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Cactus, Inc. WHD

i

Market dataready · fetched 2026-11-12T02:44:13.324Z

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: 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 · 2026-11-12T00:00:00.003451215Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:44:12.735756+00:00

Share price$61.47
1D-0.3%
AH$59.54$60.11$60.68$61.25$61.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWHD
Sold putSold callAH

Cactus, Inc. options

Live interpolated WHD call and put midpoint premiums by absolute delta.Cactus, Inc.$0.29$1.48$2.66$3.84$5.03$53.55$57.24$60.92$64.60$68.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHD spot · $61.47WHD PRICE$0.42$0.64$0.86$1.08$1.30$1.52$1.73$1.95$2.17$2.39$3.05$3.87$4.68$0.53$0.67$0.82$1.01$1.33$1.66$1.98$2.30$2.63$2.95$3.27$3.60$4.05
PutsCheap0.63×
CallsCheap0.74×
SkewNeutral+0.20 pp
Implied moveBearish±$3.71
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.0540.4%6.5%57.3746.6%7.5%
25Δ64.4740.4%5.9%58.3344.7%6.2%
30Δ63.9340.5%5.4%59.2942.8%4.9%
35Δ63.3940.6%4.9%60.1441.3%3.8%
40Δ62.8540.7%4.4%60.6841.3%3.4%
45Δ62.3140.8%3.8%61.2341.2%3.1%
50Δ61.7740.9%3.3%61.7741.1%2.7%
55Δ61.2341.0%2.8%62.3241.0%2.4%
60Δ60.6841.1%2.3%62.8640.9%2.0%
65Δ60.1441.2%1.7%63.4040.8%1.7%
70Δ59.2942.7%1.4%63.9540.7%1.3%
75Δ58.3344.7%1.2%64.4940.6%0.9%
80Δ57.3746.6%1.0%65.1541.1%0.6%

20Δ

Calls
Pseudo strike
65.05
IV
40.4%
B/E move
6.5%
Puts
Pseudo strike
57.37
IV
46.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
64.47
IV
40.4%
B/E move
5.9%
Puts
Pseudo strike
58.33
IV
44.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
63.93
IV
40.5%
B/E move
5.4%
Puts
Pseudo strike
59.29
IV
42.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
63.39
IV
40.6%
B/E move
4.9%
Puts
Pseudo strike
60.14
IV
41.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
62.85
IV
40.7%
B/E move
4.4%
Puts
Pseudo strike
60.68
IV
41.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
62.31
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
61.23
IV
41.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
61.77
IV
40.9%
B/E move
3.3%
Puts
Pseudo strike
61.77
IV
41.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
61.23
IV
41.0%
B/E move
2.8%
Puts
Pseudo strike
62.32
IV
41.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
60.68
IV
41.1%
B/E move
2.3%
Puts
Pseudo strike
62.86
IV
40.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
60.14
IV
41.2%
B/E move
1.7%
Puts
Pseudo strike
63.40
IV
40.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
59.29
IV
42.7%
B/E move
1.4%
Puts
Pseudo strike
63.95
IV
40.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
58.33
IV
44.7%
B/E move
1.2%
Puts
Pseudo strike
64.49
IV
40.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
57.37
IV
46.6%
B/E move
1.0%
Puts
Pseudo strike
65.15
IV
41.1%
B/E move
0.6%

Options history

IV · four-Friday blend38.96%
Daily EOD
WHD34.4%39.3%44.2%2026-10-19: 35.73%2026-10-20: 36.61%2026-10-21: 35.64%2026-10-22: 37.43%2026-10-23: 37.41%2026-10-26: 37.23%2026-10-27: 37.65%2026-10-28: 43.56%2026-10-29: 35.10%2026-10-30: 38.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.73%
36.61%
35.64%
37.43%
37.41%
37.23%
37.65%
43.56%
35.10%
38.96%