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Public Service Enterprise Group Inc PEG

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-15T20:03:52.651Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.318982532Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:42.692448+00:00

Share price$70.21
1D-0.7%
AH$69.92$70.15$70.37$70.59$70.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEG
Sold putSold callAH

Public Service Enterprise Group Inc options

Live interpolated PEG call and put midpoint premiums by absolute delta.Public Service Enterprise Group Inc$0.21$1.76$3.30$4.85$6.40$67.59$69.30$71.00$72.70$74.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $70.21OPTION PRICELive PEG spot · $70.21PEG PRICE$0.70$0.59$0.55$0.54$0.54$0.54$0.53$0.53$0.85$2.13$3.40$4.68$5.95$0.38$0.39$0.40$0.41$0.42$0.51$0.75$0.98$1.21$1.44$1.68$1.91$2.14
PutsExpensive2.11×
CallsExpensive5.48×
SkewBullish-43.03 pp
Implied moveBearish±$1.28
TiltBullish26.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.55209.4%12.9%67.5390.5%4.3%
25Δ74.02123.4%6.3%68.0778.7%3.6%
30Δ72.2487.6%3.7%68.6066.9%2.9%
35Δ71.8577.2%3.1%69.1455.1%2.1%
40Δ71.4666.8%2.5%69.6743.3%1.4%
45Δ71.0756.4%2.0%70.1136.9%0.9%
50Δ70.6846.0%1.4%70.4039.1%0.8%
55Δ70.2935.6%0.9%70.6941.4%0.7%
60Δ69.7037.1%0.5%70.9843.7%0.6%
65Δ68.5473.6%0.6%71.2746.0%0.5%
70Δ67.37110.1%0.8%71.5648.3%0.5%
75Δ66.21146.5%1.0%71.8650.5%0.4%
80Δ65.04183.0%1.1%72.1552.8%0.3%

20Δ

Calls
Pseudo strike
78.55
IV
209.4%
B/E move
12.9%
Puts
Pseudo strike
67.53
IV
90.5%
B/E move
4.3%

25Δ

Calls
Pseudo strike
74.02
IV
123.4%
B/E move
6.3%
Puts
Pseudo strike
68.07
IV
78.7%
B/E move
3.6%

30Δ

Calls
Pseudo strike
72.24
IV
87.6%
B/E move
3.7%
Puts
Pseudo strike
68.60
IV
66.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
71.85
IV
77.2%
B/E move
3.1%
Puts
Pseudo strike
69.14
IV
55.1%
B/E move
2.1%

40Δ

Calls
Pseudo strike
71.46
IV
66.8%
B/E move
2.5%
Puts
Pseudo strike
69.67
IV
43.3%
B/E move
1.4%

45Δ

Calls
Pseudo strike
71.07
IV
56.4%
B/E move
2.0%
Puts
Pseudo strike
70.11
IV
36.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
70.68
IV
46.0%
B/E move
1.4%
Puts
Pseudo strike
70.40
IV
39.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
70.29
IV
35.6%
B/E move
0.9%
Puts
Pseudo strike
70.69
IV
41.4%
B/E move
0.7%

60Δ

Calls
Pseudo strike
69.70
IV
37.1%
B/E move
0.5%
Puts
Pseudo strike
70.98
IV
43.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
68.54
IV
73.6%
B/E move
0.6%
Puts
Pseudo strike
71.27
IV
46.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
67.37
IV
110.1%
B/E move
0.8%
Puts
Pseudo strike
71.56
IV
48.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
66.21
IV
146.5%
B/E move
1.0%
Puts
Pseudo strike
71.86
IV
50.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
65.04
IV
183.0%
B/E move
1.1%
Puts
Pseudo strike
72.15
IV
52.8%
B/E move
0.3%