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Parke Bancorp, Inc. Common Stock PKBK

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Market datapartial · fetched 2026-10-22T22:57:07.930Z

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 · 2026-10-22T20:00:00.450781507Z

FundamentalsAlpha Vantage · unavailable

Share price$33.24
1D+2.7%
AH$32.30$32.56$32.83$33.10$33.365:30 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$0.70$3.30$5.89$8.48$11.08$22.86$28.01$33.16$38.30$43.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PKBK spot · $33.24PKBK PRICE$0.98$1.77$2.21$2.24$2.27$2.29$2.42$2.57$2.73$2.88$3.03$3.18$3.33$2.24$2.27$2.30$2.35$2.42$2.48$2.55$2.61$2.67$3.89$6.04$8.18$10.33
PutsExpensive2.16×
CallsExpensive2.03×
SkewBearish+1.79 pp
Implied moveBearish±$4.97
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9594.2%32.2%23.71191.0%35.4%
25Δ47.50144.8%48.2%26.65151.1%26.6%
30Δ48.14161.0%51.5%29.60111.3%17.9%
35Δ44.03135.6%39.2%30.6997.7%14.8%
40Δ39.91110.2%26.9%31.4888.1%12.6%
45Δ35.8084.8%14.6%32.2778.6%10.4%
50Δ34.5175.4%11.1%33.0669.1%8.2%
55Δ33.9069.9%9.7%33.8659.5%6.0%
60Δ33.3064.4%8.4%34.6550.0%3.8%
65Δ32.6958.9%7.0%36.2551.7%2.7%
70Δ32.0853.4%5.6%38.5062.2%2.4%
75Δ31.4847.9%4.3%40.7472.8%2.1%
80Δ30.8742.4%2.9%42.9983.4%1.7%

20Δ

Calls
Pseudo strike
42.95
IV
94.2%
B/E move
32.2%
Puts
Pseudo strike
23.71
IV
191.0%
B/E move
35.4%

25Δ

Calls
Pseudo strike
47.50
IV
144.8%
B/E move
48.2%
Puts
Pseudo strike
26.65
IV
151.1%
B/E move
26.6%

30Δ

Calls
Pseudo strike
48.14
IV
161.0%
B/E move
51.5%
Puts
Pseudo strike
29.60
IV
111.3%
B/E move
17.9%

35Δ

Calls
Pseudo strike
44.03
IV
135.6%
B/E move
39.2%
Puts
Pseudo strike
30.69
IV
97.7%
B/E move
14.8%

40Δ

Calls
Pseudo strike
39.91
IV
110.2%
B/E move
26.9%
Puts
Pseudo strike
31.48
IV
88.1%
B/E move
12.6%

45Δ

Calls
Pseudo strike
35.80
IV
84.8%
B/E move
14.6%
Puts
Pseudo strike
32.27
IV
78.6%
B/E move
10.4%

50Δ

Calls
Pseudo strike
34.51
IV
75.4%
B/E move
11.1%
Puts
Pseudo strike
33.06
IV
69.1%
B/E move
8.2%

55Δ

Calls
Pseudo strike
33.90
IV
69.9%
B/E move
9.7%
Puts
Pseudo strike
33.86
IV
59.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
33.30
IV
64.4%
B/E move
8.4%
Puts
Pseudo strike
34.65
IV
50.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
32.69
IV
58.9%
B/E move
7.0%
Puts
Pseudo strike
36.25
IV
51.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
32.08
IV
53.4%
B/E move
5.6%
Puts
Pseudo strike
38.50
IV
62.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
31.48
IV
47.9%
B/E move
4.3%
Puts
Pseudo strike
40.74
IV
72.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
30.87
IV
42.4%
B/E move
2.9%
Puts
Pseudo strike
42.99
IV
83.4%
B/E move
1.7%

Options history

No recorded observations