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Select Water Solutions, Inc. WTTR

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Market datapartial · fetched 2026-10-22T20:50:59.753Z

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 · 2026-10-22T20:10:00.002347671Z

FundamentalsAlpha Vantage · unavailable

Share price$17.54
1D-5.5%
AH$16.98$17.41$17.84$18.26$18.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTTR
Sold putSold callAH

Select Water Solutions, Inc. options

Live interpolated WTTR call and put midpoint premiums by absolute delta.Select Water Solutions, Inc.$0.24$1.11$1.97$2.83$3.69$13.40$15.93$18.46$20.99$23.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTTR spot · $17.54WTTR PRICE$0.34$0.46$0.69$0.92$1.15$1.39$1.62$1.85$2.22$2.63$3.04$3.44$0.48$0.59$0.71$0.83$0.95$1.06$1.36$1.67$1.99$2.30$2.61
PutsFair1.02×
CallsCheap0.90×
SkewBullish-19.00 pp
Implied moveBullish±$2.98
TiltBullish15.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.1968.1%22.7%15.0077.4%17.2%
25Δ19.7556.9%15.2%15.4973.4%15.1%
30Δ19.3963.0%14.5%15.9869.4%12.9%
35Δ19.0369.0%13.7%16.4765.4%10.8%
40Δ18.6775.0%13.0%16.9661.4%8.7%
45Δ18.3081.1%12.3%17.4557.4%6.6%
50Δ17.9487.1%11.5%17.9058.0%5.7%
55Δ17.5893.1%10.8%18.3459.0%5.0%
60Δ16.9996.6%9.5%18.7860.0%4.2%
65Δ16.3599.4%8.2%19.2361.0%3.5%
70Δ15.70102.1%6.8%19.6762.0%2.8%
75Δ15.05104.9%5.4%
80Δ

20Δ

Calls
Pseudo strike
21.19
IV
68.1%
B/E move
22.7%
Puts
Pseudo strike
15.00
IV
77.4%
B/E move
17.2%

25Δ

Calls
Pseudo strike
19.75
IV
56.9%
B/E move
15.2%
Puts
Pseudo strike
15.49
IV
73.4%
B/E move
15.1%

30Δ

Calls
Pseudo strike
19.39
IV
63.0%
B/E move
14.5%
Puts
Pseudo strike
15.98
IV
69.4%
B/E move
12.9%

35Δ

Calls
Pseudo strike
19.03
IV
69.0%
B/E move
13.7%
Puts
Pseudo strike
16.47
IV
65.4%
B/E move
10.8%

40Δ

Calls
Pseudo strike
18.67
IV
75.0%
B/E move
13.0%
Puts
Pseudo strike
16.96
IV
61.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.30
IV
81.1%
B/E move
12.3%
Puts
Pseudo strike
17.45
IV
57.4%
B/E move
6.6%

50Δ

Calls
Pseudo strike
17.94
IV
87.1%
B/E move
11.5%
Puts
Pseudo strike
17.90
IV
58.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
17.58
IV
93.1%
B/E move
10.8%
Puts
Pseudo strike
18.34
IV
59.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
16.99
IV
96.6%
B/E move
9.5%
Puts
Pseudo strike
18.78
IV
60.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
16.35
IV
99.4%
B/E move
8.2%
Puts
Pseudo strike
19.23
IV
61.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
15.70
IV
102.1%
B/E move
6.8%
Puts
Pseudo strike
19.67
IV
62.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
15.05
IV
104.9%
B/E move
5.4%
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