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Par Pacific Holdings Inc PARR

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-22T16:16:52.799Z

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 · 2026-10-22T16:16:08.396077704Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:16:51.249055+00:00

Share price$80.40
1D-6.2%
$79$81$83$85$865:30 AM6:30 AM9:00 AM1:00 PMPARR
Sold putSold call

Par Pacific Holdings Inc options

Live interpolated PARR call and put midpoint premiums by absolute delta.Par Pacific Holdings Inc$1.22$5.34$9.47$13.60$17.73$60.33$70.29$80.25$90.22$100.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PARR spot · $80.40PARR PRICE$1.66$2.16$2.71$3.33$4.00$4.73$5.55$6.37$7.35$8.36$9.51$11.02$12.53$1.74$2.39$3.04$3.87$4.75$5.65$6.81$7.98$9.23$10.56$11.92$14.12$16.54
PutsCheap0.90×
CallsFair0.98×
SkewBullish-3.94 pp
Implied moveBearish±$12.36
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.8472.0%23.8%70.6462.0%14.3%
25Δ94.0470.0%19.6%72.6162.7%12.7%
30Δ91.1369.1%16.7%74.5963.5%11.0%
35Δ88.6268.6%14.4%76.4664.1%9.7%
40Δ86.3668.4%12.4%78.3164.7%8.5%
45Δ84.2068.3%10.6%80.1665.3%7.3%
50Δ82.2068.2%9.1%82.1065.7%6.4%
55Δ80.2068.1%7.7%84.0566.1%5.4%
60Δ78.2667.6%6.5%86.0365.7%4.5%
65Δ76.3367.0%5.3%88.0564.8%3.6%
70Δ74.3366.8%4.3%90.0963.8%2.8%
75Δ72.1567.1%3.4%92.8064.3%2.1%
80Δ69.9667.5%2.6%95.7264.8%1.5%

20Δ

Calls
Pseudo strike
97.84
IV
72.0%
B/E move
23.8%
Puts
Pseudo strike
70.64
IV
62.0%
B/E move
14.3%

25Δ

Calls
Pseudo strike
94.04
IV
70.0%
B/E move
19.6%
Puts
Pseudo strike
72.61
IV
62.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
91.13
IV
69.1%
B/E move
16.7%
Puts
Pseudo strike
74.59
IV
63.5%
B/E move
11.0%

35Δ

Calls
Pseudo strike
88.62
IV
68.6%
B/E move
14.4%
Puts
Pseudo strike
76.46
IV
64.1%
B/E move
9.7%

40Δ

Calls
Pseudo strike
86.36
IV
68.4%
B/E move
12.4%
Puts
Pseudo strike
78.31
IV
64.7%
B/E move
8.5%

45Δ

Calls
Pseudo strike
84.20
IV
68.3%
B/E move
10.6%
Puts
Pseudo strike
80.16
IV
65.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
82.20
IV
68.2%
B/E move
9.1%
Puts
Pseudo strike
82.10
IV
65.7%
B/E move
6.4%

55Δ

Calls
Pseudo strike
80.20
IV
68.1%
B/E move
7.7%
Puts
Pseudo strike
84.05
IV
66.1%
B/E move
5.4%

60Δ

Calls
Pseudo strike
78.26
IV
67.6%
B/E move
6.5%
Puts
Pseudo strike
86.03
IV
65.7%
B/E move
4.5%

65Δ

Calls
Pseudo strike
76.33
IV
67.0%
B/E move
5.3%
Puts
Pseudo strike
88.05
IV
64.8%
B/E move
3.6%

70Δ

Calls
Pseudo strike
74.33
IV
66.8%
B/E move
4.3%
Puts
Pseudo strike
90.09
IV
63.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
72.15
IV
67.1%
B/E move
3.4%
Puts
Pseudo strike
92.80
IV
64.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
69.96
IV
67.5%
B/E move
2.6%
Puts
Pseudo strike
95.72
IV
64.8%
B/E move
1.5%

Options history

No recorded observations