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Bally's Corporation BALY

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Market datapartial · fetched 2026-10-22T14:06:58.429Z

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 · 2026-10-22T14:02:13.764450041Z

FundamentalsAlpha Vantage · unavailable

Share price$14.10
1D+3.0%
$13.66$13.78$13.90$14.01$14.135:30 AM6:30 AM9:00 AM1:00 PMBALY
Sold putSold call

Bally's Corporation options

Live interpolated BALY call and put midpoint premiums by absolute delta.Bally's Corporation$0.16$1.83$3.50$5.17$6.83$8.01$10.74$13.48$16.21$18.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BALY spot · $14.10BALY PRICE$0.34$0.49$0.68$0.86$1.04$1.23$1.41$1.57$1.73$1.89$2.06$2.39$3.88$0.82$1.11$1.41$1.61$1.80$1.98$2.17$2.60$3.15$3.70$4.53$6.35
PutsExpensive1.82×
CallsExpensive1.19×
SkewBearish+31.15 pp
Implied moveBearish±$3.57
TiltBearish23.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.0386.5%30.3%11.02135.0%27.6%
25Δ17.2086.4%25.5%11.72140.5%24.8%
30Δ16.7390.7%23.4%12.41145.9%22.0%
35Δ16.2695.0%21.4%13.02138.7%19.1%
40Δ15.7999.3%19.4%13.62129.6%16.2%
45Δ15.31103.6%17.3%14.22120.5%13.2%
50Δ14.84104.8%15.2%14.81111.4%10.3%
55Δ14.36100.0%13.0%15.50109.9%8.6%
60Δ13.8895.1%10.7%16.22111.8%7.3%
65Δ13.4090.2%8.5%16.94113.8%6.1%
70Δ12.9285.4%6.2%17.93119.2%5.0%
75Δ12.3084.7%4.2%19.84136.8%4.3%
80Δ10.70112.5%3.4%

20Δ

Calls
Pseudo strike
18.03
IV
86.5%
B/E move
30.3%
Puts
Pseudo strike
11.02
IV
135.0%
B/E move
27.6%

25Δ

Calls
Pseudo strike
17.20
IV
86.4%
B/E move
25.5%
Puts
Pseudo strike
11.72
IV
140.5%
B/E move
24.8%

30Δ

Calls
Pseudo strike
16.73
IV
90.7%
B/E move
23.4%
Puts
Pseudo strike
12.41
IV
145.9%
B/E move
22.0%

35Δ

Calls
Pseudo strike
16.26
IV
95.0%
B/E move
21.4%
Puts
Pseudo strike
13.02
IV
138.7%
B/E move
19.1%

40Δ

Calls
Pseudo strike
15.79
IV
99.3%
B/E move
19.4%
Puts
Pseudo strike
13.62
IV
129.6%
B/E move
16.2%

45Δ

Calls
Pseudo strike
15.31
IV
103.6%
B/E move
17.3%
Puts
Pseudo strike
14.22
IV
120.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
14.84
IV
104.8%
B/E move
15.2%
Puts
Pseudo strike
14.81
IV
111.4%
B/E move
10.3%

55Δ

Calls
Pseudo strike
14.36
IV
100.0%
B/E move
13.0%
Puts
Pseudo strike
15.50
IV
109.9%
B/E move
8.6%

60Δ

Calls
Pseudo strike
13.88
IV
95.1%
B/E move
10.7%
Puts
Pseudo strike
16.22
IV
111.8%
B/E move
7.3%

65Δ

Calls
Pseudo strike
13.40
IV
90.2%
B/E move
8.5%
Puts
Pseudo strike
16.94
IV
113.8%
B/E move
6.1%

70Δ

Calls
Pseudo strike
12.92
IV
85.4%
B/E move
6.2%
Puts
Pseudo strike
17.93
IV
119.2%
B/E move
5.0%

75Δ

Calls
Pseudo strike
12.30
IV
84.7%
B/E move
4.2%
Puts
Pseudo strike
19.84
IV
136.8%
B/E move
4.3%

80Δ

Calls
Pseudo strike
10.70
IV
112.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

BALY77.6381.7185.792026-10-20: 78.19%2026-10-21: 85.23%Oct 20Oct 21
Table
DateIV
78.19%
85.23%