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Public Service Enterprise Group Incorporated PEG

i

Market dataready · fetched 2026-11-07T01:52:38.125Z

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 · 2026-11-07T00:00:00.001728093Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T01:52:37.350055+00:00

Share price$72.61
1D+0.9%
AH$71.81$72.11$72.40$72.69$72.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEG
Sold putSold callAH

Public Service Enterprise Group Incorporated options

Live interpolated PEG call and put midpoint premiums by absolute delta.Public Service Enterprise Group Incorporated$0.48$1.53$2.58$3.63$4.68$67.73$70.22$72.72$75.21$77.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PEG spot · $72.61PEG PRICE$0.79$1.04$0.70$0.88$1.05$1.23$1.41$1.64$2.01$2.37$2.74$3.11$3.80$0.59$0.74$0.90$1.05$1.20$1.47$1.78$2.09$2.41$2.72$3.38$4.38
Puts——
CallsExpensive1.32×
Skew——
Implied moveBearish±$2.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4144.0%9.1%
25Δ77.8348.5%8.6%70.2326.8%4.1%
30Δ74.8426.4%4.0%70.7626.2%3.6%
35Δ74.3426.1%3.6%71.2825.5%3.1%
40Δ73.8425.8%3.2%71.8124.8%2.5%
45Δ73.3425.5%2.7%72.3424.1%2.0%
50Δ72.8425.2%2.3%72.8424.1%1.7%
55Δ72.3325.1%1.9%73.3224.4%1.5%
60Δ71.8025.6%1.7%73.8024.7%1.2%
65Δ71.2726.1%1.4%74.2825.0%1.0%
70Δ70.7426.7%1.2%74.7625.2%0.8%
75Δ70.2127.2%1.0%75.5626.8%0.6%
80Δ69.3828.4%0.8%76.6529.7%0.5%

20Δ

Calls
Pseudo strike
78.41
IV
44.0%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
77.83
IV
48.5%
B/E move
8.6%
Puts
Pseudo strike
70.23
IV
26.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
74.84
IV
26.4%
B/E move
4.0%
Puts
Pseudo strike
70.76
IV
26.2%
B/E move
3.6%

35Δ

Calls
Pseudo strike
74.34
IV
26.1%
B/E move
3.6%
Puts
Pseudo strike
71.28
IV
25.5%
B/E move
3.1%

40Δ

Calls
Pseudo strike
73.84
IV
25.8%
B/E move
3.2%
Puts
Pseudo strike
71.81
IV
24.8%
B/E move
2.5%

45Δ

Calls
Pseudo strike
73.34
IV
25.5%
B/E move
2.7%
Puts
Pseudo strike
72.34
IV
24.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
72.84
IV
25.2%
B/E move
2.3%
Puts
Pseudo strike
72.84
IV
24.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
72.33
IV
25.1%
B/E move
1.9%
Puts
Pseudo strike
73.32
IV
24.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
71.80
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
73.80
IV
24.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
71.27
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
74.28
IV
25.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
70.74
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
74.76
IV
25.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
70.21
IV
27.2%
B/E move
1.0%
Puts
Pseudo strike
75.56
IV
26.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
69.38
IV
28.4%
B/E move
0.8%
Puts
Pseudo strike
76.65
IV
29.7%
B/E move
0.5%

Options history

IV · four-Friday blend23.17%
Daily close
PEG18.6%25.2%31.7%2026-08-10: 22.07%2026-08-11: 21.73%2026-08-12: 23.45%2026-08-13: 21.68%2026-08-21: 21.14%2026-08-24: 20.90%2026-08-25: 20.17%2026-08-26: 20.02%2026-08-27: 21.08%2026-08-28: 20.39%2026-08-31: 20.55%2026-09-01: 21.11%2026-09-03: 21.27%2026-09-09: 19.48%2026-09-10: 21.50%2026-09-11: 20.59%2026-09-14: 30.82%2026-09-16: 29.13%2026-09-18: 21.82%2026-09-21: 22.17%2026-09-22: 21.09%2026-09-23: 20.82%2026-09-24: 22.70%2026-09-25: 21.53%2026-09-28: 20.58%2026-09-29: 22.27%2026-09-30: 22.24%2026-10-01: 21.86%2026-10-02: 21.68%2026-10-06: 23.19%2026-10-07: 23.43%2026-10-08: 23.27%2026-10-09: 24.84%2026-10-15: 27.83%2026-10-16: 23.67%2026-10-19: 22.96%2026-10-20: 23.94%2026-10-21: 23.12%2026-10-22: 23.99%2026-10-23: 23.98%2026-10-26: 23.73%2026-10-27: 23.22%2026-10-28: 23.48%2026-10-29: 23.48%2026-10-30: 23.17%Aug 10Sep 24Oct 30
45 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.07%
21.73%
23.45%
21.68%
21.14%
20.90%
20.17%
20.02%
21.08%
20.39%
20.55%
21.11%
21.27%
19.48%
21.50%
20.59%
30.82%
29.13%
21.82%
22.17%
21.09%
20.82%
22.70%
21.53%
20.58%
22.27%
22.24%
21.86%
21.68%
23.19%
23.43%
23.27%
24.84%
27.83%
23.67%
22.96%
23.94%
23.12%
23.99%
23.98%
23.73%
23.22%
23.48%
23.48%
23.17%