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Public Service Enterprise Group Inc PEG

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-15T20:35:19.983Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:44.150203818Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:19.210048+00:00

Share price$70.33
1D-0.6%
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$0.23$1.61$3.00$4.39$5.78$67.55$69.19$70.82$72.46$74.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $70.33OPTION PRICELive PEG spot · $70.33PEG PRICE$0.71$0.60$0.55$0.54$0.54$0.54$0.54$0.53$0.53$0.53$1.93$3.65$5.38$0.38$0.39$0.40$0.41$0.42$0.65$0.90$1.15$1.40$1.65$1.90$2.15$2.40
PutsExpensive2.31×
CallsExpensive5.93×
SkewBullish-27.19 pp
Implied moveBearish±$1.44
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.76213.5%13.0%67.5892.7%4.4%
25Δ74.41129.8%6.7%68.1779.6%3.6%
30Δ72.3287.8%3.6%68.7766.6%2.8%
35Δ72.0078.7%3.1%69.3653.6%2.0%
40Δ71.6769.7%2.7%69.9540.5%1.1%
45Δ71.3560.6%2.2%70.2942.5%1.0%
50Δ71.0351.5%1.8%70.6045.8%0.9%
55Δ70.7142.4%1.3%70.9149.2%0.8%
60Δ70.3833.3%0.8%71.2252.5%0.7%
65Δ70.0624.3%0.4%71.5455.9%0.6%
70Δ68.7261.5%0.5%71.8559.3%0.5%
75Δ67.14109.5%0.7%72.1662.6%0.5%
80Δ65.57157.5%0.9%72.4766.0%0.4%

20Δ

Calls
Pseudo strike
78.76
IV
213.5%
B/E move
13.0%
Puts
Pseudo strike
67.58
IV
92.7%
B/E move
4.4%

25Δ

Calls
Pseudo strike
74.41
IV
129.8%
B/E move
6.7%
Puts
Pseudo strike
68.17
IV
79.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
72.32
IV
87.8%
B/E move
3.6%
Puts
Pseudo strike
68.77
IV
66.6%
B/E move
2.8%

35Δ

Calls
Pseudo strike
72.00
IV
78.7%
B/E move
3.1%
Puts
Pseudo strike
69.36
IV
53.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
71.67
IV
69.7%
B/E move
2.7%
Puts
Pseudo strike
69.95
IV
40.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
71.35
IV
60.6%
B/E move
2.2%
Puts
Pseudo strike
70.29
IV
42.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
71.03
IV
51.5%
B/E move
1.8%
Puts
Pseudo strike
70.60
IV
45.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
70.71
IV
42.4%
B/E move
1.3%
Puts
Pseudo strike
70.91
IV
49.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
70.38
IV
33.3%
B/E move
0.8%
Puts
Pseudo strike
71.22
IV
52.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
70.06
IV
24.3%
B/E move
0.4%
Puts
Pseudo strike
71.54
IV
55.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
68.72
IV
61.5%
B/E move
0.5%
Puts
Pseudo strike
71.85
IV
59.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
67.14
IV
109.5%
B/E move
0.7%
Puts
Pseudo strike
72.16
IV
62.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
65.57
IV
157.5%
B/E move
0.9%
Puts
Pseudo strike
72.47
IV
66.0%
B/E move
0.4%