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OIL STATES INTERNATIONAL, INC. OIS

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-04T07:37:50.067Z

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 · 2026-11-04T00:00:00.001486726Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:37:49.584421+00:00

Share price$8.86
1D-0.2%
AH$8.83$8.93$9.04$9.14$9.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOIS
Sold putSold callAH

OIL STATES INTERNATIONAL, INC. options

Live interpolated OIS call and put midpoint premiums by absolute delta.OIL STATES INTERNATIONAL, INC.$0.19$1.00$1.81$2.61$3.42$6.41$7.52$8.63$9.74$10.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OIS spot · $8.86OIS PRICE$0.33$0.40$0.46$0.57$0.70$0.82$0.95$1.07$1.20$1.33$1.45$1.58$0.28$0.52$0.76$1.00$1.25$1.49$1.73$1.98$2.22$2.46$2.70$2.95$3.19
PutsExpensive1.10×
Calls——
Skew——
Implied moveBearish±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.57103.0%17.6%
25Δ11.57138.6%34.4%7.92103.6%16.4%
30Δ10.87128.7%27.1%8.27104.3%15.2%
35Δ10.16118.8%19.9%8.62104.9%14.0%
40Δ9.78115.6%16.9%8.97105.6%12.8%
45Δ9.51114.3%15.2%9.32106.2%11.6%
50Δ9.23113.0%13.4%9.67106.9%10.4%
55Δ8.95111.7%11.7%10.02107.6%9.2%
60Δ8.67110.4%10.0%10.37108.2%8.0%
65Δ8.39109.1%8.2%10.72108.9%6.8%
70Δ8.11107.8%6.5%11.07109.5%5.6%
75Δ7.83106.5%4.8%11.42110.2%4.4%
80Δ7.55105.1%3.0%11.76110.8%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.57
IV
103.0%
B/E move
17.6%

25Δ

Calls
Pseudo strike
11.57
IV
138.6%
B/E move
34.4%
Puts
Pseudo strike
7.92
IV
103.6%
B/E move
16.4%

30Δ

Calls
Pseudo strike
10.87
IV
128.7%
B/E move
27.1%
Puts
Pseudo strike
8.27
IV
104.3%
B/E move
15.2%

35Δ

Calls
Pseudo strike
10.16
IV
118.8%
B/E move
19.9%
Puts
Pseudo strike
8.62
IV
104.9%
B/E move
14.0%

40Δ

Calls
Pseudo strike
9.78
IV
115.6%
B/E move
16.9%
Puts
Pseudo strike
8.97
IV
105.6%
B/E move
12.8%

45Δ

Calls
Pseudo strike
9.51
IV
114.3%
B/E move
15.2%
Puts
Pseudo strike
9.32
IV
106.2%
B/E move
11.6%

50Δ

Calls
Pseudo strike
9.23
IV
113.0%
B/E move
13.4%
Puts
Pseudo strike
9.67
IV
106.9%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.95
IV
111.7%
B/E move
11.7%
Puts
Pseudo strike
10.02
IV
107.6%
B/E move
9.2%

60Δ

Calls
Pseudo strike
8.67
IV
110.4%
B/E move
10.0%
Puts
Pseudo strike
10.37
IV
108.2%
B/E move
8.0%

65Δ

Calls
Pseudo strike
8.39
IV
109.1%
B/E move
8.2%
Puts
Pseudo strike
10.72
IV
108.9%
B/E move
6.8%

70Δ

Calls
Pseudo strike
8.11
IV
107.8%
B/E move
6.5%
Puts
Pseudo strike
11.07
IV
109.5%
B/E move
5.6%

75Δ

Calls
Pseudo strike
7.83
IV
106.5%
B/E move
4.8%
Puts
Pseudo strike
11.42
IV
110.2%
B/E move
4.4%

80Δ

Calls
Pseudo strike
7.55
IV
105.1%
B/E move
3.0%
Puts
Pseudo strike
11.76
IV
110.8%
B/E move
3.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations