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Mammoth Energy Services, Inc. Common Stock TUSK

i

Market dataready · fetched 2026-11-03T22:32:25.836Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-03T21:00:00.348393788Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T22:32:24.328476+00:00

Share price$3.15
1D+1.9%
AH$2.98$3.08$3.18$3.28$3.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTUSK
Sold putSold callAH

Mammoth Energy Services, Inc. Common Stock options

Live interpolated TUSK call and put midpoint premiums by absolute delta.Mammoth Energy Services, Inc. Common Stock$0.08$0.51$0.93$1.36$1.79$1.54$2.36$3.17$3.98$4.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TUSK spot · $3.15TUSK PRICE$0.12$0.16$0.20$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.56$0.60$0.29$0.42$0.54$0.67$0.79$0.92$1.04$1.17$1.29$1.42$1.54$1.67
Puts——
CallsCheap0.77×
Skew——
Implied moveBearish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.0278.9%63.4%
25Δ4.8375.5%58.5%2.6476.3%25.5%
30Δ4.6672.3%54.3%2.8375.2%23.5%
35Δ4.4869.2%50.1%3.0274.1%21.4%
40Δ4.3166.1%45.9%3.2173.1%19.4%
45Δ4.1462.9%41.7%3.3972.0%17.3%
50Δ3.9759.8%37.4%3.5870.9%15.3%
55Δ3.7956.6%33.2%3.7769.9%13.2%
60Δ3.6253.5%29.0%3.9668.8%11.2%
65Δ3.4550.4%24.8%4.1567.7%9.1%
70Δ3.2847.2%20.6%4.3466.7%7.1%
75Δ3.1044.1%16.4%4.5365.6%5.1%
80Δ2.9340.9%12.1%4.7264.5%3.0%

20Δ

Calls
Pseudo strike
5.02
IV
78.9%
B/E move
63.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.83
IV
75.5%
B/E move
58.5%
Puts
Pseudo strike
2.64
IV
76.3%
B/E move
25.5%

30Δ

Calls
Pseudo strike
4.66
IV
72.3%
B/E move
54.3%
Puts
Pseudo strike
2.83
IV
75.2%
B/E move
23.5%

35Δ

Calls
Pseudo strike
4.48
IV
69.2%
B/E move
50.1%
Puts
Pseudo strike
3.02
IV
74.1%
B/E move
21.4%

40Δ

Calls
Pseudo strike
4.31
IV
66.1%
B/E move
45.9%
Puts
Pseudo strike
3.21
IV
73.1%
B/E move
19.4%

45Δ

Calls
Pseudo strike
4.14
IV
62.9%
B/E move
41.7%
Puts
Pseudo strike
3.39
IV
72.0%
B/E move
17.3%

50Δ

Calls
Pseudo strike
3.97
IV
59.8%
B/E move
37.4%
Puts
Pseudo strike
3.58
IV
70.9%
B/E move
15.3%

55Δ

Calls
Pseudo strike
3.79
IV
56.6%
B/E move
33.2%
Puts
Pseudo strike
3.77
IV
69.9%
B/E move
13.2%

60Δ

Calls
Pseudo strike
3.62
IV
53.5%
B/E move
29.0%
Puts
Pseudo strike
3.96
IV
68.8%
B/E move
11.2%

65Δ

Calls
Pseudo strike
3.45
IV
50.4%
B/E move
24.8%
Puts
Pseudo strike
4.15
IV
67.7%
B/E move
9.1%

70Δ

Calls
Pseudo strike
3.28
IV
47.2%
B/E move
20.6%
Puts
Pseudo strike
4.34
IV
66.7%
B/E move
7.1%

75Δ

Calls
Pseudo strike
3.10
IV
44.1%
B/E move
16.4%
Puts
Pseudo strike
4.53
IV
65.6%
B/E move
5.1%

80Δ

Calls
Pseudo strike
2.93
IV
40.9%
B/E move
12.1%
Puts
Pseudo strike
4.72
IV
64.5%
B/E move
3.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations