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Parke Bancorp, Inc. Common Stock PKBK

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Market datapartial · fetched 2026-11-12T01:26:39.255Z

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 · 2026-11-11T21:00:00.224515221Z

FundamentalsAlpha Vantage · unavailable

Share price$32.59
1D-0.8%
AH$32.38$32.51$32.63$32.76$32.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPKBK
Sold putSold callAH

Parke Bancorp, Inc. Common Stock options

Live interpolated PKBK call and put midpoint premiums by absolute delta.Parke Bancorp, Inc. Common Stock$2.18$2.34$2.50$2.66$2.82$24.01$27.07$30.13$33.19$36.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PKBK spot · $32.59PKBK PRICE$2.20$2.20$2.20$2.23$2.31$2.38$2.46$2.54$2.62$2.70$2.78$2.20$2.22$2.24$2.26$2.28$2.31$2.33$2.35$2.37$2.40$2.42$2.44$2.47
PutsExpensive3.24×
Calls——
Skew——
Implied moveBalanced±$4.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.39308.3%31.9%
25Δ26.74251.6%24.8%
30Δ45.25282.4%45.6%28.81203.6%18.5%
35Δ39.64221.5%28.4%30.20170.7%14.3%
40Δ36.83181.6%19.8%30.66158.0%12.9%
45Δ34.79151.4%13.6%31.12145.3%11.6%
50Δ34.19139.2%12.0%31.58132.7%10.3%
55Δ33.58126.9%10.4%32.04120.0%8.9%
60Δ32.98114.7%8.8%32.50107.3%7.6%
65Δ32.38102.5%7.1%32.9694.6%6.2%
70Δ31.7790.3%5.5%33.4282.0%4.9%
75Δ31.1778.1%3.9%33.8869.3%3.5%
80Δ30.5665.9%2.3%34.3456.6%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.39
IV
308.3%
B/E move
31.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.74
IV
251.6%
B/E move
24.8%

30Δ

Calls
Pseudo strike
45.25
IV
282.4%
B/E move
45.6%
Puts
Pseudo strike
28.81
IV
203.6%
B/E move
18.5%

35Δ

Calls
Pseudo strike
39.64
IV
221.5%
B/E move
28.4%
Puts
Pseudo strike
30.20
IV
170.7%
B/E move
14.3%

40Δ

Calls
Pseudo strike
36.83
IV
181.6%
B/E move
19.8%
Puts
Pseudo strike
30.66
IV
158.0%
B/E move
12.9%

45Δ

Calls
Pseudo strike
34.79
IV
151.4%
B/E move
13.6%
Puts
Pseudo strike
31.12
IV
145.3%
B/E move
11.6%

50Δ

Calls
Pseudo strike
34.19
IV
139.2%
B/E move
12.0%
Puts
Pseudo strike
31.58
IV
132.7%
B/E move
10.3%

55Δ

Calls
Pseudo strike
33.58
IV
126.9%
B/E move
10.4%
Puts
Pseudo strike
32.04
IV
120.0%
B/E move
8.9%

60Δ

Calls
Pseudo strike
32.98
IV
114.7%
B/E move
8.8%
Puts
Pseudo strike
32.50
IV
107.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
32.38
IV
102.5%
B/E move
7.1%
Puts
Pseudo strike
32.96
IV
94.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
31.77
IV
90.3%
B/E move
5.5%
Puts
Pseudo strike
33.42
IV
82.0%
B/E move
4.9%

75Δ

Calls
Pseudo strike
31.17
IV
78.1%
B/E move
3.9%
Puts
Pseudo strike
33.88
IV
69.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
30.56
IV
65.9%
B/E move
2.3%
Puts
Pseudo strike
34.34
IV
56.6%
B/E move
2.2%

Options history

IV · four-Friday blend56.04%
Daily EOD
PKBK34.6%46.1%57.6%2026-10-19: 36.22%2026-10-20: 49.24%2026-10-21: 49.37%2026-10-22: 45.99%2026-10-23: 49.36%2026-10-26: 47.98%2026-10-27: 50.42%2026-10-28: 38.83%2026-10-29: 48.24%2026-10-30: 56.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.22%
49.24%
49.37%
45.99%
49.36%
47.98%
50.42%
38.83%
48.24%
56.04%