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PBF ENERGY INC. PBF

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Market datapartial · fetched 2026-10-23T03:01:26.573Z

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 · 2026-10-22T23:36:37.002734953Z

FundamentalsAlpha Vantage · unavailable

Share price$79.25
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.$1.18$6.78$12.38$17.98$23.58$56.72$67.77$78.82$89.87$100.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBF spot · $79.25PBF PRICE$1.79$2.36$3.00$3.70$4.51$5.31$6.11$7.01$7.96$9.20$10.94$11.90$13.97$2.29$3.11$3.95$4.92$6.01$7.19$8.75$10.03$11.62$13.16$15.64$18.89$21.96
PutsExpensive1.12×
CallsExpensive1.07×
SkewBearish+3.86 pp
Implied moveBearish±$14.87
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.3779.1%26.4%67.2481.7%18.0%
25Δ94.6978.9%22.5%69.8182.6%15.8%
30Δ91.5878.8%19.3%72.3481.7%13.7%
35Δ88.7678.7%16.7%74.7081.8%12.0%
40Δ86.3580.0%14.7%77.0182.0%10.4%
45Δ83.8979.6%12.6%79.3181.9%9.0%
50Δ81.4678.1%10.5%81.7783.8%7.9%
55Δ79.2377.2%8.8%84.0682.3%6.6%
60Δ77.0475.9%7.3%86.5581.6%5.4%
65Δ74.8676.8%6.1%88.9379.9%4.4%
70Δ72.4280.5%5.2%92.0981.5%3.5%
75Δ70.4275.9%3.9%95.9384.0%2.8%
80Δ67.6678.1%3.0%99.6583.5%2.0%

20Δ

Calls
Pseudo strike
98.37
IV
79.1%
B/E move
26.4%
Puts
Pseudo strike
67.24
IV
81.7%
B/E move
18.0%

25Δ

Calls
Pseudo strike
94.69
IV
78.9%
B/E move
22.5%
Puts
Pseudo strike
69.81
IV
82.6%
B/E move
15.8%

30Δ

Calls
Pseudo strike
91.58
IV
78.8%
B/E move
19.3%
Puts
Pseudo strike
72.34
IV
81.7%
B/E move
13.7%

35Δ

Calls
Pseudo strike
88.76
IV
78.7%
B/E move
16.7%
Puts
Pseudo strike
74.70
IV
81.8%
B/E move
12.0%

40Δ

Calls
Pseudo strike
86.35
IV
80.0%
B/E move
14.7%
Puts
Pseudo strike
77.01
IV
82.0%
B/E move
10.4%

45Δ

Calls
Pseudo strike
83.89
IV
79.6%
B/E move
12.6%
Puts
Pseudo strike
79.31
IV
81.9%
B/E move
9.0%

50Δ

Calls
Pseudo strike
81.46
IV
78.1%
B/E move
10.5%
Puts
Pseudo strike
81.77
IV
83.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
79.23
IV
77.2%
B/E move
8.8%
Puts
Pseudo strike
84.06
IV
82.3%
B/E move
6.6%

60Δ

Calls
Pseudo strike
77.04
IV
75.9%
B/E move
7.3%
Puts
Pseudo strike
86.55
IV
81.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
74.86
IV
76.8%
B/E move
6.1%
Puts
Pseudo strike
88.93
IV
79.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
72.42
IV
80.5%
B/E move
5.2%
Puts
Pseudo strike
92.09
IV
81.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
70.42
IV
75.9%
B/E move
3.9%
Puts
Pseudo strike
95.93
IV
84.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
67.66
IV
78.1%
B/E move
3.0%
Puts
Pseudo strike
99.65
IV
83.5%
B/E move
2.0%

Options history

No recorded observations