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Performance Food Group Company PFGC

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Market datapartial · fetched 2026-10-22T22:59:04.571Z

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 · 2026-10-22T22:30:00.002475386Z

FundamentalsAlpha Vantage · unavailable

Share price$97.89
1D+1.3%
AH$96.50$96.98$97.45$97.93$98.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFGC
Sold putSold callAH

Performance Food Group Company options

Live interpolated PFGC call and put midpoint premiums by absolute delta.Performance Food Group Company$1.00$3.67$6.35$9.03$11.71$84.80$91.13$97.45$103.77$110.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFGC spot · $97.89PFGC PRICE$1.48$1.28$1.72$2.15$2.59$3.03$3.54$4.05$4.56$5.07$6.43$8.10$9.77$1.46$1.82$2.30$2.78$3.33$3.91$4.48$5.07$6.02$6.97$7.92$9.23$10.94
PutsExpensive1.46×
CallsExpensive1.38×
SkewBearish+3.21 pp
Implied moveBearish±$8.02
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.9452.5%16.9%88.8045.3%10.8%
25Δ104.9032.5%8.5%91.2941.1%8.6%
30Δ103.6432.9%7.6%92.9340.5%7.4%
35Δ102.3833.4%6.8%94.5839.9%6.2%
40Δ101.1233.9%5.9%96.0039.2%5.3%
45Δ99.8734.2%5.1%97.3438.4%4.6%
50Δ98.7333.5%4.5%98.6837.6%3.8%
55Δ97.5832.8%3.8%100.0236.8%3.0%
60Δ96.4432.0%3.2%101.4436.7%2.5%
65Δ95.3031.3%2.5%102.8636.6%2.0%
70Δ93.5833.8%2.2%104.2836.6%1.6%
75Δ91.6737.5%1.9%106.0136.7%1.1%
80Δ89.7340.5%1.6%108.0637.0%0.8%

20Δ

Calls
Pseudo strike
112.94
IV
52.5%
B/E move
16.9%
Puts
Pseudo strike
88.80
IV
45.3%
B/E move
10.8%

25Δ

Calls
Pseudo strike
104.90
IV
32.5%
B/E move
8.5%
Puts
Pseudo strike
91.29
IV
41.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
103.64
IV
32.9%
B/E move
7.6%
Puts
Pseudo strike
92.93
IV
40.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
102.38
IV
33.4%
B/E move
6.8%
Puts
Pseudo strike
94.58
IV
39.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
101.12
IV
33.9%
B/E move
5.9%
Puts
Pseudo strike
96.00
IV
39.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
99.87
IV
34.2%
B/E move
5.1%
Puts
Pseudo strike
97.34
IV
38.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
98.73
IV
33.5%
B/E move
4.5%
Puts
Pseudo strike
98.68
IV
37.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
97.58
IV
32.8%
B/E move
3.8%
Puts
Pseudo strike
100.02
IV
36.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
96.44
IV
32.0%
B/E move
3.2%
Puts
Pseudo strike
101.44
IV
36.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
95.30
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
102.86
IV
36.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
93.58
IV
33.8%
B/E move
2.2%
Puts
Pseudo strike
104.28
IV
36.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
91.67
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
106.01
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
89.73
IV
40.5%
B/E move
1.6%
Puts
Pseudo strike
108.06
IV
37.0%
B/E move
0.8%

Options history

No recorded observations