IntraAlpha
Create free account Start free

W&T Offshore, Inc. WTI

i

Market datapartial · fetched 2026-10-22T14:53:18.681Z

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 · 2026-10-22T14:53:15.065881664Z

FundamentalsAlpha Vantage · unavailable

Share price$3.86
1D-4.7%
$3.84$3.91$3.97$4.03$4.105:30 AM6:30 AM9:00 AM1:00 PMWTI
Sold putSold call

W&T Offshore, Inc. options

Live interpolated WTI call and put midpoint premiums by absolute delta.W&T Offshore, Inc.$0.08$0.30$0.52$0.74$0.96$2.89$3.42$3.94$4.46$4.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTI spot · $3.85WTI PRICE$0.10$0.13$0.15$0.19$0.22$0.25$0.30$0.36$0.42$0.48$0.54$0.71$0.90$0.12$0.14$0.17$0.21$0.26$0.30$0.35$0.40$0.46$0.52$0.58$0.65$0.72
PutsFair1.03×
CallsExpensive1.23×
SkewBullish-15.13 pp
Implied moveBearish±$0.65
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1496.1%36.0%3.1990.5%20.3%
25Δ4.8189.2%28.1%3.3978.7%15.6%
30Δ4.4982.6%20.5%3.5572.0%12.5%
35Δ4.3680.9%17.8%3.6471.4%11.0%
40Δ4.2279.3%15.2%3.7470.8%9.6%
45Δ4.0877.6%12.5%3.8470.1%8.2%
50Δ3.9677.0%10.4%3.9469.5%6.8%
55Δ3.8578.1%9.1%4.0468.4%5.6%
60Δ3.7479.2%7.8%4.1366.5%4.8%
65Δ3.6380.3%6.6%4.2364.7%3.9%
70Δ3.5281.4%5.3%4.3262.8%3.1%
75Δ3.3393.3%4.6%4.4261.0%2.2%
80Δ3.12107.4%4.1%4.5259.4%1.4%

20Δ

Calls
Pseudo strike
5.14
IV
96.1%
B/E move
36.0%
Puts
Pseudo strike
3.19
IV
90.5%
B/E move
20.3%

25Δ

Calls
Pseudo strike
4.81
IV
89.2%
B/E move
28.1%
Puts
Pseudo strike
3.39
IV
78.7%
B/E move
15.6%

30Δ

Calls
Pseudo strike
4.49
IV
82.6%
B/E move
20.5%
Puts
Pseudo strike
3.55
IV
72.0%
B/E move
12.5%

35Δ

Calls
Pseudo strike
4.36
IV
80.9%
B/E move
17.8%
Puts
Pseudo strike
3.64
IV
71.4%
B/E move
11.0%

40Δ

Calls
Pseudo strike
4.22
IV
79.3%
B/E move
15.2%
Puts
Pseudo strike
3.74
IV
70.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
4.08
IV
77.6%
B/E move
12.5%
Puts
Pseudo strike
3.84
IV
70.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
3.96
IV
77.0%
B/E move
10.4%
Puts
Pseudo strike
3.94
IV
69.5%
B/E move
6.8%

55Δ

Calls
Pseudo strike
3.85
IV
78.1%
B/E move
9.1%
Puts
Pseudo strike
4.04
IV
68.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
3.74
IV
79.2%
B/E move
7.8%
Puts
Pseudo strike
4.13
IV
66.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
3.63
IV
80.3%
B/E move
6.6%
Puts
Pseudo strike
4.23
IV
64.7%
B/E move
3.9%

70Δ

Calls
Pseudo strike
3.52
IV
81.4%
B/E move
5.3%
Puts
Pseudo strike
4.32
IV
62.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
3.33
IV
93.3%
B/E move
4.6%
Puts
Pseudo strike
4.42
IV
61.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
3.12
IV
107.4%
B/E move
4.1%
Puts
Pseudo strike
4.52
IV
59.4%
B/E move
1.4%

Options history

No recorded observations