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Healthcare Services Group, Inc. Common Stock HCSG

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Market datapartial · fetched 2026-10-22T18:30:45.739Z

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 · 2026-10-22T18:30:15.322835912Z

FundamentalsAlpha Vantage · unavailable

Share price$24.29
1D+9.3%
$22.06$22.66$23.26$23.87$24.475:30 AM6:30 AM9:00 AM1:00 PMHCSG
Sold putSold call

Healthcare Services Group, Inc. Common Stock options

Live interpolated HCSG call and put midpoint premiums by absolute delta.Healthcare Services Group, Inc. Common Stock$0.33$1.95$3.58$5.20$6.83$17.43$20.39$23.36$26.32$29.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCSG spot · $24.29HCSG PRICE$0.72$0.55$0.51$0.63$0.75$0.87$1.00$1.12$1.24$1.37$1.49$0.88$1.02$1.16$1.39$1.68$1.96$2.24$3.14$4.21$5.29$6.36
PutsExpensive1.87×
CallsCheap0.51×
SkewBearish+54.58 pp
Implied moveBearish±$2.99
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0199.5%21.2%
25Δ21.0989.4%17.4%
30Δ28.2169.5%19.1%22.1779.3%13.5%
35Δ26.1441.5%9.9%22.9475.3%11.3%
40Δ24.9025.8%4.6%23.5874.0%9.8%
45Δ24.6825.1%4.2%24.2272.8%8.3%
50Δ24.4524.4%3.8%24.8671.5%6.9%
55Δ24.2323.6%3.3%25.9577.3%6.1%
60Δ24.0022.9%2.9%27.1785.1%5.5%
65Δ23.7822.2%2.5%28.3992.9%4.9%
70Δ23.5621.5%2.1%29.61100.7%4.3%
75Δ23.3320.8%1.7%
80Δ23.1120.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.01
IV
99.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.09
IV
89.4%
B/E move
17.4%

30Δ

Calls
Pseudo strike
28.21
IV
69.5%
B/E move
19.1%
Puts
Pseudo strike
22.17
IV
79.3%
B/E move
13.5%

35Δ

Calls
Pseudo strike
26.14
IV
41.5%
B/E move
9.9%
Puts
Pseudo strike
22.94
IV
75.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
24.90
IV
25.8%
B/E move
4.6%
Puts
Pseudo strike
23.58
IV
74.0%
B/E move
9.8%

45Δ

Calls
Pseudo strike
24.68
IV
25.1%
B/E move
4.2%
Puts
Pseudo strike
24.22
IV
72.8%
B/E move
8.3%

50Δ

Calls
Pseudo strike
24.45
IV
24.4%
B/E move
3.8%
Puts
Pseudo strike
24.86
IV
71.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
24.23
IV
23.6%
B/E move
3.3%
Puts
Pseudo strike
25.95
IV
77.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
24.00
IV
22.9%
B/E move
2.9%
Puts
Pseudo strike
27.17
IV
85.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
23.78
IV
22.2%
B/E move
2.5%
Puts
Pseudo strike
28.39
IV
92.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
23.56
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
29.61
IV
100.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
23.33
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
23.11
IV
20.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations