IntraAlpha
Create free account Start free

PACS Group, Inc. PACS

i

Market dataready · fetched 2026-11-12T02:22:01.539Z

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 · 2026-11-12T00:00:00.001928578Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:22:00.968777+00:00

Share price$50.06
1D+1.7%
AH$48.34$49.01$49.67$50.33$51.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPACS
Sold putSold callAH

PACS Group, Inc. options

Live interpolated PACS call and put midpoint premiums by absolute delta.PACS Group, Inc.$0.49$1.75$3.01$4.27$5.53$42.94$46.85$50.75$54.66$58.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PACS spot · $50.06PACS PRICE$0.63$0.80$0.98$1.15$1.33$1.50$1.68$1.98$2.42$2.86$3.30$3.75$4.19$0.63$0.83$1.03$1.23$1.43$1.63$2.01$2.54$3.06$3.59$4.11$4.64$5.16
PutsCheap0.79×
CallsCheap0.66×
SkewBullish-2.74 pp
Implied moveBearish±$3.69
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7472.4%12.6%46.5252.3%8.3%
25Δ54.6372.4%10.7%47.1653.1%7.5%
30Δ53.8069.3%9.4%47.8053.9%6.6%
35Δ52.9666.1%8.1%48.4454.8%5.7%
40Δ52.1263.0%6.8%49.0755.6%4.8%
45Δ51.2959.8%5.5%49.7156.4%4.0%
50Δ50.4556.7%4.1%50.4057.2%3.3%
55Δ49.7154.7%3.2%51.1258.0%2.9%
60Δ49.0754.0%2.9%51.8558.7%2.6%
65Δ48.4453.4%2.5%52.5759.5%2.2%
70Δ47.8052.8%2.1%53.2960.3%1.8%
75Δ47.1752.2%1.7%54.0261.0%1.4%
80Δ46.5351.6%1.3%54.7461.8%1.0%

20Δ

Calls
Pseudo strike
55.74
IV
72.4%
B/E move
12.6%
Puts
Pseudo strike
46.52
IV
52.3%
B/E move
8.3%

25Δ

Calls
Pseudo strike
54.63
IV
72.4%
B/E move
10.7%
Puts
Pseudo strike
47.16
IV
53.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
53.80
IV
69.3%
B/E move
9.4%
Puts
Pseudo strike
47.80
IV
53.9%
B/E move
6.6%

35Δ

Calls
Pseudo strike
52.96
IV
66.1%
B/E move
8.1%
Puts
Pseudo strike
48.44
IV
54.8%
B/E move
5.7%

40Δ

Calls
Pseudo strike
52.12
IV
63.0%
B/E move
6.8%
Puts
Pseudo strike
49.07
IV
55.6%
B/E move
4.8%

45Δ

Calls
Pseudo strike
51.29
IV
59.8%
B/E move
5.5%
Puts
Pseudo strike
49.71
IV
56.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
50.45
IV
56.7%
B/E move
4.1%
Puts
Pseudo strike
50.40
IV
57.2%
B/E move
3.3%

55Δ

Calls
Pseudo strike
49.71
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
51.12
IV
58.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
49.07
IV
54.0%
B/E move
2.9%
Puts
Pseudo strike
51.85
IV
58.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
48.44
IV
53.4%
B/E move
2.5%
Puts
Pseudo strike
52.57
IV
59.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
47.80
IV
52.8%
B/E move
2.1%
Puts
Pseudo strike
53.29
IV
60.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
47.17
IV
52.2%
B/E move
1.7%
Puts
Pseudo strike
54.02
IV
61.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
46.53
IV
51.6%
B/E move
1.3%
Puts
Pseudo strike
54.74
IV
61.8%
B/E move
1.0%

Options history

IV · four-Friday blend70.08%
Daily EOD
PACS63.5%67.2%70.8%2026-10-19: 64.00%2026-10-20: 66.84%2026-10-21: 65.12%2026-10-22: 64.47%2026-10-23: 65.17%2026-10-26: 67.95%2026-10-27: 69.32%2026-10-28: 69.07%2026-10-29: 70.31%2026-10-30: 70.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.00%
66.84%
65.12%
64.47%
65.17%
67.95%
69.32%
69.07%
70.31%
70.08%