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Bally's Corporation BALY

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Market datapartial · fetched 2026-10-23T04:24:44.328Z

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 · 2026-10-22T23:00:00.002404834Z

FundamentalsAlpha Vantage · unavailable

Share price$13.76
1D+0.5%
AH$13.56$13.71$13.85$14.00$14.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBALY
Sold putSold callAH

Bally's Corporation options

Live interpolated BALY call and put midpoint premiums by absolute delta.Bally's Corporation$0.21$1.54$2.88$4.21$5.54$8.92$11.41$13.89$16.38$18.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BALY spot · $13.76BALY PRICE$0.35$0.52$0.71$0.90$1.10$1.29$1.49$1.69$1.90$2.10$2.38$2.89$3.39$0.71$0.97$1.22$1.37$1.40$1.43$1.46$1.49$1.52$1.55$1.96$3.49$5.16
PutsExpensive1.57×
CallsExpensive1.47×
SkewBullish-6.84 pp
Implied moveBalanced±$2.95
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.8592.7%32.3%10.86126.7%26.2%
25Δ17.1295.1%28.2%11.52129.7%23.3%
30Δ16.63100.4%26.1%12.17132.6%20.4%
35Δ16.14105.7%23.9%12.67128.6%17.8%
40Δ15.65111.0%21.7%13.01117.5%15.6%
45Δ15.16116.3%19.5%13.36106.3%13.3%
50Δ14.62116.0%17.0%13.7195.2%11.0%
55Δ14.05113.0%14.4%14.0584.1%8.7%
60Δ13.48110.1%11.8%14.4072.9%6.4%
65Δ12.92107.1%9.1%14.7461.8%4.1%
70Δ12.32106.0%6.9%15.3860.2%2.5%
75Δ11.65109.8%5.6%16.8886.8%2.7%
80Δ10.98113.7%4.4%18.59105.3%2.4%

20Δ

Calls
Pseudo strike
17.85
IV
92.7%
B/E move
32.3%
Puts
Pseudo strike
10.86
IV
126.7%
B/E move
26.2%

25Δ

Calls
Pseudo strike
17.12
IV
95.1%
B/E move
28.2%
Puts
Pseudo strike
11.52
IV
129.7%
B/E move
23.3%

30Δ

Calls
Pseudo strike
16.63
IV
100.4%
B/E move
26.1%
Puts
Pseudo strike
12.17
IV
132.6%
B/E move
20.4%

35Δ

Calls
Pseudo strike
16.14
IV
105.7%
B/E move
23.9%
Puts
Pseudo strike
12.67
IV
128.6%
B/E move
17.8%

40Δ

Calls
Pseudo strike
15.65
IV
111.0%
B/E move
21.7%
Puts
Pseudo strike
13.01
IV
117.5%
B/E move
15.6%

45Δ

Calls
Pseudo strike
15.16
IV
116.3%
B/E move
19.5%
Puts
Pseudo strike
13.36
IV
106.3%
B/E move
13.3%

50Δ

Calls
Pseudo strike
14.62
IV
116.0%
B/E move
17.0%
Puts
Pseudo strike
13.71
IV
95.2%
B/E move
11.0%

55Δ

Calls
Pseudo strike
14.05
IV
113.0%
B/E move
14.4%
Puts
Pseudo strike
14.05
IV
84.1%
B/E move
8.7%

60Δ

Calls
Pseudo strike
13.48
IV
110.1%
B/E move
11.8%
Puts
Pseudo strike
14.40
IV
72.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
12.92
IV
107.1%
B/E move
9.1%
Puts
Pseudo strike
14.74
IV
61.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
12.32
IV
106.0%
B/E move
6.9%
Puts
Pseudo strike
15.38
IV
60.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
11.65
IV
109.8%
B/E move
5.6%
Puts
Pseudo strike
16.88
IV
86.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.98
IV
113.7%
B/E move
4.4%
Puts
Pseudo strike
18.59
IV
105.3%
B/E move
2.4%

Options history

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