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Baytex Energy Corp. BTE

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Market datapartial · fetched 2026-10-23T03:02:38.751Z

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 · 2026-10-22T23:00:00.002071799Z

FundamentalsAlpha Vantage · unavailable

Share price$5.32
1D-1.5%
AH$5.18$5.26$5.34$5.42$5.505:30 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.$0.07$0.47$0.86$1.25$1.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBTE PRICE$0.28$0.35$0.37$0.38$0.39$0.41$0.42$0.43$0.45$0.46$0.47$0.95$1.54$0.12$0.12
PutsExpensive1.76×
CallsExpensive2.78×
SkewBullish-47.07 pp
Implied move——
TiltBullish93.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.46188.0%83.2%4.09105.3%25.2%
25Δ9.88215.4%92.4%4.6568.0%14.8%
30Δ9.35197.2%82.6%
35Δ8.82178.9%72.9%
40Δ8.29160.7%63.2%
45Δ7.76142.4%53.4%
50Δ7.23124.2%43.7%
55Δ6.70105.9%34.0%
60Δ6.1787.7%24.3%
65Δ5.6369.4%14.5%
70Δ5.1051.1%4.8%
75Δ4.5385.1%3.0%
80Δ3.95131.9%3.1%

20Δ

Calls
Pseudo strike
9.46
IV
188.0%
B/E move
83.2%
Puts
Pseudo strike
4.09
IV
105.3%
B/E move
25.2%

25Δ

Calls
Pseudo strike
9.88
IV
215.4%
B/E move
92.4%
Puts
Pseudo strike
4.65
IV
68.0%
B/E move
14.8%

30Δ

Calls
Pseudo strike
9.35
IV
197.2%
B/E move
82.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.82
IV
178.9%
B/E move
72.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.29
IV
160.7%
B/E move
63.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.76
IV
142.4%
B/E move
53.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.23
IV
124.2%
B/E move
43.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.70
IV
105.9%
B/E move
34.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.17
IV
87.7%
B/E move
24.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.63
IV
69.4%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.10
IV
51.1%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.53
IV
85.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.95
IV
131.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations