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Mammoth Energy Services Inc TUSK

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-10-22T20:45:43.178Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-22T20:45:42.455720+00:00

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 options

Live interpolated TUSK call and put midpoint premiums by absolute delta.Mammoth Energy Services Inc$0.19$0.80$1.40$2.01$2.62$0.57$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×
CallsExpensive3.35×
SkewBearish+56.25 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
30Δ4.95239.7%91.4%
35Δ4.63221.2%80.2%2.69244.7%28.4%
40Δ4.30202.7%68.9%2.97241.3%25.6%
45Δ3.97184.3%57.7%3.26238.0%22.9%
50Δ3.64165.8%46.5%3.55234.6%20.1%
55Δ3.31147.3%35.2%3.84231.3%17.3%
60Δ2.98128.8%24.0%4.13227.9%14.6%
65Δ2.65110.4%12.7%4.42224.6%11.8%
70Δ4.70221.2%9.1%
75Δ4.99217.9%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
239.7%
B/E move
91.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.63
IV
221.2%
B/E move
80.2%
Puts
Pseudo strike
2.69
IV
244.7%
B/E move
28.4%

40Δ

Calls
Pseudo strike
4.30
IV
202.7%
B/E move
68.9%
Puts
Pseudo strike
2.97
IV
241.3%
B/E move
25.6%

45Δ

Calls
Pseudo strike
3.97
IV
184.3%
B/E move
57.7%
Puts
Pseudo strike
3.26
IV
238.0%
B/E move
22.9%

50Δ

Calls
Pseudo strike
3.64
IV
165.8%
B/E move
46.5%
Puts
Pseudo strike
3.55
IV
234.6%
B/E move
20.1%

55Δ

Calls
Pseudo strike
3.31
IV
147.3%
B/E move
35.2%
Puts
Pseudo strike
3.84
IV
231.3%
B/E move
17.3%

60Δ

Calls
Pseudo strike
2.98
IV
128.8%
B/E move
24.0%
Puts
Pseudo strike
4.13
IV
227.9%
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
224.6%
B/E move
11.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.70
IV
221.2%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.99
IV
217.9%
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