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Bally's Corporation BALY

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Market datapartial · fetched 2026-10-22T21:21:46.572Z

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 · 2026-10-22T20:10:00.00286542Z

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$2.86$4.19$5.51$8.97$11.43$13.90$16.37$18.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$1.98$3.51$5.13
PutsExpensive1.55×
CallsExpensive1.46×
SkewBullish-7.29 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
20Δ17.8592.2%32.3%10.86125.6%26.2%
25Δ17.1294.6%28.2%11.52128.0%23.3%
30Δ16.6399.9%26.1%12.17130.5%20.4%
35Δ16.14105.1%23.9%12.67126.4%17.8%
40Δ15.65110.4%21.7%13.02115.4%15.6%
45Δ15.16115.7%19.5%13.36104.5%13.3%
50Δ14.62115.2%17.0%13.7193.5%11.0%
55Δ14.05111.9%14.4%14.0582.6%8.7%
60Δ13.48108.7%11.8%14.4071.6%6.4%
65Δ12.92105.4%9.1%14.7560.7%4.1%
70Δ12.32104.1%6.9%15.4059.6%2.5%
75Δ11.65107.8%5.7%16.9085.7%2.7%
80Δ10.98111.6%4.4%18.56103.6%2.4%

20Δ

Calls
Pseudo strike
17.85
IV
92.2%
B/E move
32.3%
Puts
Pseudo strike
10.86
IV
125.6%
B/E move
26.2%

25Δ

Calls
Pseudo strike
17.12
IV
94.6%
B/E move
28.2%
Puts
Pseudo strike
11.52
IV
128.0%
B/E move
23.3%

30Δ

Calls
Pseudo strike
16.63
IV
99.9%
B/E move
26.1%
Puts
Pseudo strike
12.17
IV
130.5%
B/E move
20.4%

35Δ

Calls
Pseudo strike
16.14
IV
105.1%
B/E move
23.9%
Puts
Pseudo strike
12.67
IV
126.4%
B/E move
17.8%

40Δ

Calls
Pseudo strike
15.65
IV
110.4%
B/E move
21.7%
Puts
Pseudo strike
13.02
IV
115.4%
B/E move
15.6%

45Δ

Calls
Pseudo strike
15.16
IV
115.7%
B/E move
19.5%
Puts
Pseudo strike
13.36
IV
104.5%
B/E move
13.3%

50Δ

Calls
Pseudo strike
14.62
IV
115.2%
B/E move
17.0%
Puts
Pseudo strike
13.71
IV
93.5%
B/E move
11.0%

55Δ

Calls
Pseudo strike
14.05
IV
111.9%
B/E move
14.4%
Puts
Pseudo strike
14.05
IV
82.6%
B/E move
8.7%

60Δ

Calls
Pseudo strike
13.48
IV
108.7%
B/E move
11.8%
Puts
Pseudo strike
14.40
IV
71.6%
B/E move
6.4%

65Δ

Calls
Pseudo strike
12.92
IV
105.4%
B/E move
9.1%
Puts
Pseudo strike
14.75
IV
60.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
12.32
IV
104.1%
B/E move
6.9%
Puts
Pseudo strike
15.40
IV
59.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
11.65
IV
107.8%
B/E move
5.7%
Puts
Pseudo strike
16.90
IV
85.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.98
IV
111.6%
B/E move
4.4%
Puts
Pseudo strike
18.56
IV
103.6%
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%