IntraAlpha
Create free account Start free

Par Pacific Holdings, Inc. Common Stock PARR

i

Market dataready · fetched 2026-11-12T01:52:23.423Z

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: 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 · 2026-11-12T00:41:46.25128512Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:52:23.034779+00:00

Share price$70.83
1D+3.7%
AH$67.83$68.73$69.63$70.54$71.445:30 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$0.51$2.70$4.90$7.09$9.28$58.20$64.97$71.75$78.52$85.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PARR spot · $70.83PARR PRICE$0.75$0.97$1.23$1.62$2.02$2.41$2.80$3.20$3.79$4.50$5.22$5.94$6.66$0.87$1.20$1.53$1.85$2.18$2.62$3.23$3.83$4.44$5.04$5.85$7.25$8.65
PutsCheap0.72×
CallsCheap0.59×
SkewBearish+1.98 pp
Implied moveBearish±$6.03
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.4559.6%10.4%65.3065.4%9.0%
25Δ76.0959.6%8.8%66.3265.0%8.1%
30Δ74.8259.9%7.4%67.3564.6%7.1%
35Δ73.9360.9%6.7%68.3764.2%6.1%
40Δ73.0361.9%6.0%69.4063.8%5.1%
45Δ72.1462.9%5.2%70.4063.8%4.3%
50Δ71.2563.9%4.5%71.3764.3%3.8%
55Δ70.3564.9%3.8%72.3364.8%3.3%
60Δ69.3665.7%3.3%73.3065.3%2.8%
65Δ68.3066.3%2.8%74.2765.8%2.3%
70Δ67.2467.0%2.3%75.4166.7%1.8%
75Δ66.1967.6%1.8%77.0669.1%1.4%
80Δ65.1368.2%1.4%78.7171.5%1.1%

20Δ

Calls
Pseudo strike
77.45
IV
59.6%
B/E move
10.4%
Puts
Pseudo strike
65.30
IV
65.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
76.09
IV
59.6%
B/E move
8.8%
Puts
Pseudo strike
66.32
IV
65.0%
B/E move
8.1%

30Δ

Calls
Pseudo strike
74.82
IV
59.9%
B/E move
7.4%
Puts
Pseudo strike
67.35
IV
64.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
73.93
IV
60.9%
B/E move
6.7%
Puts
Pseudo strike
68.37
IV
64.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
73.03
IV
61.9%
B/E move
6.0%
Puts
Pseudo strike
69.40
IV
63.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
72.14
IV
62.9%
B/E move
5.2%
Puts
Pseudo strike
70.40
IV
63.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
71.25
IV
63.9%
B/E move
4.5%
Puts
Pseudo strike
71.37
IV
64.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
70.35
IV
64.9%
B/E move
3.8%
Puts
Pseudo strike
72.33
IV
64.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
69.36
IV
65.7%
B/E move
3.3%
Puts
Pseudo strike
73.30
IV
65.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
68.30
IV
66.3%
B/E move
2.8%
Puts
Pseudo strike
74.27
IV
65.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
67.24
IV
67.0%
B/E move
2.3%
Puts
Pseudo strike
75.41
IV
66.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
66.19
IV
67.6%
B/E move
1.8%
Puts
Pseudo strike
77.06
IV
69.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
65.13
IV
68.2%
B/E move
1.4%
Puts
Pseudo strike
78.71
IV
71.5%
B/E move
1.1%

Options history

IV · four-Friday blend64.37%
Daily EOD
PARR62.8%64.2%65.6%2026-10-19: 63.22%2026-10-20: 63.10%2026-10-21: 63.55%2026-10-22: 62.98%2026-10-23: 63.88%2026-10-26: 64.02%2026-10-27: 63.58%2026-10-28: 65.41%2026-10-29: 63.07%2026-10-30: 64.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
63.22%
63.10%
63.55%
62.98%
63.88%
64.02%
63.58%
65.41%
63.07%
64.37%