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Baytex Energy Corp. BTE

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Market datapartial · fetched 2026-10-23T16:42:26.190Z

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 · 2026-10-23T16:42:17.420659315Z

FundamentalsAlpha Vantage · unavailable

Share price$5.54
1D+3.5%
$5.35$5.40$5.45$5.51$5.565:30 AM6:30 AM9:00 AM1:00 PMBTE
Sold putSold call

Baytex Energy Corp. options

Live interpolated BTE call and put midpoint premiums by absolute delta.Baytex Energy Corp.$0.05$0.80$1.54$2.29$3.04$3.86$4.89$5.92$6.95$7.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTE spot · $5.54BTE PRICE$0.28$0.36$0.38$0.40$0.43$0.45$0.47$0.50$0.52$0.54$0.57$0.59$0.61$0.13$0.30$0.47$0.64$0.81$0.98$1.16$1.33$1.50$1.67$1.84$2.01$2.82
PutsExpensive1.76×
CallsExpensive2.70×
SkewBullish-49.57 pp
Implied moveBearish±$1.63
TiltBearish44.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.46179.1%75.7%5.0747.5%10.9%
25Δ9.90207.2%85.1%5.2753.3%10.2%
30Δ9.47193.0%77.8%5.4859.1%9.6%
35Δ9.05178.7%70.5%5.6964.9%8.9%
40Δ8.62164.5%63.2%5.9070.6%8.2%
45Δ8.19150.3%55.9%6.1176.4%7.5%
50Δ7.76136.1%48.6%6.3282.2%6.8%
55Δ7.34121.8%41.3%6.5388.0%6.2%
60Δ6.91107.6%34.1%6.7493.8%5.5%
65Δ6.4893.4%26.8%6.9499.5%4.8%
70Δ6.0579.2%19.5%7.15105.3%4.1%
75Δ5.6364.9%12.2%7.36111.1%3.5%
80Δ5.2050.7%4.9%8.20130.4%2.9%

20Δ

Calls
Pseudo strike
9.46
IV
179.1%
B/E move
75.7%
Puts
Pseudo strike
5.07
IV
47.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
9.90
IV
207.2%
B/E move
85.1%
Puts
Pseudo strike
5.27
IV
53.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
9.47
IV
193.0%
B/E move
77.8%
Puts
Pseudo strike
5.48
IV
59.1%
B/E move
9.6%

35Δ

Calls
Pseudo strike
9.05
IV
178.7%
B/E move
70.5%
Puts
Pseudo strike
5.69
IV
64.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
8.62
IV
164.5%
B/E move
63.2%
Puts
Pseudo strike
5.90
IV
70.6%
B/E move
8.2%

45Δ

Calls
Pseudo strike
8.19
IV
150.3%
B/E move
55.9%
Puts
Pseudo strike
6.11
IV
76.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
7.76
IV
136.1%
B/E move
48.6%
Puts
Pseudo strike
6.32
IV
82.2%
B/E move
6.8%

55Δ

Calls
Pseudo strike
7.34
IV
121.8%
B/E move
41.3%
Puts
Pseudo strike
6.53
IV
88.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
6.91
IV
107.6%
B/E move
34.1%
Puts
Pseudo strike
6.74
IV
93.8%
B/E move
5.5%

65Δ

Calls
Pseudo strike
6.48
IV
93.4%
B/E move
26.8%
Puts
Pseudo strike
6.94
IV
99.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
6.05
IV
79.2%
B/E move
19.5%
Puts
Pseudo strike
7.15
IV
105.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
5.63
IV
64.9%
B/E move
12.2%
Puts
Pseudo strike
7.36
IV
111.1%
B/E move
3.5%

80Δ

Calls
Pseudo strike
5.20
IV
50.7%
B/E move
4.9%
Puts
Pseudo strike
8.20
IV
130.4%
B/E move
2.9%

Options history

No recorded observations