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Concentra Group Holdings Parent, Inc. CON

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-22T04:38:29.106Z

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 2026-10-22T04:38:28.702018+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$2.50$4.22$5.94$7.65$31.67$35.28$38.88$42.49$46.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CON spot · $39.09CON PRICE$1.14$1.19$1.23$1.27$1.34$1.85$2.36$2.87$3.38$3.89$4.40$4.95$0.97$1.06$1.31$1.56$1.80$2.05$2.30$2.72$3.50$4.28$5.06$5.84$7.16
PutsExpensive1.37×
CallsExpensive1.17×
SkewBearish+3.70 pp
Implied moveBearish±$4.15
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.3974.6%17.1%
25Δ46.9077.4%22.9%35.4358.1%12.1%
30Δ44.2564.2%16.3%36.2356.1%10.7%
35Δ42.8055.1%12.6%37.0354.0%9.2%
40Δ41.3445.9%9.0%37.8452.0%7.8%
45Δ39.9437.6%5.6%38.6449.9%6.4%
50Δ39.2439.8%5.1%39.4447.8%5.0%
55Δ38.5342.0%4.6%40.3046.9%3.8%
60Δ37.8244.1%4.1%41.2948.7%3.3%
65Δ37.1146.3%3.6%42.2750.5%2.8%
70Δ36.4048.5%3.1%43.2552.3%2.3%
75Δ35.7050.6%2.6%44.2454.1%1.8%
80Δ34.9453.0%2.1%45.7457.9%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
46.90
IV
77.4%
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
64.2%
B/E move
16.3%
Puts
Pseudo strike
36.23
IV
56.1%
B/E move
10.7%

35Δ

Calls
Pseudo strike
42.80
IV
55.1%
B/E move
12.6%
Puts
Pseudo strike
37.03
IV
54.0%
B/E move
9.2%

40Δ

Calls
Pseudo strike
41.34
IV
45.9%
B/E move
9.0%
Puts
Pseudo strike
37.84
IV
52.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.94
IV
37.6%
B/E move
5.6%
Puts
Pseudo strike
38.64
IV
49.9%
B/E move
6.4%

50Δ

Calls
Pseudo strike
39.24
IV
39.8%
B/E move
5.1%
Puts
Pseudo strike
39.44
IV
47.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
38.53
IV
42.0%
B/E move
4.6%
Puts
Pseudo strike
40.30
IV
46.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
37.82
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
41.29
IV
48.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
37.11
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
42.27
IV
50.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
36.40
IV
48.5%
B/E move
3.1%
Puts
Pseudo strike
43.25
IV
52.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
35.70
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
44.24
IV
54.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
34.94
IV
53.0%
B/E move
2.1%
Puts
Pseudo strike
45.74
IV
57.9%
B/E move
1.3%

Options history

No recorded observations