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Perma-Fix Environmental Svcs Inc PESI

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-23T03:49:56.453Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.605954631Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:49:56.092998+00:00

Share price$12.31
1D+0.0%
AH$12.18$12.31$12.44$12.57$12.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPESI
Sold putSold callAH

Perma-Fix Environmental Svcs Inc options

Live interpolated PESI call and put midpoint premiums by absolute delta.Perma-Fix Environmental Svcs Inc$0.71$1.57$2.44$3.30$4.16$7.16$10.20$13.25$16.29$19.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PESI spot · $12.31PESI PRICE$0.80$1.16$1.52$1.55$1.53$1.47$1.34$1.32$1.56$1.81$2.05$2.30$2.54$1.24$1.01$1.09$1.17$1.25$1.32$1.55$1.85$2.15$2.46$2.76$3.09$3.91
PutsExpensive1.78×
CallsExpensive2.59×
SkewBullish-54.34 pp
Implied moveBearish±$2.89
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.66218.1%115.0%8.75239.2%39.0%
25Δ30.16287.9%154.4%10.08156.4%26.3%
30Δ34.66357.8%193.9%10.64141.5%22.4%
35Δ22.43275.5%94.8%11.19126.6%18.5%
40Δ17.72215.1%56.4%11.75111.7%14.7%
45Δ14.69163.7%31.3%12.3196.8%10.8%
50Δ13.41123.7%19.8%12.7991.2%8.7%
55Δ12.3895.2%11.3%13.2490.4%7.5%
60Δ11.9594.6%9.8%13.6889.6%6.3%
65Δ11.5294.0%8.3%14.1388.8%5.2%
70Δ11.0993.4%6.8%14.5888.1%4.0%
75Δ10.6692.8%5.3%15.0487.4%2.9%
80Δ10.2492.1%3.8%15.9689.6%2.1%

20Δ

Calls
Pseudo strike
25.66
IV
218.1%
B/E move
115.0%
Puts
Pseudo strike
8.75
IV
239.2%
B/E move
39.0%

25Δ

Calls
Pseudo strike
30.16
IV
287.9%
B/E move
154.4%
Puts
Pseudo strike
10.08
IV
156.4%
B/E move
26.3%

30Δ

Calls
Pseudo strike
34.66
IV
357.8%
B/E move
193.9%
Puts
Pseudo strike
10.64
IV
141.5%
B/E move
22.4%

35Δ

Calls
Pseudo strike
22.43
IV
275.5%
B/E move
94.8%
Puts
Pseudo strike
11.19
IV
126.6%
B/E move
18.5%

40Δ

Calls
Pseudo strike
17.72
IV
215.1%
B/E move
56.4%
Puts
Pseudo strike
11.75
IV
111.7%
B/E move
14.7%

45Δ

Calls
Pseudo strike
14.69
IV
163.7%
B/E move
31.3%
Puts
Pseudo strike
12.31
IV
96.8%
B/E move
10.8%

50Δ

Calls
Pseudo strike
13.41
IV
123.7%
B/E move
19.8%
Puts
Pseudo strike
12.79
IV
91.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
12.38
IV
95.2%
B/E move
11.3%
Puts
Pseudo strike
13.24
IV
90.4%
B/E move
7.5%

60Δ

Calls
Pseudo strike
11.95
IV
94.6%
B/E move
9.8%
Puts
Pseudo strike
13.68
IV
89.6%
B/E move
6.3%

65Δ

Calls
Pseudo strike
11.52
IV
94.0%
B/E move
8.3%
Puts
Pseudo strike
14.13
IV
88.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
11.09
IV
93.4%
B/E move
6.8%
Puts
Pseudo strike
14.58
IV
88.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
10.66
IV
92.8%
B/E move
5.3%
Puts
Pseudo strike
15.04
IV
87.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.24
IV
92.1%
B/E move
3.8%
Puts
Pseudo strike
15.96
IV
89.6%
B/E move
2.1%

Options history

No recorded observations