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Ring Energy Inc. REI

i

Market dataready · fetched 2026-11-06T20:59:00.024Z

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 · 2026-11-06T20:58:56.323546531Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:58:58.330599+00:00

Share price$1.11
1D-2.2%
$1.10$1.12$1.14$1.16$1.185:30 AM6:30 AM9:00 AM1:00 PMREI
Sold putSold call

Ring Energy Inc. options

Live interpolated REI call and put midpoint premiums by absolute delta.Ring Energy Inc.$0.00$0.62$1.24$1.86$2.48$0.63$0.86$1.08$1.31$1.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REI spot · $1.10REI PRICE$0.03$0.04$0.05$0.05$0.06$0.07$0.08$0.09$0.09$0.10$0.11$0.12$0.03$0.10$0.30$0.50$0.70$0.90$1.10$1.30$1.50$1.70$1.90$2.10$2.30
PutsExpensive1.55×
Calls——
Skew——
Implied moveBearish±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.48139.0%36.3%0.91126.1%20.2%
25Δ1.44133.1%33.4%1.0885.5%11.5%
30Δ1.40127.2%30.5%1.28103.1%10.7%
35Δ1.36121.3%27.6%1.49120.7%9.9%
40Δ1.32115.4%24.7%1.70138.3%9.1%
45Δ1.28109.5%21.8%1.91155.9%8.3%
50Δ1.24103.6%18.9%2.12173.5%7.5%
55Δ1.2097.7%16.0%2.33191.1%6.8%
60Δ1.1691.8%13.1%2.54208.7%6.0%
65Δ1.1285.8%10.2%2.75226.3%5.2%
70Δ1.0879.9%7.3%2.95243.9%4.4%
75Δ1.0474.0%4.3%3.16261.5%3.6%
80Δ3.37279.1%2.8%

20Δ

Calls
Pseudo strike
1.48
IV
139.0%
B/E move
36.3%
Puts
Pseudo strike
0.91
IV
126.1%
B/E move
20.2%

25Δ

Calls
Pseudo strike
1.44
IV
133.1%
B/E move
33.4%
Puts
Pseudo strike
1.08
IV
85.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
1.40
IV
127.2%
B/E move
30.5%
Puts
Pseudo strike
1.28
IV
103.1%
B/E move
10.7%

35Δ

Calls
Pseudo strike
1.36
IV
121.3%
B/E move
27.6%
Puts
Pseudo strike
1.49
IV
120.7%
B/E move
9.9%

40Δ

Calls
Pseudo strike
1.32
IV
115.4%
B/E move
24.7%
Puts
Pseudo strike
1.70
IV
138.3%
B/E move
9.1%

45Δ

Calls
Pseudo strike
1.28
IV
109.5%
B/E move
21.8%
Puts
Pseudo strike
1.91
IV
155.9%
B/E move
8.3%

50Δ

Calls
Pseudo strike
1.24
IV
103.6%
B/E move
18.9%
Puts
Pseudo strike
2.12
IV
173.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
1.20
IV
97.7%
B/E move
16.0%
Puts
Pseudo strike
2.33
IV
191.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
1.16
IV
91.8%
B/E move
13.1%
Puts
Pseudo strike
2.54
IV
208.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
1.12
IV
85.8%
B/E move
10.2%
Puts
Pseudo strike
2.75
IV
226.3%
B/E move
5.2%

70Δ

Calls
Pseudo strike
1.08
IV
79.9%
B/E move
7.3%
Puts
Pseudo strike
2.95
IV
243.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
1.04
IV
74.0%
B/E move
4.3%
Puts
Pseudo strike
3.16
IV
261.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
279.1%
B/E move
2.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations