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Cactus, Inc. WHD

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-06T17:50:32.739Z

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 · 2026-11-06T17:50:19.503297998Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T17:50:31.429181+00:00

Share price$58.37
1D+4.9%
$55.43$56.36$57.29$58.22$59.155:30 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.$0.44$2.00$3.55$5.11$6.67$48.97$54.77$60.57$66.37$72.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WHD spot · $58.37WHD PRICE$0.61$0.80$1.00$1.20$1.40$1.82$2.24$2.66$3.09$3.51$3.93$4.38$6.22$0.87$1.15$1.44$1.73$2.02$2.31$2.60$2.89$3.56$4.25$4.94$5.62
Puts——
CallsCheap0.75×
Skew——
Implied moveBalanced±$4.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6945.7%10.2%
25Δ62.7745.6%8.9%55.1047.8%7.1%
30Δ61.8545.4%7.7%55.7947.3%6.4%
35Δ60.9345.2%6.4%56.4946.8%5.7%
40Δ60.0145.0%5.2%57.1946.2%5.0%
45Δ59.2945.7%4.7%57.8845.7%4.3%
50Δ58.5846.4%4.2%58.5845.2%3.6%
55Δ57.8647.1%3.7%59.2844.7%2.9%
60Δ57.1447.8%3.2%59.9744.1%2.2%
65Δ56.4248.5%2.7%60.8544.0%1.9%
70Δ55.7149.2%2.2%61.7343.9%1.5%
75Δ54.9750.1%1.7%62.6143.8%1.2%
80Δ52.9959.5%1.4%63.4943.7%0.9%

20Δ

Calls
Pseudo strike
63.69
IV
45.7%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
62.77
IV
45.6%
B/E move
8.9%
Puts
Pseudo strike
55.10
IV
47.8%
B/E move
7.1%

30Δ

Calls
Pseudo strike
61.85
IV
45.4%
B/E move
7.7%
Puts
Pseudo strike
55.79
IV
47.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
60.93
IV
45.2%
B/E move
6.4%
Puts
Pseudo strike
56.49
IV
46.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
60.01
IV
45.0%
B/E move
5.2%
Puts
Pseudo strike
57.19
IV
46.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
59.29
IV
45.7%
B/E move
4.7%
Puts
Pseudo strike
57.88
IV
45.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
58.58
IV
46.4%
B/E move
4.2%
Puts
Pseudo strike
58.58
IV
45.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
57.86
IV
47.1%
B/E move
3.7%
Puts
Pseudo strike
59.28
IV
44.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
57.14
IV
47.8%
B/E move
3.2%
Puts
Pseudo strike
59.97
IV
44.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
56.42
IV
48.5%
B/E move
2.7%
Puts
Pseudo strike
60.85
IV
44.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
55.71
IV
49.2%
B/E move
2.2%
Puts
Pseudo strike
61.73
IV
43.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
54.97
IV
50.1%
B/E move
1.7%
Puts
Pseudo strike
62.61
IV
43.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
52.99
IV
59.5%
B/E move
1.4%
Puts
Pseudo strike
63.49
IV
43.7%
B/E move
0.9%

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%