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ARKO Corp. Common Stock ARKO

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-12T03:21:23.320Z

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 · 2026-11-11T21:00:00.507918056Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:21:22.922878+00:00

Share price$4.24
1D+0.7%
AH$4.19$4.23$4.27$4.31$4.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARKO
Sold putSold callAH

ARKO Corp. Common Stock options

Live interpolated ARKO call and put midpoint premiums by absolute delta.ARKO Corp. Common Stock$0.13$0.32$0.50$0.68$0.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEARKO PRICE$0.15$0.23$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.62$0.67$0.72$0.77$0.82
PutsExpensive2.30×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.86297.2%37.9%
25Δ5.71193.4%38.2%3.03281.7%34.9%
30Δ3.21266.2%31.9%
35Δ3.39250.8%28.9%
40Δ3.56235.3%26.0%
45Δ3.74219.8%23.0%
50Δ3.91204.3%20.0%
55Δ4.09188.9%17.0%
60Δ4.26173.4%14.0%
65Δ4.44157.9%11.1%
70Δ4.61142.4%8.1%
75Δ4.79127.0%5.1%
80Δ4.97111.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.86
IV
297.2%
B/E move
37.9%

25Δ

Calls
Pseudo strike
5.71
IV
193.4%
B/E move
38.2%
Puts
Pseudo strike
3.03
IV
281.7%
B/E move
34.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
266.2%
B/E move
31.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.39
IV
250.8%
B/E move
28.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
235.3%
B/E move
26.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
219.8%
B/E move
23.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.91
IV
204.3%
B/E move
20.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
188.9%
B/E move
17.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
173.4%
B/E move
14.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
157.9%
B/E move
11.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.61
IV
142.4%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.79
IV
127.0%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.97
IV
111.5%
B/E move
2.1%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations