Share price$5.32
1D-1.5%
Sold putSold callAH
Baytex Energy Corp BTE
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-23T01:37:15.073Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002071799Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:37:13.539092+00:00
Baytex Energy Corp options
PutsExpensive1.76×
CallsExpensive2.77×
SkewBullish-47.01 pp
Implied move——
TiltBullish93.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.46 | 187.8% | 83.2% | 4.09 | 105.2% | 25.2% |
| 25Δ | 9.88 | 215.2% | 92.4% | 4.65 | 67.9% | 14.8% |
| 30Δ | 9.35 | 197.0% | 82.6% | |||
| 35Δ | 8.82 | 178.7% | 72.9% | |||
| 40Δ | 8.29 | 160.5% | 63.2% | |||
| 45Δ | 7.76 | 142.3% | 53.4% | |||
| 50Δ | 7.23 | 124.1% | 43.7% | |||
| 55Δ | 6.70 | 105.8% | 34.0% | |||
| 60Δ | 6.17 | 87.6% | 24.3% | |||
| 65Δ | 5.63 | 69.4% | 14.5% | |||
| 70Δ | 5.10 | 51.1% | 4.8% | |||
| 75Δ | 4.53 | 85.1% | 3.0% | |||
| 80Δ | 3.95 | 131.7% | 3.1% | |||
20Δ
- Pseudo strike
- 9.46
- IV
- 187.8%
- B/E move
- 83.2%
- Pseudo strike
- 4.09
- IV
- 105.2%
- B/E move
- 25.2%
25Δ
- Pseudo strike
- 9.88
- IV
- 215.2%
- B/E move
- 92.4%
- Pseudo strike
- 4.65
- IV
- 67.9%
- B/E move
- 14.8%
30Δ
- Pseudo strike
- 9.35
- IV
- 197.0%
- B/E move
- 82.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 8.82
- IV
- 178.7%
- B/E move
- 72.9%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 8.29
- IV
- 160.5%
- B/E move
- 63.2%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 7.76
- IV
- 142.3%
- B/E move
- 53.4%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 7.23
- IV
- 124.1%
- B/E move
- 43.7%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 6.70
- IV
- 105.8%
- B/E move
- 34.0%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 6.17
- IV
- 87.6%
- B/E move
- 24.3%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 5.63
- IV
- 69.4%
- B/E move
- 14.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 5.10
- IV
- 51.1%
- B/E move
- 4.8%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 4.53
- IV
- 85.1%
- B/E move
- 3.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 3.95
- IV
- 131.7%
- B/E move
- 3.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations