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United Parks & Resorts Inc. PRKS

i

Market dataready · fetched 2026-11-12T01:33:08.113Z

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 · 2026-11-12T00:00:00.002797584Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:33:07.575887+00:00

Share price$41.75
1D+0.1%
AH$41.56$42.04$42.53$43.02$43.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRKS
Sold putSold callAH

United Parks & Resorts Inc. options

Live interpolated PRKS call and put midpoint premiums by absolute delta.United Parks & Resorts Inc.$0.74$2.21$3.67$5.14$6.60$29.94$35.89$41.83$47.77$53.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRKS spot · $41.75PRKS PRICE$0.90$1.21$1.51$1.81$2.11$2.42$2.72$3.02$3.98$5.08$6.18$1.13$1.26$1.39$1.52$1.71$1.90$2.09$2.28$2.47$2.66$2.85$3.04$3.23
PutsExpensive1.25×
Calls——
Skew——
Implied moveBalanced±$4.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.39143.3%18.0%
25Δ36.90125.9%14.6%
30Δ44.5269.5%8.8%38.42108.5%11.3%
35Δ43.8971.0%8.0%39.9491.1%8.0%
40Δ43.2672.5%7.2%40.4885.9%7.1%
45Δ42.6374.1%6.5%40.9881.2%6.4%
50Δ42.0075.6%5.7%41.4976.6%5.6%
55Δ41.3777.1%4.9%41.9971.9%4.9%
60Δ40.7478.7%4.1%42.4967.3%4.1%
65Δ40.1180.2%3.3%42.9962.6%3.4%
70Δ38.9588.0%2.8%43.5058.0%2.7%
75Δ37.6897.2%2.4%44.0053.3%1.9%
80Δ36.41106.4%2.0%44.5048.7%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.39
IV
143.3%
B/E move
18.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.90
IV
125.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
44.52
IV
69.5%
B/E move
8.8%
Puts
Pseudo strike
38.42
IV
108.5%
B/E move
11.3%

35Δ

Calls
Pseudo strike
43.89
IV
71.0%
B/E move
8.0%
Puts
Pseudo strike
39.94
IV
91.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
43.26
IV
72.5%
B/E move
7.2%
Puts
Pseudo strike
40.48
IV
85.9%
B/E move
7.1%

45Δ

Calls
Pseudo strike
42.63
IV
74.1%
B/E move
6.5%
Puts
Pseudo strike
40.98
IV
81.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
42.00
IV
75.6%
B/E move
5.7%
Puts
Pseudo strike
41.49
IV
76.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
41.37
IV
77.1%
B/E move
4.9%
Puts
Pseudo strike
41.99
IV
71.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
40.74
IV
78.7%
B/E move
4.1%
Puts
Pseudo strike
42.49
IV
67.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
40.11
IV
80.2%
B/E move
3.3%
Puts
Pseudo strike
42.99
IV
62.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
38.95
IV
88.0%
B/E move
2.8%
Puts
Pseudo strike
43.50
IV
58.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
37.68
IV
97.2%
B/E move
2.4%
Puts
Pseudo strike
44.00
IV
53.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.41
IV
106.4%
B/E move
2.0%
Puts
Pseudo strike
44.50
IV
48.7%
B/E move
1.2%

Options history

IV · four-Friday blend69.52%
Daily EOD
PRKS58.1%64.2%70.4%2026-10-19: 58.95%2026-10-20: 61.15%2026-10-21: 62.19%2026-10-22: 61.87%2026-10-23: 64.80%2026-10-26: 64.29%2026-10-27: 63.18%2026-10-28: 64.25%2026-10-29: 65.43%2026-10-30: 69.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.95%
61.15%
62.19%
61.87%
64.80%
64.29%
63.18%
64.25%
65.43%
69.52%