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PG&E Corp PCG

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-10-21T17:48:48.639Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:48:37.6530371Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:47.390345+00:00

Share price$13.27
1D-0.1%
$13.13$13.18$13.24$13.29$13.345:30 AM6:30 AM9:00 AM1:00 PMPCG
Sold putSold call

PG&E Corp options

Live interpolated PCG call and put midpoint premiums by absolute delta.PG&E Corp$0.00$2.73$5.46$8.19$10.91$10.64$11.96$13.27$14.59$15.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCG spot · $13.27PCG PRICE$0.57$0.83$0.90$0.31$0.18$0.22$0.26$0.30$0.34$0.38$0.45$0.56$0.68$0.08$0.11$0.13$0.16$0.20$0.25$0.29$0.33$0.37$2.17$7.13$8.11$10.11
PutsExpensive6.41×
CallsExpensive6.02×
SkewBullish-1.56 pp
Implied moveBearish±$0.55
TiltBearish66.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.25629.9%72.1%12.6968.1%4.9%
25Δ22.03710.7%72.4%12.8167.4%4.2%
30Δ20.48650.2%61.1%12.9366.7%3.5%
35Δ15.00189.3%15.4%13.0366.3%3.0%
40Δ13.4463.0%2.7%13.1266.3%2.6%
45Δ13.3662.9%2.4%13.2066.4%2.3%
50Δ13.2862.9%2.1%13.2866.4%2.0%
55Δ13.2062.8%1.8%13.3766.4%1.7%
60Δ13.1262.8%1.5%13.4566.5%1.4%
65Δ13.0462.7%1.2%15.04227.8%3.0%
70Δ12.9464.2%0.9%19.41652.4%7.4%
75Δ12.8167.6%0.8%20.66604.9%5.4%
80Δ12.6771.0%0.6%22.79653.8%4.5%

20Δ

Calls
Pseudo strike
22.25
IV
629.9%
B/E move
72.1%
Puts
Pseudo strike
12.69
IV
68.1%
B/E move
4.9%

25Δ

Calls
Pseudo strike
22.03
IV
710.7%
B/E move
72.4%
Puts
Pseudo strike
12.81
IV
67.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
20.48
IV
650.2%
B/E move
61.1%
Puts
Pseudo strike
12.93
IV
66.7%
B/E move
3.5%

35Δ

Calls
Pseudo strike
15.00
IV
189.3%
B/E move
15.4%
Puts
Pseudo strike
13.03
IV
66.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
13.44
IV
63.0%
B/E move
2.7%
Puts
Pseudo strike
13.12
IV
66.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
13.36
IV
62.9%
B/E move
2.4%
Puts
Pseudo strike
13.20
IV
66.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
13.28
IV
62.9%
B/E move
2.1%
Puts
Pseudo strike
13.28
IV
66.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
13.20
IV
62.8%
B/E move
1.8%
Puts
Pseudo strike
13.37
IV
66.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
13.12
IV
62.8%
B/E move
1.5%
Puts
Pseudo strike
13.45
IV
66.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
13.04
IV
62.7%
B/E move
1.2%
Puts
Pseudo strike
15.04
IV
227.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.94
IV
64.2%
B/E move
0.9%
Puts
Pseudo strike
19.41
IV
652.4%
B/E move
7.4%

75Δ

Calls
Pseudo strike
12.81
IV
67.6%
B/E move
0.8%
Puts
Pseudo strike
20.66
IV
604.9%
B/E move
5.4%

80Δ

Calls
Pseudo strike
12.67
IV
71.0%
B/E move
0.6%
Puts
Pseudo strike
22.79
IV
653.8%
B/E move
4.5%

Options history

PCG51.1353.1555.172026-10-19: 54.89%2026-10-20: 51.41%Oct 19Oct 20
Table
DateIV
54.89%
51.41%