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Diamondback Energy, Inc. Common Stock FANG

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Market dataready · fetched 2026-11-07T08:09:07.159Z

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 · 2026-11-07T00:56:01.245520872Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T08:09:06.696389+00:00

Share price$179.30
1D+0.3%
AH$178$179$180$182$1835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFANG
Sold putSold callAH

Diamondback Energy, Inc. Common Stock options

Live interpolated FANG call and put midpoint premiums by absolute delta.Diamondback Energy, Inc. Common Stock$0.85$5.68$10.52$15.35$20.19$156.90$172.17$187.43$202.70$217.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FANG spot · $179.30FANG PRICE$1.37$1.81$2.27$2.79$3.55$4.32$5.08$5.72$6.36$7.00$8.03$9.24$10.45$1.61$2.18$2.90$3.63$4.44$5.28$6.15$7.42$8.69$10.34$12.30$15.33$18.80
PutsCheap0.93×
CallsCheap0.90×
SkewBearish+8.35 pp
Implied moveBearish±$11.23
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.1137.2%7.3%168.4741.4%6.9%
25Δ188.7436.7%6.3%171.0940.1%5.8%
30Δ186.6936.2%5.4%172.8441.6%5.2%
35Δ184.7236.0%4.6%174.5943.1%4.7%
40Δ183.1637.1%4.1%176.4243.3%4.1%
45Δ181.6038.2%3.7%178.2843.2%3.5%
50Δ180.0439.4%3.2%180.1543.1%3.0%
55Δ178.5237.9%2.8%182.1443.9%2.6%
60Δ177.0036.4%2.3%184.1344.6%2.2%
65Δ175.4834.8%1.8%186.4245.7%1.8%
70Δ173.8334.2%1.4%188.9647.0%1.5%
75Δ172.1334.1%1.2%192.4850.4%1.2%
80Δ170.4233.9%0.9%196.4453.1%0.9%

20Δ

Calls
Pseudo strike
191.11
IV
37.2%
B/E move
7.3%
Puts
Pseudo strike
168.47
IV
41.4%
B/E move
6.9%

25Δ

Calls
Pseudo strike
188.74
IV
36.7%
B/E move
6.3%
Puts
Pseudo strike
171.09
IV
40.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
186.69
IV
36.2%
B/E move
5.4%
Puts
Pseudo strike
172.84
IV
41.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
184.72
IV
36.0%
B/E move
4.6%
Puts
Pseudo strike
174.59
IV
43.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
183.16
IV
37.1%
B/E move
4.1%
Puts
Pseudo strike
176.42
IV
43.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
181.60
IV
38.2%
B/E move
3.7%
Puts
Pseudo strike
178.28
IV
43.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
180.04
IV
39.4%
B/E move
3.2%
Puts
Pseudo strike
180.15
IV
43.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
178.52
IV
37.9%
B/E move
2.8%
Puts
Pseudo strike
182.14
IV
43.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
177.00
IV
36.4%
B/E move
2.3%
Puts
Pseudo strike
184.13
IV
44.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
175.48
IV
34.8%
B/E move
1.8%
Puts
Pseudo strike
186.42
IV
45.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
173.83
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
188.96
IV
47.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
172.13
IV
34.1%
B/E move
1.2%
Puts
Pseudo strike
192.48
IV
50.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
170.42
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
196.44
IV
53.1%
B/E move
0.9%

Options history

IV · four-Friday blend36.32%
Daily close
FANG32.5%37.8%43.1%2026-08-10: 36.11%2026-08-11: 35.38%2026-08-12: 34.76%2026-08-13: 34.24%2026-08-14: 33.19%2026-08-17: 35.29%2026-08-18: 35.71%2026-08-21: 34.09%2026-08-24: 34.72%2026-08-25: 34.59%2026-08-26: 33.85%2026-08-27: 34.03%2026-08-28: 33.38%2026-08-31: 34.14%2026-09-01: 34.74%2026-09-02: 34.27%2026-09-03: 33.91%2026-09-04: 34.19%2026-09-08: 35.57%2026-09-09: 36.73%2026-09-10: 36.77%2026-09-11: 35.58%2026-09-14: 38.18%2026-09-15: 37.33%2026-09-16: 42.36%2026-09-17: 39.33%2026-09-18: 36.19%2026-09-21: 37.08%2026-09-22: 37.27%2026-09-23: 36.31%2026-09-24: 36.16%2026-09-25: 35.99%2026-09-28: 36.35%2026-09-29: 36.25%2026-09-30: 36.80%2026-10-01: 36.27%2026-10-02: 35.82%2026-10-05: 36.80%2026-10-06: 35.42%2026-10-07: 36.16%2026-10-08: 35.96%2026-10-09: 34.23%2026-10-12: 35.92%2026-10-13: 34.80%2026-10-14: 36.62%2026-10-15: 36.59%2026-10-16: 35.53%2026-10-19: 35.21%2026-10-20: 35.94%2026-10-21: 35.82%2026-10-22: 37.03%2026-10-23: 37.77%2026-10-26: 37.51%2026-10-27: 37.57%2026-10-28: 36.85%2026-10-29: 36.76%2026-10-30: 36.32%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.11%
35.38%
34.76%
34.24%
33.19%
35.29%
35.71%
34.09%
34.72%
34.59%
33.85%
34.03%
33.38%
34.14%
34.74%
34.27%
33.91%
34.19%
35.57%
36.73%
36.77%
35.58%
38.18%
37.33%
42.36%
39.33%
36.19%
37.08%
37.27%
36.31%
36.16%
35.99%
36.35%
36.25%
36.80%
36.27%
35.82%
36.80%
35.42%
36.16%
35.96%
34.23%
35.92%
34.80%
36.62%
36.59%
35.53%
35.21%
35.94%
35.82%
37.03%
37.77%
37.51%
37.57%
36.85%
36.76%
36.32%