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BKV Corporation BKV

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T03:14:01.660Z

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 · 2026-11-12T00:00:00.001945329Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:14:01.139470+00:00

Share price$19.24
1D-2.2%
AH$18.81$19.00$19.19$19.39$19.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKV
Sold putSold callAH

BKV Corporation options

Live interpolated BKV call and put midpoint premiums by absolute delta.BKV Corporation$0.16$1.90$3.63$5.37$7.10$16.21$17.80$19.39$20.97$22.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKV spot · $19.24BKV PRICE$0.35$0.39$0.42$0.44$0.61$0.85$1.10$1.35$1.59$1.84$2.08$2.39$3.13$0.38$0.41$0.49$0.57$0.65$0.73$0.81$0.89$0.97$1.05$2.55$4.57$6.60
PutsExpensive1.08×
CallsExpensive1.17×
SkewBullish-9.90 pp
Implied moveBullish±$1.91
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.72113.0%19.9%16.81111.0%14.6%
25Δ21.89101.0%15.8%17.6488.2%10.5%
30Δ21.0984.5%11.8%17.9383.8%9.4%
35Δ20.2968.1%7.7%18.2179.4%8.3%
40Δ19.7966.0%6.0%18.5075.0%7.3%
45Δ19.4572.0%5.6%18.7870.6%6.2%
50Δ19.1277.9%5.1%19.0766.3%5.1%
55Δ18.7983.8%4.7%19.3561.9%4.1%
60Δ18.4689.8%4.2%19.6457.5%3.0%
65Δ18.1295.7%3.8%19.9253.1%1.9%
70Δ17.79101.6%3.3%21.4973.1%1.5%
75Δ17.39108.4%2.8%23.54102.3%1.4%
80Δ16.55120.7%2.3%25.60131.5%1.3%

20Δ

Calls
Pseudo strike
22.72
IV
113.0%
B/E move
19.9%
Puts
Pseudo strike
16.81
IV
111.0%
B/E move
14.6%

25Δ

Calls
Pseudo strike
21.89
IV
101.0%
B/E move
15.8%
Puts
Pseudo strike
17.64
IV
88.2%
B/E move
10.5%

30Δ

Calls
Pseudo strike
21.09
IV
84.5%
B/E move
11.8%
Puts
Pseudo strike
17.93
IV
83.8%
B/E move
9.4%

35Δ

Calls
Pseudo strike
20.29
IV
68.1%
B/E move
7.7%
Puts
Pseudo strike
18.21
IV
79.4%
B/E move
8.3%

40Δ

Calls
Pseudo strike
19.79
IV
66.0%
B/E move
6.0%
Puts
Pseudo strike
18.50
IV
75.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
19.45
IV
72.0%
B/E move
5.6%
Puts
Pseudo strike
18.78
IV
70.6%
B/E move
6.2%

50Δ

Calls
Pseudo strike
19.12
IV
77.9%
B/E move
5.1%
Puts
Pseudo strike
19.07
IV
66.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
18.79
IV
83.8%
B/E move
4.7%
Puts
Pseudo strike
19.35
IV
61.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
18.46
IV
89.8%
B/E move
4.2%
Puts
Pseudo strike
19.64
IV
57.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
18.12
IV
95.7%
B/E move
3.8%
Puts
Pseudo strike
19.92
IV
53.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
17.79
IV
101.6%
B/E move
3.3%
Puts
Pseudo strike
21.49
IV
73.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
17.39
IV
108.4%
B/E move
2.8%
Puts
Pseudo strike
23.54
IV
102.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
16.55
IV
120.7%
B/E move
2.3%
Puts
Pseudo strike
25.60
IV
131.5%
B/E move
1.3%

Options history

IV · four-Friday blend54.08%
Daily close
BKV44.7%70.8%96.9%2026-08-21: 51.85%2026-08-24: 49.64%2026-08-25: 48.32%2026-08-26: 50.67%2026-08-27: 50.98%2026-08-28: 53.79%2026-08-31: 53.39%2026-09-01: 50.19%2026-09-02: 50.14%2026-09-09: 57.23%2026-09-10: 54.33%2026-09-11: 58.66%2026-09-14: 64.38%2026-09-16: 93.27%2026-09-17: 76.46%2026-09-18: 53.74%2026-09-21: 53.93%2026-09-22: 53.72%2026-09-23: 53.66%2026-09-24: 54.62%2026-09-25: 57.11%2026-09-28: 54.96%2026-09-29: 55.06%2026-09-30: 53.79%2026-10-01: 54.83%2026-10-02: 55.71%2026-10-05: 62.67%2026-10-07: 55.95%2026-10-08: 51.05%2026-10-09: 52.91%2026-10-15: 68.93%2026-10-16: 50.75%2026-10-19: 48.78%2026-10-20: 49.56%2026-10-21: 49.15%2026-10-22: 48.74%2026-10-23: 54.61%2026-10-26: 53.42%2026-10-27: 52.61%2026-10-28: 60.68%2026-10-29: 54.46%2026-10-30: 54.08%Aug 21Sep 25Oct 30
42 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
51.85%
49.64%
48.32%
50.67%
50.98%
53.79%
53.39%
50.19%
50.14%
57.23%
54.33%
58.66%
64.38%
93.27%
76.46%
53.74%
53.93%
53.72%
53.66%
54.62%
57.11%
54.96%
55.06%
53.79%
54.83%
55.71%
62.67%
55.95%
51.05%
52.91%
68.93%
50.75%
48.78%
49.56%
49.15%
48.74%
54.61%
53.42%
52.61%
60.68%
54.46%
54.08%