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Select Energy Services Inc WTTR

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-10-22T18:36:57.534Z

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 · 2026-10-22T18:36:56.746997887Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:29:36.180569+00:00

Share price$17.77
1D-4.4%
$16.98$17.41$17.84$18.26$18.695:30 AM6:30 AM9:00 AM1:00 PMWTTR
Sold putSold call

Select Energy Services Inc options

Live interpolated WTTR call and put midpoint premiums by absolute delta.Select Energy Services Inc$0.20$1.01$1.82$2.64$3.45$13.16$15.75$18.35$20.95$23.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTTR spot · $17.77WTTR PRICE$0.29$0.42$0.64$0.87$1.09$1.32$1.55$1.77$2.06$2.45$2.83$3.21$0.50$0.63$0.76$0.89$1.01$1.26$1.61$1.96$2.30$2.65
PutsFair0.97×
CallsCheap0.81×
SkewBullish-5.31 pp
Implied moveBalanced±$3.15
TiltBullish15.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.8958.1%19.2%15.1079.8%17.8%
25Δ19.8252.2%13.9%15.6475.9%15.5%
30Δ19.4757.6%13.2%16.1771.9%13.2%
35Δ19.1163.0%12.4%16.7168.0%10.9%
40Δ18.7668.4%11.7%17.2564.1%8.7%
45Δ18.4173.8%11.0%17.7663.3%7.1%
50Δ18.0579.2%10.3%18.2565.2%6.3%
55Δ17.7084.7%9.6%18.7467.2%5.5%
60Δ17.2488.3%8.6%19.2369.2%4.7%
65Δ16.6389.7%7.4%19.7271.1%3.9%
70Δ16.0291.1%6.1%
75Δ15.4292.5%4.8%
80Δ

20Δ

Calls
Pseudo strike
20.89
IV
58.1%
B/E move
19.2%
Puts
Pseudo strike
15.10
IV
79.8%
B/E move
17.8%

25Δ

Calls
Pseudo strike
19.82
IV
52.2%
B/E move
13.9%
Puts
Pseudo strike
15.64
IV
75.9%
B/E move
15.5%

30Δ

Calls
Pseudo strike
19.47
IV
57.6%
B/E move
13.2%
Puts
Pseudo strike
16.17
IV
71.9%
B/E move
13.2%

35Δ

Calls
Pseudo strike
19.11
IV
63.0%
B/E move
12.4%
Puts
Pseudo strike
16.71
IV
68.0%
B/E move
10.9%

40Δ

Calls
Pseudo strike
18.76
IV
68.4%
B/E move
11.7%
Puts
Pseudo strike
17.25
IV
64.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.41
IV
73.8%
B/E move
11.0%
Puts
Pseudo strike
17.76
IV
63.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
18.05
IV
79.2%
B/E move
10.3%
Puts
Pseudo strike
18.25
IV
65.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
17.70
IV
84.7%
B/E move
9.6%
Puts
Pseudo strike
18.74
IV
67.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
17.24
IV
88.3%
B/E move
8.6%
Puts
Pseudo strike
19.23
IV
69.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
16.63
IV
89.7%
B/E move
7.4%
Puts
Pseudo strike
19.72
IV
71.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
16.02
IV
91.1%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
15.42
IV
92.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

No recorded observations