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Baytex Energy Corp. BTE

i

Market datapartial · fetched 2026-11-13T02:04:47.362Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T00:00:00.002843401Z

FundamentalsAlpha Vantage · unavailable

Share price$4.33
1D-0.1%
AH$4.20$4.24$4.28$4.31$4.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTE
Sold putSold callAH

Baytex Energy Corp. options

Live interpolated BTE call and put midpoint premiums by absolute delta.Baytex Energy Corp.$0.14$0.50$0.86$1.22$1.58$3.28$3.91$4.55$5.19$5.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BTE spot · $4.33BTE PRICE$0.18$0.31$0.44$0.56$0.69$0.82$0.95$1.08$1.21$1.34$1.47$0.39$0.42$0.45$0.49$0.52$0.55$0.58$0.62$0.65$0.68$0.71$0.74
Puts——
Calls——
Skew——
Implied moveBullish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.76231.0%45.4%
25Δ2.96215.4%41.5%
30Δ4.9668.3%18.7%3.16199.8%37.6%
35Δ4.7772.1%17.3%3.36184.2%33.7%
40Δ4.5975.8%16.0%3.56168.6%29.8%
45Δ4.4079.5%14.6%3.76153.0%26.0%
50Δ4.2183.2%13.3%3.96137.3%22.1%
55Δ4.0286.9%11.9%4.16121.7%18.2%
60Δ3.8390.6%10.6%4.36106.1%14.3%
65Δ3.6594.4%9.2%4.5690.5%10.4%
70Δ3.4698.1%7.9%4.7674.9%6.5%
75Δ3.27101.8%6.6%4.9659.3%2.7%
80Δ3.08105.5%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.76
IV
231.0%
B/E move
45.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
215.4%
B/E move
41.5%

30Δ

Calls
Pseudo strike
4.96
IV
68.3%
B/E move
18.7%
Puts
Pseudo strike
3.16
IV
199.8%
B/E move
37.6%

35Δ

Calls
Pseudo strike
4.77
IV
72.1%
B/E move
17.3%
Puts
Pseudo strike
3.36
IV
184.2%
B/E move
33.7%

40Δ

Calls
Pseudo strike
4.59
IV
75.8%
B/E move
16.0%
Puts
Pseudo strike
3.56
IV
168.6%
B/E move
29.8%

45Δ

Calls
Pseudo strike
4.40
IV
79.5%
B/E move
14.6%
Puts
Pseudo strike
3.76
IV
153.0%
B/E move
26.0%

50Δ

Calls
Pseudo strike
4.21
IV
83.2%
B/E move
13.3%
Puts
Pseudo strike
3.96
IV
137.3%
B/E move
22.1%

55Δ

Calls
Pseudo strike
4.02
IV
86.9%
B/E move
11.9%
Puts
Pseudo strike
4.16
IV
121.7%
B/E move
18.2%

60Δ

Calls
Pseudo strike
3.83
IV
90.6%
B/E move
10.6%
Puts
Pseudo strike
4.36
IV
106.1%
B/E move
14.3%

65Δ

Calls
Pseudo strike
3.65
IV
94.4%
B/E move
9.2%
Puts
Pseudo strike
4.56
IV
90.5%
B/E move
10.4%

70Δ

Calls
Pseudo strike
3.46
IV
98.1%
B/E move
7.9%
Puts
Pseudo strike
4.76
IV
74.9%
B/E move
6.5%

75Δ

Calls
Pseudo strike
3.27
IV
101.8%
B/E move
6.6%
Puts
Pseudo strike
4.96
IV
59.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
3.08
IV
105.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.24%
Daily close
BTE41.8%51.2%60.5%2026-09-01: 43.13%2026-10-13: 59.24%Sep 1Oct 13
2 observations2026-09-01 — 2026-10-13
Table
DateIV (%)
43.13%
59.24%