IntraAlpha
Create free account Start free

ARKO Corp. Common Stock ARKO

i

Market datapartial · fetched 2026-10-23T04:47:36.814Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.716309049Z

FundamentalsAlpha Vantage · unavailable

Share price$4.10
1D+1.3%
AH$3.99$4.02$4.05$4.08$4.115:30 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$0.21$0.76$1.31$1.86$2.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEARKO PRICE$0.27$0.37$0.34$0.31$0.43$0.48$0.54$0.59$0.65$0.70$0.75$0.81$0.86$0.92$0.97$1.05$2.25
PutsExpensive2.74×
CallsExpensive3.92×
SkewBullish-72.88 pp
Implied move——
TiltBearish79.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.58269.9%164.9%2.70261.6%44.5%
25Δ12.07327.0%203.8%2.91245.9%40.7%
30Δ8.83236.2%123.8%3.12230.2%36.9%
35Δ5.58145.4%43.8%3.33214.5%33.1%
40Δ3.54198.8%29.3%
45Δ3.75183.1%25.5%
50Δ3.96167.4%21.8%
55Δ4.17151.8%18.0%
60Δ4.38136.1%14.2%
65Δ4.59120.4%10.4%
70Δ4.80104.7%6.6%
75Δ5.0390.2%2.9%
80Δ6.24128.3%2.6%

20Δ

Calls
Pseudo strike
10.58
IV
269.9%
B/E move
164.9%
Puts
Pseudo strike
2.70
IV
261.6%
B/E move
44.5%

25Δ

Calls
Pseudo strike
12.07
IV
327.0%
B/E move
203.8%
Puts
Pseudo strike
2.91
IV
245.9%
B/E move
40.7%

30Δ

Calls
Pseudo strike
8.83
IV
236.2%
B/E move
123.8%
Puts
Pseudo strike
3.12
IV
230.2%
B/E move
36.9%

35Δ

Calls
Pseudo strike
5.58
IV
145.4%
B/E move
43.8%
Puts
Pseudo strike
3.33
IV
214.5%
B/E move
33.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
198.8%
B/E move
29.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
183.1%
B/E move
25.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.96
IV
167.4%
B/E move
21.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.17
IV
151.8%
B/E move
18.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
136.1%
B/E move
14.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
120.4%
B/E move
10.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
104.7%
B/E move
6.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.03
IV
90.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.24
IV
128.3%
B/E move
2.6%

Options history

No recorded observations