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Cactus, Inc. WHD

i

Market dataready · fetched 2026-11-06T14:39:30.796Z

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 · 2026-11-06T14:37:36.610407369Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:39:29.740273+00:00

Share price$56.06
1D+0.7%
$55.66$55.77$55.88$55.98$56.095:30 AM6:30 AM9:00 AM1:00 PMWHD
Sold putSold call

Cactus, Inc. options

Live interpolated WHD call and put midpoint premiums by absolute delta.Cactus, Inc.$0.33$2.46$4.58$6.70$8.82$46.72$53.14$59.56$65.98$72.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHD spot · $56.06WHD PRICE$0.56$0.73$1.02$1.32$1.61$1.91$2.20$2.50$2.79$3.26$3.74$4.21$4.69$0.78$1.04$1.30$1.55$1.81$2.29$2.78$3.27$3.76$4.25$4.75$6.29$8.21
PutsCheap0.91×
CallsCheap0.76×
SkewBearish+9.27 pp
Implied moveBearish±$4.98
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.3747.0%10.5%51.2055.8%10.1%
25Δ59.9345.6%8.2%52.1455.4%8.8%
30Δ59.2346.2%7.5%53.0855.0%7.6%
35Δ58.5346.9%6.8%54.0154.7%6.4%
40Δ57.8347.6%6.0%54.9554.3%5.2%
45Δ57.1348.3%5.3%55.7654.4%4.6%
50Δ56.4349.0%4.6%56.5754.5%4.1%
55Δ55.7349.6%3.9%57.3754.6%3.5%
60Δ55.0350.3%3.1%58.1854.7%2.9%
65Δ54.3248.2%2.7%58.9854.9%2.4%
70Δ53.6246.1%2.3%59.7955.0%1.8%
75Δ52.9243.9%1.9%61.5360.2%1.5%
80Δ52.2241.7%1.5%63.6067.3%1.2%

20Δ

Calls
Pseudo strike
61.37
IV
47.0%
B/E move
10.5%
Puts
Pseudo strike
51.20
IV
55.8%
B/E move
10.1%

25Δ

Calls
Pseudo strike
59.93
IV
45.6%
B/E move
8.2%
Puts
Pseudo strike
52.14
IV
55.4%
B/E move
8.8%

30Δ

Calls
Pseudo strike
59.23
IV
46.2%
B/E move
7.5%
Puts
Pseudo strike
53.08
IV
55.0%
B/E move
7.6%

35Δ

Calls
Pseudo strike
58.53
IV
46.9%
B/E move
6.8%
Puts
Pseudo strike
54.01
IV
54.7%
B/E move
6.4%

40Δ

Calls
Pseudo strike
57.83
IV
47.6%
B/E move
6.0%
Puts
Pseudo strike
54.95
IV
54.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
57.13
IV
48.3%
B/E move
5.3%
Puts
Pseudo strike
55.76
IV
54.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
56.43
IV
49.0%
B/E move
4.6%
Puts
Pseudo strike
56.57
IV
54.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
55.73
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
57.37
IV
54.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
55.03
IV
50.3%
B/E move
3.1%
Puts
Pseudo strike
58.18
IV
54.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
54.32
IV
48.2%
B/E move
2.7%
Puts
Pseudo strike
58.98
IV
54.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
53.62
IV
46.1%
B/E move
2.3%
Puts
Pseudo strike
59.79
IV
55.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
52.92
IV
43.9%
B/E move
1.9%
Puts
Pseudo strike
61.53
IV
60.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
52.22
IV
41.7%
B/E move
1.5%
Puts
Pseudo strike
63.60
IV
67.3%
B/E move
1.2%

Options history

IV · four-Friday blend38.96%
Daily EOD
WHD34.4%39.3%44.2%2026-10-19: 35.73%2026-10-20: 36.61%2026-10-21: 35.64%2026-10-22: 37.43%2026-10-23: 37.41%2026-10-26: 37.23%2026-10-27: 37.65%2026-10-28: 43.56%2026-10-29: 35.10%2026-10-30: 38.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.73%
36.61%
35.64%
37.43%
37.41%
37.23%
37.65%
43.56%
35.10%
38.96%