IntraAlpha
Create free account Start free

Gulfport Energy Corporation GPOR

i

Market dataready · fetched 2026-11-04T09:20:56.479Z

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 · 2026-11-04T00:00:00.003082687Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:20:55.948047+00:00

Share price$166.56
1D-0.3%
AH$165$167$168$169$1705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPOR
Sold putSold callAH

Gulfport Energy Corporation options

Live interpolated GPOR call and put midpoint premiums by absolute delta.Gulfport Energy Corporation$1.19$5.01$8.83$12.65$16.47$147.85$157.27$166.69$176.11$185.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPOR spot · $166.56GPOR PRICE$1.61$2.18$2.79$3.46$4.17$4.92$5.77$6.61$7.67$8.85$10.07$11.75$13.43$1.75$2.36$2.96$3.72$4.50$5.35$6.37$7.38$8.60$9.91$11.36$13.33$15.37
PutsExpensive1.10×
CallsExpensive1.11×
SkewBullish-0.75 pp
Implied moveBearish±$12.13
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.7142.8%9.5%155.2942.9%7.8%
25Δ178.2043.3%8.3%157.5742.7%6.8%
30Δ175.8443.7%7.2%159.8642.5%5.8%
35Δ173.6543.8%6.3%161.8142.5%5.1%
40Δ171.5543.8%5.5%163.7442.5%4.4%
45Δ169.5043.7%4.7%165.6542.5%3.8%
50Δ167.5843.4%4.1%167.5342.6%3.2%
55Δ165.6543.0%3.4%169.4242.7%2.7%
60Δ163.7142.9%2.9%171.3942.6%2.3%
65Δ161.7643.0%2.4%173.4042.4%1.8%
70Δ159.7743.0%2.0%175.5342.3%1.4%
75Δ157.4743.2%1.6%178.0542.6%1.1%
80Δ155.1743.4%1.2%180.6442.6%0.8%

20Δ

Calls
Pseudo strike
180.71
IV
42.8%
B/E move
9.5%
Puts
Pseudo strike
155.29
IV
42.9%
B/E move
7.8%

25Δ

Calls
Pseudo strike
178.20
IV
43.3%
B/E move
8.3%
Puts
Pseudo strike
157.57
IV
42.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
175.84
IV
43.7%
B/E move
7.2%
Puts
Pseudo strike
159.86
IV
42.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
173.65
IV
43.8%
B/E move
6.3%
Puts
Pseudo strike
161.81
IV
42.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
171.55
IV
43.8%
B/E move
5.5%
Puts
Pseudo strike
163.74
IV
42.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
169.50
IV
43.7%
B/E move
4.7%
Puts
Pseudo strike
165.65
IV
42.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
167.58
IV
43.4%
B/E move
4.1%
Puts
Pseudo strike
167.53
IV
42.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
165.65
IV
43.0%
B/E move
3.4%
Puts
Pseudo strike
169.42
IV
42.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
163.71
IV
42.9%
B/E move
2.9%
Puts
Pseudo strike
171.39
IV
42.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
161.76
IV
43.0%
B/E move
2.4%
Puts
Pseudo strike
173.40
IV
42.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
159.77
IV
43.0%
B/E move
2.0%
Puts
Pseudo strike
175.53
IV
42.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
157.47
IV
43.2%
B/E move
1.6%
Puts
Pseudo strike
178.05
IV
42.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
155.17
IV
43.4%
B/E move
1.2%
Puts
Pseudo strike
180.64
IV
42.6%
B/E move
0.8%

Options history

IV · four-Friday blend34.63%
Daily close
GPOR29.3%35.3%41.3%2026-08-06: 31.26%2026-08-07: 32.54%2026-08-10: 31.80%2026-08-11: 30.88%2026-08-12: 31.75%2026-08-13: 31.65%2026-08-14: 31.25%2026-08-17: 33.57%2026-08-18: 33.75%2026-08-19: 33.67%2026-08-21: 31.37%2026-08-24: 32.17%2026-08-25: 30.15%2026-08-26: 32.27%2026-08-27: 32.13%2026-08-28: 30.52%2026-08-31: 32.26%2026-09-01: 32.24%2026-09-02: 32.01%2026-09-03: 31.26%2026-09-04: 30.17%2026-09-08: 32.85%2026-09-09: 32.17%2026-09-10: 32.58%2026-09-11: 32.16%2026-09-14: 32.20%2026-09-16: 40.47%2026-09-18: 31.78%2026-09-21: 31.98%2026-09-22: 32.06%2026-09-23: 31.51%2026-09-24: 31.60%2026-09-25: 32.16%2026-09-28: 32.90%2026-09-29: 32.76%2026-09-30: 31.91%2026-10-01: 32.06%2026-10-02: 31.41%2026-10-05: 31.47%2026-10-06: 32.00%2026-10-07: 32.59%2026-10-08: 31.37%2026-10-09: 30.98%2026-10-12: 33.53%2026-10-13: 32.26%2026-10-16: 31.74%2026-10-19: 31.38%2026-10-20: 31.89%2026-10-21: 32.38%2026-10-22: 33.27%2026-10-23: 32.66%2026-10-26: 34.18%2026-10-27: 33.33%2026-10-28: 32.78%2026-10-29: 34.03%2026-10-30: 34.63%Aug 6Sep 18Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
31.26%
32.54%
31.80%
30.88%
31.75%
31.65%
31.25%
33.57%
33.75%
33.67%
31.37%
32.17%
30.15%
32.27%
32.13%
30.52%
32.26%
32.24%
32.01%
31.26%
30.17%
32.85%
32.17%
32.58%
32.16%
32.20%
40.47%
31.78%
31.98%
32.06%
31.51%
31.60%
32.16%
32.90%
32.76%
31.91%
32.06%
31.41%
31.47%
32.00%
32.59%
31.37%
30.98%
33.53%
32.26%
31.74%
31.38%
31.89%
32.38%
33.27%
32.66%
34.18%
33.33%
32.78%
34.03%
34.63%