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PBF ENERGY INC. PBF

ENERGY · OIL & GAS REFINING & MARKETING
i

Market dataready · fetched 2026-11-12T02:10:16.184Z

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 · 2026-11-12T00:00:00.002638543Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:10:15.737802+00:00

Share price$69.73
1D+3.1%
AH$67.41$68.03$68.66$69.29$69.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBF
Sold putSold callAH

PBF ENERGY INC. options

Live interpolated PBF call and put midpoint premiums by absolute delta.PBF ENERGY INC.$0.73$3.31$5.89$8.47$11.04$56.92$63.21$69.50$75.80$82.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PBF spot · $69.73PBF PRICE$1.01$1.38$1.46$1.89$2.33$2.58$2.80$3.23$3.71$4.20$4.70$5.19$1.03$1.33$1.69$2.05$2.55$3.11$3.72$4.46$5.25$6.41$8.58$10.30
Puts——
Calls——
Skew——
Implied moveBearish±$6.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.6984.5%14.3%63.4374.7%10.5%
25Δ77.5791.2%13.2%64.8176.2%9.0%
30Δ74.6273.2%9.1%66.0175.3%7.8%
35Δ73.6276.5%8.3%67.1774.1%6.6%
40Δ72.6179.7%7.5%68.2474.9%5.8%
45Δ71.4474.7%6.1%69.2776.6%5.1%
50Δ70.2468.7%4.8%70.3478.1%4.5%
55Δ69.2667.2%4.0%71.5079.5%3.9%
60Δ68.3466.8%3.3%72.7081.1%3.3%
65Δ67.4266.3%2.7%74.1884.6%2.8%
70Δ66.5663.9%2.2%76.5396.6%2.6%
75Δ65.7061.5%1.7%78.5799.9%2.1%
80Δ

20Δ

Calls
Pseudo strike
78.69
IV
84.5%
B/E move
14.3%
Puts
Pseudo strike
63.43
IV
74.7%
B/E move
10.5%

25Δ

Calls
Pseudo strike
77.57
IV
91.2%
B/E move
13.2%
Puts
Pseudo strike
64.81
IV
76.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
74.62
IV
73.2%
B/E move
9.1%
Puts
Pseudo strike
66.01
IV
75.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
73.62
IV
76.5%
B/E move
8.3%
Puts
Pseudo strike
67.17
IV
74.1%
B/E move
6.6%

40Δ

Calls
Pseudo strike
72.61
IV
79.7%
B/E move
7.5%
Puts
Pseudo strike
68.24
IV
74.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
71.44
IV
74.7%
B/E move
6.1%
Puts
Pseudo strike
69.27
IV
76.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
70.24
IV
68.7%
B/E move
4.8%
Puts
Pseudo strike
70.34
IV
78.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
69.26
IV
67.2%
B/E move
4.0%
Puts
Pseudo strike
71.50
IV
79.5%
B/E move
3.9%

60Δ

Calls
Pseudo strike
68.34
IV
66.8%
B/E move
3.3%
Puts
Pseudo strike
72.70
IV
81.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
67.42
IV
66.3%
B/E move
2.7%
Puts
Pseudo strike
74.18
IV
84.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
66.56
IV
63.9%
B/E move
2.2%
Puts
Pseudo strike
76.53
IV
96.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
65.70
IV
61.5%
B/E move
1.7%
Puts
Pseudo strike
78.57
IV
99.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.97%
Daily EOD
PBF72.2%75.0%77.8%2026-10-19: 72.61%2026-10-20: 72.73%2026-10-21: 72.68%2026-10-22: 73.90%2026-10-23: 74.67%2026-10-26: 75.96%2026-10-27: 77.41%2026-10-28: 77.14%2026-10-29: 73.35%2026-10-30: 72.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.61%
72.73%
72.68%
73.90%
74.67%
75.96%
77.41%
77.14%
73.35%
72.97%