Presidio Production Company (FTW) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
Presidio Production Company (FTW) operates in the Energy sector, specifically the Shell Companies industry, with a market capitalization near $492.5M, listed on NYSE, carrying a beta of 0.02 to the broader market. EQV Ventures Acquisition Corp. Led by William Ulrich, public since 2024-09-27.
Snapshot as of May 14, 2026.
- Spot Price
- $11.23
- Net Gamma
- $32.8K
- Net Delta
- -$1.5M
- Net Vega
- -$8.9K
- ATM IV
- 142.2%
- Gamma Concentration
- 0.90
As of May 14, 2026, Presidio Production Company (FTW) aggregate Greeks are net delta -$1.5M, net gamma $32.8K, net vega -$8.9K, ATM IV 142.2%. Gamma concentration is 0.90: dealer gamma is tightly clustered at a few strikes, which tends to pin price. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.
How FTW options greeks Data Feeds Strategy Selection
Strategy selection on Presidio Production Company options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 142.2% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how options Greeks is reported and how to read the data →