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Healthcare Services Group, Inc. Common Stock HCSG

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T01:12:26.833Z

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 · 2026-11-11T21:11:53.043134857Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:12:26.460992+00:00

Share price$25.19
1D+0.3%
AH$25.09$25.15$25.22$25.28$25.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHCSG
Sold putSold callAH

Healthcare Services Group, Inc. Common Stock options

Live interpolated HCSG call and put midpoint premiums by absolute delta.Healthcare Services Group, Inc. Common Stock$0.67$1.33$2.00$2.66$3.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHCSG PRICE$1.08$1.16$1.25$1.33$1.41$1.50$1.81$2.14$2.47$2.80$3.13$0.74$0.98$1.12$1.20$1.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.31144.8%18.4%
25Δ22.16146.4%15.9%
30Δ29.92166.1%23.0%22.92138.0%13.5%
35Δ28.94150.9%19.5%23.63123.0%11.0%
40Δ27.97135.7%16.0%24.33107.9%8.5%
45Δ27.00120.5%12.4%
50Δ26.02105.3%8.9%
55Δ25.0590.1%5.4%
60Δ24.5390.1%4.6%
65Δ24.0390.9%3.9%
70Δ23.5391.7%3.2%
75Δ23.0292.6%2.5%
80Δ22.5293.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.31
IV
144.8%
B/E move
18.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.16
IV
146.4%
B/E move
15.9%

30Δ

Calls
Pseudo strike
29.92
IV
166.1%
B/E move
23.0%
Puts
Pseudo strike
22.92
IV
138.0%
B/E move
13.5%

35Δ

Calls
Pseudo strike
28.94
IV
150.9%
B/E move
19.5%
Puts
Pseudo strike
23.63
IV
123.0%
B/E move
11.0%

40Δ

Calls
Pseudo strike
27.97
IV
135.7%
B/E move
16.0%
Puts
Pseudo strike
24.33
IV
107.9%
B/E move
8.5%

45Δ

Calls
Pseudo strike
27.00
IV
120.5%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
26.02
IV
105.3%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.05
IV
90.1%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.53
IV
90.1%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.03
IV
90.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.53
IV
91.7%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.02
IV
92.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.52
IV
93.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.98%
Daily close
HCSG32.3%80.3%128.2%2026-08-14: 62.98%2026-08-20: 72.84%2026-08-21: 47.23%2026-08-24: 46.34%2026-08-25: 45.20%2026-08-26: 53.05%2026-08-27: 53.55%2026-08-31: 50.58%2026-09-01: 54.75%2026-09-02: 52.71%2026-09-03: 55.57%2026-09-04: 56.44%2026-09-09: 58.32%2026-09-10: 56.26%2026-09-16: 84.78%2026-09-18: 53.46%2026-09-21: 53.97%2026-09-22: 49.34%2026-09-23: 53.14%2026-09-24: 53.86%2026-09-25: 53.47%2026-09-28: 56.51%2026-09-29: 55.00%2026-09-30: 58.73%2026-10-01: 55.72%2026-10-02: 57.42%2026-10-05: 59.23%2026-10-06: 57.78%2026-10-07: 69.29%2026-10-08: 60.79%2026-10-09: 65.27%2026-10-12: 78.56%2026-10-13: 81.86%2026-10-15: 121.63%2026-10-16: 57.55%2026-10-19: 55.36%2026-10-20: 55.90%2026-10-21: 49.89%2026-10-22: 45.63%2026-10-23: 43.95%2026-10-27: 41.73%2026-10-28: 43.70%2026-10-29: 38.91%2026-10-30: 41.98%Aug 14Sep 28Oct 30
44 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
62.98%
72.84%
47.23%
46.34%
45.20%
53.05%
53.55%
50.58%
54.75%
52.71%
55.57%
56.44%
58.32%
56.26%
84.78%
53.46%
53.97%
49.34%
53.14%
53.86%
53.47%
56.51%
55.00%
58.73%
55.72%
57.42%
59.23%
57.78%
69.29%
60.79%
65.27%
78.56%
81.86%
121.63%
57.55%
55.36%
55.90%
49.89%
45.63%
43.95%
41.73%
43.70%
38.91%
41.98%