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Public Service Enterprise Group Inc PEG

UTILITIES · UTILITIES - REGULATED ELECTRIC
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Market dataready · fetched 2026-10-16T00:17:19.585Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001674698Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:18.880771+00:00

Share price$70.21
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$0.48$2.34$4.21$6.07$7.94$62.50$66.45$70.41$74.36$78.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEG spot · $70.21PEG PRICE$0.71$0.76$0.96$1.15$1.44$1.75$2.06$2.37$3.09$3.82$4.56$5.36$6.16$0.68$0.88$1.10$1.34$1.57$1.82$2.21$2.61$3.01$3.69$4.93$6.16$7.40
PutsCheap0.88×
CallsCheap0.89×
SkewBullish-1.70 pp
Implied moveBearish±$4.27
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.2631.4%11.1%65.9026.3%7.1%
25Δ74.3523.4%7.0%66.9125.6%6.0%
30Δ73.5223.2%6.1%67.8125.0%5.0%
35Δ72.6923.0%5.2%68.5524.4%4.3%
40Δ71.9923.2%4.6%69.2923.8%3.6%
45Δ71.3323.6%4.1%70.0323.2%2.8%
50Δ70.6723.9%3.6%70.7023.3%2.5%
55Δ70.0124.3%3.1%71.3823.5%2.1%
60Δ69.1226.6%2.8%72.0523.7%1.7%
65Δ68.2229.0%2.6%72.9724.2%1.3%
70Δ67.2830.9%2.3%74.4025.5%1.1%
75Δ66.2031.3%1.9%75.8226.8%0.8%
80Δ65.1331.7%1.5%77.2428.2%0.5%

20Δ

Calls
Pseudo strike
77.26
IV
31.4%
B/E move
11.1%
Puts
Pseudo strike
65.90
IV
26.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
74.35
IV
23.4%
B/E move
7.0%
Puts
Pseudo strike
66.91
IV
25.6%
B/E move
6.0%

30Δ

Calls
Pseudo strike
73.52
IV
23.2%
B/E move
6.1%
Puts
Pseudo strike
67.81
IV
25.0%
B/E move
5.0%

35Δ

Calls
Pseudo strike
72.69
IV
23.0%
B/E move
5.2%
Puts
Pseudo strike
68.55
IV
24.4%
B/E move
4.3%

40Δ

Calls
Pseudo strike
71.99
IV
23.2%
B/E move
4.6%
Puts
Pseudo strike
69.29
IV
23.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
71.33
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
70.03
IV
23.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
70.67
IV
23.9%
B/E move
3.6%
Puts
Pseudo strike
70.70
IV
23.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
70.01
IV
24.3%
B/E move
3.1%
Puts
Pseudo strike
71.38
IV
23.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
69.12
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
72.05
IV
23.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
68.22
IV
29.0%
B/E move
2.6%
Puts
Pseudo strike
72.97
IV
24.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
67.28
IV
30.9%
B/E move
2.3%
Puts
Pseudo strike
74.40
IV
25.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
66.20
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
75.82
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
65.13
IV
31.7%
B/E move
1.5%
Puts
Pseudo strike
77.24
IV
28.2%
B/E move
0.5%