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Select Water Solutions, Inc. WTTR

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Market datapartial · fetched 2026-10-22T14:07:10.952Z

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 · 2026-10-22T14:06:34.513391273Z

FundamentalsAlpha Vantage · unavailable

Share price$18.00
1D-3.1%
$17.95$18.12$18.29$18.45$18.625:30 AM6:30 AM9:00 AM1:00 PMWTTR
Sold putSold call

Select Water Solutions, Inc. options

Live interpolated WTTR call and put midpoint premiums by absolute delta.Select Water Solutions, Inc.$0.27$1.56$2.84$4.13$5.42$13.44$15.99$18.55$21.10$23.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTTR spot · $18.00WTTR PRICE$0.41$0.56$0.71$0.85$1.06$1.30$1.53$1.77$2.01$2.62$3.23$3.84$5.05$0.53$0.67$0.82$0.96$1.10$1.19$1.28$1.37$1.46$1.55$1.64$1.73$1.82
PutsCheap0.85×
CallsFair1.00×
SkewBullish-32.11 pp
Implied moveBullish±$2.82
TiltBullish21.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4480.4%26.9%15.2082.2%18.5%
25Δ21.7080.2%23.7%15.7878.7%16.0%
30Δ20.9780.0%20.4%16.3675.2%13.6%
35Δ20.2479.8%17.2%16.9471.7%11.2%
40Δ19.6380.6%15.0%17.5168.1%8.9%
45Δ19.1082.0%13.3%17.7664.1%8.0%
50Δ18.5683.3%11.6%18.0160.0%7.1%
55Δ18.0284.6%10.0%18.2555.9%6.2%
60Δ17.4886.2%8.3%18.5051.9%5.3%
65Δ16.7395.8%7.5%18.7547.8%4.4%
70Δ15.98105.4%6.7%19.0043.7%3.6%
75Δ15.23115.0%5.9%19.2539.6%2.7%
80Δ13.93138.5%5.4%19.5035.6%1.8%

20Δ

Calls
Pseudo strike
22.44
IV
80.4%
B/E move
26.9%
Puts
Pseudo strike
15.20
IV
82.2%
B/E move
18.5%

25Δ

Calls
Pseudo strike
21.70
IV
80.2%
B/E move
23.7%
Puts
Pseudo strike
15.78
IV
78.7%
B/E move
16.0%

30Δ

Calls
Pseudo strike
20.97
IV
80.0%
B/E move
20.4%
Puts
Pseudo strike
16.36
IV
75.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
20.24
IV
79.8%
B/E move
17.2%
Puts
Pseudo strike
16.94
IV
71.7%
B/E move
11.2%

40Δ

Calls
Pseudo strike
19.63
IV
80.6%
B/E move
15.0%
Puts
Pseudo strike
17.51
IV
68.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
19.10
IV
82.0%
B/E move
13.3%
Puts
Pseudo strike
17.76
IV
64.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
18.56
IV
83.3%
B/E move
11.6%
Puts
Pseudo strike
18.01
IV
60.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
18.02
IV
84.6%
B/E move
10.0%
Puts
Pseudo strike
18.25
IV
55.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
17.48
IV
86.2%
B/E move
8.3%
Puts
Pseudo strike
18.50
IV
51.9%
B/E move
5.3%

65Δ

Calls
Pseudo strike
16.73
IV
95.8%
B/E move
7.5%
Puts
Pseudo strike
18.75
IV
47.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.98
IV
105.4%
B/E move
6.7%
Puts
Pseudo strike
19.00
IV
43.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
15.23
IV
115.0%
B/E move
5.9%
Puts
Pseudo strike
19.25
IV
39.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
13.93
IV
138.5%
B/E move
5.4%
Puts
Pseudo strike
19.50
IV
35.6%
B/E move
1.8%

Options history

No recorded observations