90230.3%132.2%2.70146.8%24.6%
40Δ5.49241.4%119.6%3.14148.5%22.4%
45Δ5.07252.5%107.0%3.58150.1%20.2%
50Δ4.49224.0%86.2%4.03151.8%18.0%
55Δ3.89187.8%63.7%4.47153.4%15.8%
60Δ3.28151.5%41.2%4.91155.1%13.6%
65Δ2.68115.3%18.8%5.36156.8%11.4%
70Δ5.80158.4%9.2%
75Δ6.24160.1%7.0%
80Δ6.69161.8%4.8%

20Δ

Calls
Pseudo strike
7.16
IV
197.1%
B/E move
170.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.74
IV
208.1%
B/E move
157.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.32
IV
219.2%
B/E move
144.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.90
IV
230.3%
B/E move
132.2%
Puts
Pseudo strike
2.70
IV
146.8%
B/E move
24.6%

40Δ

Calls
Pseudo strike
5.49
IV
241.4%
B/E move
119.6%
Puts
Pseudo strike
3.14
IV
148.5%
B/E move
22.4%

45Δ

Calls
Pseudo strike
5.07
IV
252.5%
B/E move
107.0%
Puts
Pseudo strike
3.58
IV
150.1%
B/E move
20.2%

50Δ

Calls
Pseudo strike
4.49
IV
224.0%
B/E move
86.2%
Puts
Pseudo strike
4.03
IV
151.8%
B/E move
18.0%

55Δ

Calls
Pseudo strike
3.89
IV
187.8%
B/E move
63.7%
Puts
Pseudo strike
4.47
IV
153.4%
B/E move
15.8%

60Δ

Calls
Pseudo strike
3.28
IV
151.5%
B/E move
41.2%
Puts
Pseudo strike
4.91
IV
155.1%
B/E move
13.6%

65Δ

Calls
Pseudo strike
2.68
IV
115.3%
B/E move
18.8%
Puts
Pseudo strike
5.36
IV
156.8%
B/E move
11.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
158.4%
B/E move
9.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.24
IV
160.1%
B/E move
7.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.69
IV
161.8%
B/E move
4.8%

Options history

No recorded observations