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Ring Energy Inc. REI

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-08T21:13:10.888Z

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 · 2026-11-07T01:00:00.078640571Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:08:35.786074+00:00

Share price$1.11
1D-1.8%
AH$1.09$1.12$1.14$1.16$1.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREI
Sold putSold callAH

Ring Energy Inc. options

Live interpolated REI call and put midpoint premiums by absolute delta.Ring Energy Inc.$0.00$0.63$1.26$1.89$2.53$0.61$0.85$1.08$1.31$1.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REI spot · $1.11REI PRICE$0.03$0.04$0.04$0.05$0.06$0.07$0.08$0.08$0.09$0.10$0.11$0.11$0.12$0.03$0.12$0.32$0.52$0.72$0.93$1.13$1.33$1.53$1.73$1.94$2.14$2.34
PutsExpensive1.80×
CallsExpensive1.11×
SkewBearish+92.64 pp
Implied moveBearish±$1.20
TiltBearish87.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.48148.7%35.8%0.92131.6%19.5%
25Δ1.44142.1%33.1%1.1096.5%11.8%
30Δ1.40135.6%30.3%1.31116.8%11.0%
35Δ1.36129.1%27.5%1.52137.1%10.2%
40Δ1.32122.5%24.8%1.73157.3%9.4%
45Δ1.29116.0%22.0%1.94177.6%8.6%
50Δ1.25109.5%19.2%2.15197.9%7.8%
55Δ1.21102.9%16.5%2.36218.1%7.0%
60Δ1.1796.4%13.7%2.57238.4%6.3%
65Δ1.1389.9%10.9%2.78258.7%5.5%
70Δ1.0983.4%8.2%2.99278.9%4.7%
75Δ1.0676.8%5.4%3.21299.2%3.9%
80Δ1.0270.3%2.6%3.42319.5%3.1%

20Δ

Calls
Pseudo strike
1.48
IV
148.7%
B/E move
35.8%
Puts
Pseudo strike
0.92
IV
131.6%
B/E move
19.5%

25Δ

Calls
Pseudo strike
1.44
IV
142.1%
B/E move
33.1%
Puts
Pseudo strike
1.10
IV
96.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
1.40
IV
135.6%
B/E move
30.3%
Puts
Pseudo strike
1.31
IV
116.8%
B/E move
11.0%

35Δ

Calls
Pseudo strike
1.36
IV
129.1%
B/E move
27.5%
Puts
Pseudo strike
1.52
IV
137.1%
B/E move
10.2%

40Δ

Calls
Pseudo strike
1.32
IV
122.5%
B/E move
24.8%
Puts
Pseudo strike
1.73
IV
157.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
1.29
IV
116.0%
B/E move
22.0%
Puts
Pseudo strike
1.94
IV
177.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
1.25
IV
109.5%
B/E move
19.2%
Puts
Pseudo strike
2.15
IV
197.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
1.21
IV
102.9%
B/E move
16.5%
Puts
Pseudo strike
2.36
IV
218.1%
B/E move
7.0%

60Δ

Calls
Pseudo strike
1.17
IV
96.4%
B/E move
13.7%
Puts
Pseudo strike
2.57
IV
238.4%
B/E move
6.3%

65Δ

Calls
Pseudo strike
1.13
IV
89.9%
B/E move
10.9%
Puts
Pseudo strike
2.78
IV
258.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
1.09
IV
83.4%
B/E move
8.2%
Puts
Pseudo strike
2.99
IV
278.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
1.06
IV
76.8%
B/E move
5.4%
Puts
Pseudo strike
3.21
IV
299.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
1.02
IV
70.3%
B/E move
2.6%
Puts
Pseudo strike
3.42
IV
319.5%
B/E move
3.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations