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Healthcare Services Group, Inc. Common Stock HCSG

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Market datapartial · fetched 2026-10-22T21:30:24.221Z

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 · 2026-10-22T20:26:50.227522651Z

FundamentalsAlpha Vantage · unavailable

Share price$24.79
1D+11.5%
AH$22.01$22.80$23.59$24.39$25.185:30 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$0.77$2.06$3.35$4.63$5.92$18.64$21.46$24.27$27.09$29.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HCSG spot · $24.79HCSG PRICE$0.97$1.10$1.23$1.36$1.50$1.62$1.74$1.85$1.97$2.09$2.20$0.91$1.04$1.19$1.36$1.53$1.71$2.06$2.65$3.23$3.81$4.39$4.97$5.55
PutsExpensive1.62×
CallsFair1.02×
SkewBearish+14.87 pp
Implied moveBearish±$3.56
TiltBearish32.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.30102.0%21.8%
25Δ21.5489.9%17.3%
30Δ29.3083.8%22.1%22.6579.4%13.4%
35Δ28.3377.9%18.7%23.3174.5%11.5%
40Δ27.3572.0%15.3%23.9869.6%9.5%
45Δ26.3766.0%11.9%24.6464.7%7.5%
50Δ25.4060.1%8.5%25.3562.6%6.1%
55Δ24.8155.4%6.6%26.1163.8%5.3%
60Δ24.4851.5%5.8%26.8864.9%4.6%
65Δ24.1647.7%4.9%27.6466.1%3.9%
70Δ23.8343.8%4.1%28.4167.3%3.1%
75Δ23.5139.9%3.2%29.1768.4%2.4%
80Δ23.1836.1%2.4%29.9369.6%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.30
IV
102.0%
B/E move
21.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.54
IV
89.9%
B/E move
17.3%

30Δ

Calls
Pseudo strike
29.30
IV
83.8%
B/E move
22.1%
Puts
Pseudo strike
22.65
IV
79.4%
B/E move
13.4%

35Δ

Calls
Pseudo strike
28.33
IV
77.9%
B/E move
18.7%
Puts
Pseudo strike
23.31
IV
74.5%
B/E move
11.5%

40Δ

Calls
Pseudo strike
27.35
IV
72.0%
B/E move
15.3%
Puts
Pseudo strike
23.98
IV
69.6%
B/E move
9.5%

45Δ

Calls
Pseudo strike
26.37
IV
66.0%
B/E move
11.9%
Puts
Pseudo strike
24.64
IV
64.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
25.40
IV
60.1%
B/E move
8.5%
Puts
Pseudo strike
25.35
IV
62.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
24.81
IV
55.4%
B/E move
6.6%
Puts
Pseudo strike
26.11
IV
63.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
24.48
IV
51.5%
B/E move
5.8%
Puts
Pseudo strike
26.88
IV
64.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
24.16
IV
47.7%
B/E move
4.9%
Puts
Pseudo strike
27.64
IV
66.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
23.83
IV
43.8%
B/E move
4.1%
Puts
Pseudo strike
28.41
IV
67.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
23.51
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
29.17
IV
68.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
23.18
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
29.93
IV
69.6%
B/E move
1.6%

Options history

No recorded observations