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Cactus, Inc. WHD

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Market datapartial · fetched 2026-10-22T23:50:17.547Z

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 · 2026-10-22T23:00:00.00279261Z

FundamentalsAlpha Vantage · unavailable

Share price$60.38
1D-5.2%
AH$60$61$62$63$645:30 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.$0.61$3.12$5.63$8.15$10.66$51.50$56.06$60.62$65.19$69.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHD spot · $60.38WHD PRICE$1.08$1.09$1.24$1.61$1.97$2.33$2.70$3.06$3.74$4.45$5.16$5.87$6.69$0.88$1.21$1.53$1.86$2.18$2.54$3.10$3.67$4.23$4.80$5.37$7.32$9.94
PutsExpensive1.05×
CallsExpensive1.40×
SkewBullish-2.88 pp
Implied moveBearish±$5.80
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.6269.9%25.4%55.0243.6%10.3%
25Δ68.6450.9%15.5%56.0443.0%9.2%
30Δ64.6439.5%9.1%57.0642.4%8.0%
35Δ63.7339.9%8.2%58.0841.8%6.9%
40Δ62.8240.3%7.3%59.0941.2%5.7%
45Δ61.9240.7%6.4%60.1040.7%4.7%
50Δ61.0141.1%5.5%61.0240.5%4.1%
55Δ60.1041.5%4.6%61.9440.4%3.5%
60Δ59.0642.2%4.0%62.8640.2%2.9%
65Δ58.0243.0%3.5%63.7840.1%2.3%
70Δ56.9743.8%2.9%64.7039.9%1.7%
75Δ55.9244.5%2.3%66.9043.2%1.3%
80Δ54.7845.3%1.8%69.7248.0%1.0%

20Δ

Calls
Pseudo strike
74.62
IV
69.9%
B/E move
25.4%
Puts
Pseudo strike
55.02
IV
43.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
68.64
IV
50.9%
B/E move
15.5%
Puts
Pseudo strike
56.04
IV
43.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
64.64
IV
39.5%
B/E move
9.1%
Puts
Pseudo strike
57.06
IV
42.4%
B/E move
8.0%

35Δ

Calls
Pseudo strike
63.73
IV
39.9%
B/E move
8.2%
Puts
Pseudo strike
58.08
IV
41.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
62.82
IV
40.3%
B/E move
7.3%
Puts
Pseudo strike
59.09
IV
41.2%
B/E move
5.7%

45Δ

Calls
Pseudo strike
61.92
IV
40.7%
B/E move
6.4%
Puts
Pseudo strike
60.10
IV
40.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
61.01
IV
41.1%
B/E move
5.5%
Puts
Pseudo strike
61.02
IV
40.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
60.10
IV
41.5%
B/E move
4.6%
Puts
Pseudo strike
61.94
IV
40.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
59.06
IV
42.2%
B/E move
4.0%
Puts
Pseudo strike
62.86
IV
40.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
58.02
IV
43.0%
B/E move
3.5%
Puts
Pseudo strike
63.78
IV
40.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
56.97
IV
43.8%
B/E move
2.9%
Puts
Pseudo strike
64.70
IV
39.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
55.92
IV
44.5%
B/E move
2.3%
Puts
Pseudo strike
66.90
IV
43.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
54.78
IV
45.3%
B/E move
1.8%
Puts
Pseudo strike
69.72
IV
48.0%
B/E move
1.0%

Options history

No recorded observations