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W&T Offshore, Inc. WTI

i

Market dataready · fetched 2026-11-11T15:57:28.225Z

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 · 2026-11-11T15:57:20.578901924Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:57:27.598120+00:00

Share price$3.08
1D+4.2%
$2.94$2.98$3.03$3.07$3.115:30 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.$0.01$0.38$0.74$1.11$1.47$2.36$2.81$3.27$3.72$4.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WTI spot · $3.08WTI PRICE$0.05$0.07$0.08$0.10$0.11$0.13$0.14$0.15$0.17$0.06$0.07$0.08$0.09$0.12$0.19$0.26$0.32$0.39$0.46$1.10$1.37
Puts——
Calls——
Skew——
Implied moveBearish±$0.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.81108.6%25.3%2.63117.9%16.7%
25Δ3.71103.8%22.7%2.73105.5%13.7%
30Δ3.6199.0%20.0%2.8393.0%10.8%
35Δ3.5294.2%17.4%2.9380.5%7.8%
40Δ3.4289.3%14.8%3.0375.3%5.7%
45Δ3.3384.5%12.1%3.1184.4%5.3%
50Δ3.2379.7%9.5%3.1993.5%4.9%
55Δ3.1474.9%6.8%3.26102.6%4.6%
60Δ3.0470.1%4.2%3.34111.7%4.2%
65Δ3.42120.9%3.8%
70Δ
75Δ4.06205.1%4.0%
80Δ4.35211.6%3.1%

20Δ

Calls
Pseudo strike
3.81
IV
108.6%
B/E move
25.3%
Puts
Pseudo strike
2.63
IV
117.9%
B/E move
16.7%

25Δ

Calls
Pseudo strike
3.71
IV
103.8%
B/E move
22.7%
Puts
Pseudo strike
2.73
IV
105.5%
B/E move
13.7%

30Δ

Calls
Pseudo strike
3.61
IV
99.0%
B/E move
20.0%
Puts
Pseudo strike
2.83
IV
93.0%
B/E move
10.8%

35Δ

Calls
Pseudo strike
3.52
IV
94.2%
B/E move
17.4%
Puts
Pseudo strike
2.93
IV
80.5%
B/E move
7.8%

40Δ

Calls
Pseudo strike
3.42
IV
89.3%
B/E move
14.8%
Puts
Pseudo strike
3.03
IV
75.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
3.33
IV
84.5%
B/E move
12.1%
Puts
Pseudo strike
3.11
IV
84.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
3.23
IV
79.7%
B/E move
9.5%
Puts
Pseudo strike
3.19
IV
93.5%
B/E move
4.9%

55Δ

Calls
Pseudo strike
3.14
IV
74.9%
B/E move
6.8%
Puts
Pseudo strike
3.26
IV
102.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
3.04
IV
70.1%
B/E move
4.2%
Puts
Pseudo strike
3.34
IV
111.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
120.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
205.1%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.35
IV
211.6%
B/E move
3.1%

Options history

IV · four-Friday blend72.37%
Daily EOD
WTI69.2%73.9%78.5%2026-10-19: 71.37%2026-10-20: 70.84%2026-10-21: 69.87%2026-10-22: 73.04%2026-10-23: 75.38%2026-10-26: 75.73%2026-10-27: 73.51%2026-10-28: 71.79%2026-10-29: 77.85%2026-10-30: 72.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.37%
70.84%
69.87%
73.04%
75.38%
75.73%
73.51%
71.79%
77.85%
72.37%