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W&T Offshore, Inc. WTI

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Market datapartial · fetched 2026-10-22T23:30:41.785Z

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 · 2026-10-22T23:00:00.001358102Z

FundamentalsAlpha Vantage · unavailable

Share price$3.89
1D-4.4%
AH$3.75$3.84$3.93$4.01$4.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTI
Sold putSold callAH

W&T Offshore, Inc. options

Live interpolated WTI call and put midpoint premiums by absolute delta.W&T Offshore, Inc.$0.07$0.34$0.62$0.89$1.16$2.82$3.36$3.89$4.43$4.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTI spot · $3.89WTI PRICE$0.10$0.12$0.15$0.19$0.22$0.26$0.30$0.35$0.41$0.46$0.51$0.58$0.68$0.13$0.16$0.19$0.24$0.28$0.33$0.37$0.45$0.53$0.61$0.70$0.87$1.08
PutsExpensive1.16×
CallsExpensive1.15×
SkewBullish-0.52 pp
Implied moveBearish±$0.67
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1694.5%35.2%3.2095.1%21.1%
25Δ4.8387.3%27.5%3.3986.6%16.9%
30Δ4.5180.2%19.8%3.5581.0%13.8%
35Δ4.3879.6%17.3%3.6679.1%12.1%
40Δ4.2579.2%15.1%3.7777.3%10.4%
45Δ4.1278.8%12.8%3.8875.4%8.7%
50Δ4.0078.4%10.5%3.9973.5%7.0%
55Δ3.8977.6%9.1%4.1073.5%6.0%
60Δ3.7876.8%7.8%4.2273.8%5.1%
65Δ3.6876.0%6.4%4.3474.0%4.2%
70Δ3.5775.2%5.0%4.4674.3%3.3%
75Δ3.4674.1%3.8%4.6677.6%2.6%
80Δ3.3372.5%3.0%4.9082.4%1.9%

20Δ

Calls
Pseudo strike
5.16
IV
94.5%
B/E move
35.2%
Puts
Pseudo strike
3.20
IV
95.1%
B/E move
21.1%

25Δ

Calls
Pseudo strike
4.83
IV
87.3%
B/E move
27.5%
Puts
Pseudo strike
3.39
IV
86.6%
B/E move
16.9%

30Δ

Calls
Pseudo strike
4.51
IV
80.2%
B/E move
19.8%
Puts
Pseudo strike
3.55
IV
81.0%
B/E move
13.8%

35Δ

Calls
Pseudo strike
4.38
IV
79.6%
B/E move
17.3%
Puts
Pseudo strike
3.66
IV
79.1%
B/E move
12.1%

40Δ

Calls
Pseudo strike
4.25
IV
79.2%
B/E move
15.1%
Puts
Pseudo strike
3.77
IV
77.3%
B/E move
10.4%

45Δ

Calls
Pseudo strike
4.12
IV
78.8%
B/E move
12.8%
Puts
Pseudo strike
3.88
IV
75.4%
B/E move
8.7%

50Δ

Calls
Pseudo strike
4.00
IV
78.4%
B/E move
10.5%
Puts
Pseudo strike
3.99
IV
73.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
3.89
IV
77.6%
B/E move
9.1%
Puts
Pseudo strike
4.10
IV
73.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
3.78
IV
76.8%
B/E move
7.8%
Puts
Pseudo strike
4.22
IV
73.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
3.68
IV
76.0%
B/E move
6.4%
Puts
Pseudo strike
4.34
IV
74.0%
B/E move
4.2%

70Δ

Calls
Pseudo strike
3.57
IV
75.2%
B/E move
5.0%
Puts
Pseudo strike
4.46
IV
74.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
3.46
IV
74.1%
B/E move
3.8%
Puts
Pseudo strike
4.66
IV
77.6%
B/E move
2.6%

80Δ

Calls
Pseudo strike
3.33
IV
72.5%
B/E move
3.0%
Puts
Pseudo strike
4.90
IV
82.4%
B/E move
1.9%

Options history

No recorded observations