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Select Water Solutions, Inc. WTTR

i

Market dataready · fetched 2026-11-11T15:57:18.869Z

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 · 2026-11-11T15:56:47.346436923Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:57:18.273126+00:00

Share price$15.63
1D+0.4%
$15.33$15.48$15.63$15.77$15.925:30 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.$0.32$0.79$1.25$1.72$2.18$12.51$14.43$16.34$18.25$20.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTTR spot · $15.63WTTR PRICE$0.38$0.39$0.44$0.52$0.60$0.68$0.75$0.83$0.91$0.99$1.24$1.64$2.05$0.38$0.38$0.38$0.45$0.61$0.77$0.93$1.09$1.26$1.42$1.58$1.74$1.90
PutsCheap0.81×
CallsExpensive1.34×
SkewBullish-13.65 pp
Implied moveBearish±$1.69
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.83153.3%29.3%13.13137.8%18.4%
25Δ18.27120.7%19.4%13.87109.6%13.7%
30Δ17.34102.4%13.8%14.6281.4%8.9%
35Δ17.0397.8%12.2%15.1267.0%6.2%
40Δ16.7193.2%10.7%15.3767.3%5.6%
45Δ16.4088.6%9.2%15.6167.6%5.1%
50Δ16.0884.0%7.7%15.8668.0%4.5%
55Δ15.7779.4%6.2%16.1168.3%4.0%
60Δ15.4674.8%4.7%16.3568.6%3.4%
65Δ15.1470.2%3.2%16.6069.0%2.8%
70Δ14.7570.7%2.3%16.8569.3%2.3%
75Δ14.2975.5%1.9%17.0969.6%1.7%
80Δ13.8380.3%1.6%17.3469.9%1.2%

20Δ

Calls
Pseudo strike
19.83
IV
153.3%
B/E move
29.3%
Puts
Pseudo strike
13.13
IV
137.8%
B/E move
18.4%

25Δ

Calls
Pseudo strike
18.27
IV
120.7%
B/E move
19.4%
Puts
Pseudo strike
13.87
IV
109.6%
B/E move
13.7%

30Δ

Calls
Pseudo strike
17.34
IV
102.4%
B/E move
13.8%
Puts
Pseudo strike
14.62
IV
81.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
17.03
IV
97.8%
B/E move
12.2%
Puts
Pseudo strike
15.12
IV
67.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
16.71
IV
93.2%
B/E move
10.7%
Puts
Pseudo strike
15.37
IV
67.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
16.40
IV
88.6%
B/E move
9.2%
Puts
Pseudo strike
15.61
IV
67.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
16.08
IV
84.0%
B/E move
7.7%
Puts
Pseudo strike
15.86
IV
68.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
15.77
IV
79.4%
B/E move
6.2%
Puts
Pseudo strike
16.11
IV
68.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
15.46
IV
74.8%
B/E move
4.7%
Puts
Pseudo strike
16.35
IV
68.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
15.14
IV
70.2%
B/E move
3.2%
Puts
Pseudo strike
16.60
IV
69.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
14.75
IV
70.7%
B/E move
2.3%
Puts
Pseudo strike
16.85
IV
69.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
14.29
IV
75.5%
B/E move
1.9%
Puts
Pseudo strike
17.09
IV
69.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
13.83
IV
80.3%
B/E move
1.6%
Puts
Pseudo strike
17.34
IV
69.9%
B/E move
1.2%

Options history

IV · four-Friday blend56.93%
Daily EOD
WTTR48.9%54.8%60.6%2026-10-19: 55.84%2026-10-20: 59.04%2026-10-21: 54.34%2026-10-22: 59.82%2026-10-23: 51.66%2026-10-26: 56.81%2026-10-27: 58.58%2026-10-28: 49.70%2026-10-29: 52.99%2026-10-30: 56.93%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.84%
59.04%
54.34%
59.82%
51.66%
56.81%
58.58%
49.70%
52.99%
56.93%