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PBF ENERGY INC. PBF

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Market datapartial · fetched 2026-10-22T21:04:31.480Z

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 · 2026-10-22T20:21:30.498828388Z

FundamentalsAlpha Vantage · unavailable

Share price$79.00
1D-3.8%
AH$78$79$81$82$835:30 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.$1.22$6.57$11.91$17.26$22.61$56.81$67.86$78.92$89.97$101.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBF spot · $79.00PBF PRICE$1.80$2.38$3.02$3.73$4.56$5.36$6.19$7.10$8.10$9.44$11.09$12.09$14.27$2.25$3.06$3.89$4.84$5.90$7.05$8.51$9.85$11.26$12.88$14.77$18.01$21.07
PutsExpensive1.11×
CallsExpensive1.10×
SkewBearish+0.76 pp
Implied moveBearish±$14.71
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.3080.0%26.7%67.1280.9%17.9%
25Δ94.6179.8%22.8%69.6781.6%15.7%
30Δ91.4779.7%19.6%72.1680.8%13.6%
35Δ88.6579.8%16.9%74.4980.7%11.8%
40Δ86.2281.3%14.9%76.7780.8%10.3%
45Δ83.7280.8%12.8%79.0380.6%8.9%
50Δ81.2779.5%10.7%81.4282.0%7.7%
55Δ79.0078.6%9.0%83.7181.2%6.5%
60Δ76.7877.8%7.4%86.0579.6%5.3%
65Δ74.5279.4%6.3%88.4678.7%4.3%
70Δ72.1182.1%5.3%91.1177.8%3.4%
75Δ70.0377.7%3.9%94.9081.0%2.7%
80Δ67.1980.4%3.1%98.5680.8%1.9%

20Δ

Calls
Pseudo strike
98.30
IV
80.0%
B/E move
26.7%
Puts
Pseudo strike
67.12
IV
80.9%
B/E move
17.9%

25Δ

Calls
Pseudo strike
94.61
IV
79.8%
B/E move
22.8%
Puts
Pseudo strike
69.67
IV
81.6%
B/E move
15.7%

30Δ

Calls
Pseudo strike
91.47
IV
79.7%
B/E move
19.6%
Puts
Pseudo strike
72.16
IV
80.8%
B/E move
13.6%

35Δ

Calls
Pseudo strike
88.65
IV
79.8%
B/E move
16.9%
Puts
Pseudo strike
74.49
IV
80.7%
B/E move
11.8%

40Δ

Calls
Pseudo strike
86.22
IV
81.3%
B/E move
14.9%
Puts
Pseudo strike
76.77
IV
80.8%
B/E move
10.3%

45Δ

Calls
Pseudo strike
83.72
IV
80.8%
B/E move
12.8%
Puts
Pseudo strike
79.03
IV
80.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
81.27
IV
79.5%
B/E move
10.7%
Puts
Pseudo strike
81.42
IV
82.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
79.00
IV
78.6%
B/E move
9.0%
Puts
Pseudo strike
83.71
IV
81.2%
B/E move
6.5%

60Δ

Calls
Pseudo strike
76.78
IV
77.8%
B/E move
7.4%
Puts
Pseudo strike
86.05
IV
79.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
74.52
IV
79.4%
B/E move
6.3%
Puts
Pseudo strike
88.46
IV
78.7%
B/E move
4.3%

70Δ

Calls
Pseudo strike
72.11
IV
82.1%
B/E move
5.3%
Puts
Pseudo strike
91.11
IV
77.8%
B/E move
3.4%

75Δ

Calls
Pseudo strike
70.03
IV
77.7%
B/E move
3.9%
Puts
Pseudo strike
94.90
IV
81.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
67.19
IV
80.4%
B/E move
3.1%
Puts
Pseudo strike
98.56
IV
80.8%
B/E move
1.9%

Options history

No recorded observations