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Concentra Group Holdings Parent, Inc. CON

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T13:44:53.729Z

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 · 2026-11-11T13:23:31.019200929Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:40:03.059888+00:00

Share price$42.55
1D
Price history unavailable.

Concentra Group Holdings Parent, Inc. options

Live interpolated CON call and put midpoint premiums by absolute delta.Concentra Group Holdings Parent, Inc.$0.43$1.12$1.82$2.52$3.22$37.00$39.80$42.60$45.40$48.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CON spot · $42.55CON PRICE$0.65$0.81$0.98$1.15$1.32$1.49$1.66$1.83$2.00$2.17$2.34$2.51$2.68$0.50$0.75$1.00$1.26$1.51$1.76$2.01$2.26$2.51$2.77$3.02
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$3.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.0391.6%16.8%40.5639.1%5.8%
25Δ47.6986.7%14.0%41.0041.0%5.4%
30Δ46.3481.8%11.2%41.4342.8%5.0%
35Δ45.0076.8%8.5%41.8644.7%4.6%
40Δ44.4973.2%7.7%42.3046.5%4.1%
45Δ43.9869.6%6.9%42.7348.4%3.7%
50Δ43.4766.0%6.1%43.1650.2%3.3%
55Δ42.9662.4%5.3%43.6052.1%2.9%
60Δ42.4658.7%4.5%44.0353.9%2.4%
65Δ41.9555.1%3.7%44.4755.8%2.0%
70Δ41.4451.5%2.9%44.9057.6%1.6%
75Δ40.9347.9%2.1%
80Δ40.4244.3%1.3%

20Δ

Calls
Pseudo strike
49.03
IV
91.6%
B/E move
16.8%
Puts
Pseudo strike
40.56
IV
39.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
47.69
IV
86.7%
B/E move
14.0%
Puts
Pseudo strike
41.00
IV
41.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
46.34
IV
81.8%
B/E move
11.2%
Puts
Pseudo strike
41.43
IV
42.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
45.00
IV
76.8%
B/E move
8.5%
Puts
Pseudo strike
41.86
IV
44.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
44.49
IV
73.2%
B/E move
7.7%
Puts
Pseudo strike
42.30
IV
46.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
43.98
IV
69.6%
B/E move
6.9%
Puts
Pseudo strike
42.73
IV
48.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
43.47
IV
66.0%
B/E move
6.1%
Puts
Pseudo strike
43.16
IV
50.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
42.96
IV
62.4%
B/E move
5.3%
Puts
Pseudo strike
43.60
IV
52.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
42.46
IV
58.7%
B/E move
4.5%
Puts
Pseudo strike
44.03
IV
53.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
41.95
IV
55.1%
B/E move
3.7%
Puts
Pseudo strike
44.47
IV
55.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
41.44
IV
51.5%
B/E move
2.9%
Puts
Pseudo strike
44.90
IV
57.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
40.93
IV
47.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.42
IV
44.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.74%
Daily EOD
CON35.1%39.1%43.1%2026-10-19: 36.21%2026-10-20: 36.00%2026-10-21: 36.10%2026-10-22: 36.67%2026-10-23: 35.64%2026-10-26: 38.57%2026-10-27: 38.31%2026-10-28: 42.59%2026-10-29: 39.54%2026-10-30: 38.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.21%
36.00%
36.10%
36.67%
35.64%
38.57%
38.31%
42.59%
39.54%
38.74%