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ProFrac Holding Corp. Class A Common Stock ACDC

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Market dataready · fetched 2026-11-03T14:44:46.225Z

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 · 2026-11-03T14:44:20.811175197Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:44:45.190516+00:00

Share price$4.63
1D+6.0%
$4.34$4.42$4.50$4.58$4.655:30 AM6:30 AM9:00 AM1:00 PMACDC
Sold putSold call

ProFrac Holding Corp. Class A Common Stock options

Live interpolated ACDC call and put midpoint premiums by absolute delta.ProFrac Holding Corp. Class A Common Stock$0.13$0.36$0.59$0.82$1.05$3.52$4.06$4.60$5.13$5.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ACDC spot · $4.63ACDC PRICE$0.15$0.19$0.23$0.27$0.32$0.38$0.45$0.51$0.57$0.63$0.69$0.18$0.22$0.31$0.40$0.49$0.58$0.66$0.76$0.98
Puts——
Calls——
Skew——
Implied moveBearish±$1.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.66146.8%24.8%
25Δ5.70111.3%26.5%3.99129.7%18.6%
30Δ5.48109.4%22.6%4.16129.5%16.7%
35Δ5.27107.4%18.8%4.33130.2%15.0%
40Δ5.05105.5%15.0%4.50130.9%13.3%
45Δ4.90103.9%12.9%4.67131.5%11.5%
50Δ4.77102.4%11.5%4.84132.2%9.8%
55Δ4.64100.9%10.0%5.01133.0%8.1%
60Δ4.5199.4%8.5%5.28138.0%7.0%
65Δ4.3897.9%7.0%
70Δ4.2596.4%5.6%
75Δ4.1294.9%4.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
146.8%
B/E move
24.8%

25Δ

Calls
Pseudo strike
5.70
IV
111.3%
B/E move
26.5%
Puts
Pseudo strike
3.99
IV
129.7%
B/E move
18.6%

30Δ

Calls
Pseudo strike
5.48
IV
109.4%
B/E move
22.6%
Puts
Pseudo strike
4.16
IV
129.5%
B/E move
16.7%

35Δ

Calls
Pseudo strike
5.27
IV
107.4%
B/E move
18.8%
Puts
Pseudo strike
4.33
IV
130.2%
B/E move
15.0%

40Δ

Calls
Pseudo strike
5.05
IV
105.5%
B/E move
15.0%
Puts
Pseudo strike
4.50
IV
130.9%
B/E move
13.3%

45Δ

Calls
Pseudo strike
4.90
IV
103.9%
B/E move
12.9%
Puts
Pseudo strike
4.67
IV
131.5%
B/E move
11.5%

50Δ

Calls
Pseudo strike
4.77
IV
102.4%
B/E move
11.5%
Puts
Pseudo strike
4.84
IV
132.2%
B/E move
9.8%

55Δ

Calls
Pseudo strike
4.64
IV
100.9%
B/E move
10.0%
Puts
Pseudo strike
5.01
IV
133.0%
B/E move
8.1%

60Δ

Calls
Pseudo strike
4.51
IV
99.4%
B/E move
8.5%
Puts
Pseudo strike
5.28
IV
138.0%
B/E move
7.0%

65Δ

Calls
Pseudo strike
4.38
IV
97.9%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.25
IV
96.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.12
IV
94.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend95.18%
Daily close
ACDC80.3%113.7%147.2%2026-08-05: 108.99%2026-08-06: 97.91%2026-08-10: 100.85%2026-08-11: 88.90%2026-08-21: 85.80%2026-08-24: 85.81%2026-08-25: 86.83%2026-08-26: 88.06%2026-08-27: 102.53%2026-08-28: 86.06%2026-08-31: 93.24%2026-09-01: 93.60%2026-09-02: 91.84%2026-09-03: 85.54%2026-09-04: 92.84%2026-09-08: 86.79%2026-09-11: 142.57%2026-09-14: 95.95%2026-09-17: 118.36%2026-09-18: 85.84%2026-09-21: 87.00%2026-09-22: 84.89%2026-09-23: 87.43%2026-09-24: 88.50%2026-09-25: 89.24%2026-09-28: 88.70%2026-09-30: 91.19%2026-10-01: 89.12%2026-10-06: 89.03%2026-10-15: 139.11%2026-10-16: 100.46%2026-10-19: 106.91%2026-10-20: 131.01%2026-10-21: 109.64%2026-10-22: 93.89%2026-10-23: 114.31%2026-10-26: 92.22%2026-10-27: 91.87%2026-10-28: 112.35%2026-10-29: 91.28%2026-10-30: 95.18%Aug 5Sep 21Oct 30
41 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
108.99%
97.91%
100.85%
88.90%
85.80%
85.81%
86.83%
88.06%
102.53%
86.06%
93.24%
93.60%
91.84%
85.54%
92.84%
86.79%
142.57%
95.95%
118.36%
85.84%
87.00%
84.89%
87.43%
88.50%
89.24%
88.70%
91.19%
89.12%
89.03%
139.11%
100.46%
106.91%
131.01%
109.64%
93.89%
114.31%
92.22%
91.87%
112.35%
91.28%
95.18%