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Par Pacific Holdings, Inc. Common Stock PARR

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Market datapartial · fetched 2026-10-22T23:44:22.166Z

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 · 2026-10-22T23:00:00.003569828Z

FundamentalsAlpha Vantage · unavailable

Share price$80.18
1D-6.5%
AH$79$81$83$84$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPARR
Sold putSold callAH

Par Pacific Holdings, Inc. Common Stock options

Live interpolated PARR call and put midpoint premiums by absolute delta.Par Pacific Holdings, Inc. Common Stock$1.12$5.26$9.41$13.55$17.70$60.84$70.47$80.11$89.74$99.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PARR spot · $80.18PARR PRICE$1.56$2.03$2.53$3.12$3.70$4.51$5.39$6.27$7.13$7.99$9.07$10.68$12.30$1.83$2.54$3.24$4.04$4.91$5.78$6.87$7.97$9.22$10.74$12.29$14.34$16.50
PutsFair0.96×
CallsCheap0.95×
SkewBearish+1.20 pp
Implied moveBearish±$12.26
TiltBearish13.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.3367.8%22.1%69.9366.3%15.1%
25Δ92.8265.5%18.3%72.0266.8%13.3%
30Δ89.9764.6%15.4%74.0967.2%11.6%
35Δ87.7663.9%13.3%76.0967.3%10.1%
40Δ85.5563.3%11.3%78.0267.1%8.8%
45Δ83.6264.3%9.9%79.9667.0%7.5%
50Δ81.7965.7%8.7%81.8866.6%6.4%
55Δ79.9667.2%7.5%83.8166.2%5.4%
60Δ78.1365.6%6.3%85.8265.9%4.5%
65Δ76.3064.0%5.1%87.9865.8%3.7%
70Δ74.3563.4%4.0%90.1765.6%2.9%
75Δ72.1464.9%3.3%92.7765.3%2.2%
80Δ69.9366.2%2.6%95.4764.9%1.5%

20Δ

Calls
Pseudo strike
96.33
IV
67.8%
B/E move
22.1%
Puts
Pseudo strike
69.93
IV
66.3%
B/E move
15.1%

25Δ

Calls
Pseudo strike
92.82
IV
65.5%
B/E move
18.3%
Puts
Pseudo strike
72.02
IV
66.8%
B/E move
13.3%

30Δ

Calls
Pseudo strike
89.97
IV
64.6%
B/E move
15.4%
Puts
Pseudo strike
74.09
IV
67.2%
B/E move
11.6%

35Δ

Calls
Pseudo strike
87.76
IV
63.9%
B/E move
13.3%
Puts
Pseudo strike
76.09
IV
67.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
85.55
IV
63.3%
B/E move
11.3%
Puts
Pseudo strike
78.02
IV
67.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
83.62
IV
64.3%
B/E move
9.9%
Puts
Pseudo strike
79.96
IV
67.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
81.79
IV
65.7%
B/E move
8.7%
Puts
Pseudo strike
81.88
IV
66.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
79.96
IV
67.2%
B/E move
7.5%
Puts
Pseudo strike
83.81
IV
66.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
78.13
IV
65.6%
B/E move
6.3%
Puts
Pseudo strike
85.82
IV
65.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
76.30
IV
64.0%
B/E move
5.1%
Puts
Pseudo strike
87.98
IV
65.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
74.35
IV
63.4%
B/E move
4.0%
Puts
Pseudo strike
90.17
IV
65.6%
B/E move
2.9%

75Δ

Calls
Pseudo strike
72.14
IV
64.9%
B/E move
3.3%
Puts
Pseudo strike
92.77
IV
65.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
69.93
IV
66.2%
B/E move
2.6%
Puts
Pseudo strike
95.47
IV
64.9%
B/E move
1.5%

Options history

No recorded observations