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Parke Bancorp, Inc. Common Stock PKBK

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Market datapartial · fetched 2026-11-04T00:30:24.921Z

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 · 2026-11-03T21:00:01.782846652Z

FundamentalsAlpha Vantage · unavailable

Share price$32.91
1D-4.4%
AH$32.78$33.22$33.66$34.09$34.535:30 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$1.09$2.63$4.18$5.72$7.27$25.23$28.20$31.17$34.14$37.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PKBK spot · $32.91PKBK PRICE$1.35$1.67$1.99$2.31$2.48$2.66$2.84$3.01$3.19$3.36$4.05$1.26$1.68$2.10$2.29$2.35$2.41$2.47$2.53$2.59$2.65$3.08$4.95$6.82
PutsExpensive2.29×
Calls——
Skew——
Implied moveBalanced±$4.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.20122.9%21.2%
25Δ28.39126.8%18.8%
30Δ37.6096.8%18.4%29.59130.6%16.5%
35Δ36.72101.5%16.7%30.44124.7%14.5%
40Δ35.84106.1%15.0%31.11113.8%12.6%
45Δ34.97110.3%13.3%31.78102.9%10.8%
50Δ34.23102.7%11.6%32.4591.9%8.9%
55Δ33.5095.2%9.9%33.1281.0%7.0%
60Δ32.7787.7%8.2%33.7970.0%5.2%
65Δ32.0480.1%6.5%34.4659.1%3.3%
70Δ31.3072.6%4.8%35.4051.8%1.8%
75Δ30.5765.1%3.1%37.3859.0%1.5%
80Δ29.4565.5%1.8%39.3666.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.20
IV
122.9%
B/E move
21.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.39
IV
126.8%
B/E move
18.8%

30Δ

Calls
Pseudo strike
37.60
IV
96.8%
B/E move
18.4%
Puts
Pseudo strike
29.59
IV
130.6%
B/E move
16.5%

35Δ

Calls
Pseudo strike
36.72
IV
101.5%
B/E move
16.7%
Puts
Pseudo strike
30.44
IV
124.7%
B/E move
14.5%

40Δ

Calls
Pseudo strike
35.84
IV
106.1%
B/E move
15.0%
Puts
Pseudo strike
31.11
IV
113.8%
B/E move
12.6%

45Δ

Calls
Pseudo strike
34.97
IV
110.3%
B/E move
13.3%
Puts
Pseudo strike
31.78
IV
102.9%
B/E move
10.8%

50Δ

Calls
Pseudo strike
34.23
IV
102.7%
B/E move
11.6%
Puts
Pseudo strike
32.45
IV
91.9%
B/E move
8.9%

55Δ

Calls
Pseudo strike
33.50
IV
95.2%
B/E move
9.9%
Puts
Pseudo strike
33.12
IV
81.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
32.77
IV
87.7%
B/E move
8.2%
Puts
Pseudo strike
33.79
IV
70.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
32.04
IV
80.1%
B/E move
6.5%
Puts
Pseudo strike
34.46
IV
59.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
31.30
IV
72.6%
B/E move
4.8%
Puts
Pseudo strike
35.40
IV
51.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
30.57
IV
65.1%
B/E move
3.1%
Puts
Pseudo strike
37.38
IV
59.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
29.45
IV
65.5%
B/E move
1.8%
Puts
Pseudo strike
39.36
IV
66.1%
B/E move
1.1%

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%