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Concentra Group Holdings Parent, Inc. CON

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-22T03:52:55.888Z

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 · 2026-10-21T23:00:00.001832438Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:52:31.131345+00:00

Share price$39.09
1D+0.6%
AH$38.68$38.84$39.00$39.16$39.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCON
Sold putSold callAH

Concentra Group Holdings Parent, Inc. options

Live interpolated CON call and put midpoint premiums by absolute delta.Concentra Group Holdings Parent, Inc.$0.79$2.52$4.25$5.98$7.71$31.74$35.31$38.88$42.44$46.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CON spot · $39.09CON PRICE$1.14$1.19$1.23$1.27$1.34$1.85$2.36$2.87$3.37$3.88$4.39$4.92$0.97$1.06$1.31$1.56$1.81$2.06$2.30$2.72$3.51$4.29$5.07$5.86$7.21
PutsExpensive1.35×
CallsExpensive1.16×
SkewBearish+3.84 pp
Implied moveBearish±$4.15
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.3974.6%17.1%
25Δ46.9177.3%22.9%35.4358.1%12.1%
30Δ44.2564.1%16.3%36.2355.9%10.7%
35Δ42.8054.8%12.6%37.0453.7%9.2%
40Δ41.3545.5%9.0%37.8451.5%7.8%
45Δ39.9537.0%5.6%38.6549.3%6.4%
50Δ39.2439.1%5.1%39.4547.2%5.0%
55Δ38.5341.2%4.6%40.3146.2%3.8%
60Δ37.8343.3%4.1%41.3048.0%3.3%
65Δ37.1245.4%3.6%42.2849.8%2.8%
70Δ36.4147.5%3.1%43.2751.5%2.3%
75Δ35.7049.7%2.6%44.2553.3%1.8%
80Δ34.9851.9%2.1%45.7957.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.39
IV
74.6%
B/E move
17.1%

25Δ

Calls
Pseudo strike
46.91
IV
77.3%
B/E move
22.9%
Puts
Pseudo strike
35.43
IV
58.1%
B/E move
12.1%

30Δ

Calls
Pseudo strike
44.25
IV
64.1%
B/E move
16.3%
Puts
Pseudo strike
36.23
IV
55.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
42.80
IV
54.8%
B/E move
12.6%
Puts
Pseudo strike
37.04
IV
53.7%
B/E move
9.2%

40Δ

Calls
Pseudo strike
41.35
IV
45.5%
B/E move
9.0%
Puts
Pseudo strike
37.84
IV
51.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.95
IV
37.0%
B/E move
5.6%
Puts
Pseudo strike
38.65
IV
49.3%
B/E move
6.4%

50Δ

Calls
Pseudo strike
39.24
IV
39.1%
B/E move
5.1%
Puts
Pseudo strike
39.45
IV
47.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
38.53
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
40.31
IV
46.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
37.83
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
41.30
IV
48.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
37.12
IV
45.4%
B/E move
3.6%
Puts
Pseudo strike
42.28
IV
49.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
36.41
IV
47.5%
B/E move
3.1%
Puts
Pseudo strike
43.27
IV
51.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.70
IV
49.7%
B/E move
2.6%
Puts
Pseudo strike
44.25
IV
53.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
34.98
IV
51.9%
B/E move
2.1%
Puts
Pseudo strike
45.79
IV
57.2%
B/E move
1.3%

Options history

No recorded observations