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Mammoth Energy Services, Inc. Common Stock TUSK

i

Market dataready · fetched 2026-11-13T01:28:12.476Z

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: 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 · 2026-11-12T21:00:05.96883651Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:28:11.480849+00:00

Share price$3.26
1D+2.5%
AH$3.16$3.19$3.22$3.26$3.295:30 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$0.11$0.90$1.70$2.49$3.28$1.99$2.87$3.76$4.65$5.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TUSK spot · $3.26TUSK PRICE$0.20$0.27$0.34$0.41$0.49$0.54$0.57$0.61$0.64$0.67$0.71$0.74$0.77$0.46$0.61$0.77$0.92$1.07$1.22$1.37$1.52$1.67$1.83$2.22$3.05
Puts——
CallsExpensive2.08×
Skew——
Implied moveBearish±$1.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.92199.6%118.3%
25Δ6.50208.7%107.6%2.60203.4%34.4%
30Δ6.07217.7%96.8%2.85198.5%31.4%
35Δ5.65226.8%86.0%3.10193.6%28.4%
40Δ5.23235.8%75.2%3.35188.7%25.4%
45Δ4.87232.5%66.0%3.60183.8%22.5%
50Δ4.60215.0%58.6%3.84178.9%19.5%
55Δ4.32197.5%51.1%4.09174.0%16.5%
60Δ4.04180.0%43.7%4.34169.1%13.6%
65Δ3.77162.5%36.2%4.59164.2%10.6%
70Δ3.49145.0%28.8%4.84159.4%7.6%
75Δ3.22127.5%21.3%5.31159.6%5.2%
80Δ2.94109.9%13.9%6.18169.3%3.9%

20Δ

Calls
Pseudo strike
6.92
IV
199.6%
B/E move
118.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.50
IV
208.7%
B/E move
107.6%
Puts
Pseudo strike
2.60
IV
203.4%
B/E move
34.4%

30Δ

Calls
Pseudo strike
6.07
IV
217.7%
B/E move
96.8%
Puts
Pseudo strike
2.85
IV
198.5%
B/E move
31.4%

35Δ

Calls
Pseudo strike
5.65
IV
226.8%
B/E move
86.0%
Puts
Pseudo strike
3.10
IV
193.6%
B/E move
28.4%

40Δ

Calls
Pseudo strike
5.23
IV
235.8%
B/E move
75.2%
Puts
Pseudo strike
3.35
IV
188.7%
B/E move
25.4%

45Δ

Calls
Pseudo strike
4.87
IV
232.5%
B/E move
66.0%
Puts
Pseudo strike
3.60
IV
183.8%
B/E move
22.5%

50Δ

Calls
Pseudo strike
4.60
IV
215.0%
B/E move
58.6%
Puts
Pseudo strike
3.84
IV
178.9%
B/E move
19.5%

55Δ

Calls
Pseudo strike
4.32
IV
197.5%
B/E move
51.1%
Puts
Pseudo strike
4.09
IV
174.0%
B/E move
16.5%

60Δ

Calls
Pseudo strike
4.04
IV
180.0%
B/E move
43.7%
Puts
Pseudo strike
4.34
IV
169.1%
B/E move
13.6%

65Δ

Calls
Pseudo strike
3.77
IV
162.5%
B/E move
36.2%
Puts
Pseudo strike
4.59
IV
164.2%
B/E move
10.6%

70Δ

Calls
Pseudo strike
3.49
IV
145.0%
B/E move
28.8%
Puts
Pseudo strike
4.84
IV
159.4%
B/E move
7.6%

75Δ

Calls
Pseudo strike
3.22
IV
127.5%
B/E move
21.3%
Puts
Pseudo strike
5.31
IV
159.6%
B/E move
5.2%

80Δ

Calls
Pseudo strike
2.94
IV
109.9%
B/E move
13.9%
Puts
Pseudo strike
6.18
IV
169.3%
B/E move
3.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations