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Performance Food Group Company PFGC

i

Market dataready · fetched 2026-11-12T02:25:59.620Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003026799Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:25:58.992401+00:00

Share price$111.21
1D+0.3%
AH$109.86$110.26$110.66$111.06$111.475:30 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$0.48$2.50$4.51$6.52$8.53$92.96$102.13$111.30$120.47$129.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFGC spot · $111.21PFGC PRICE$0.70$0.90$1.08$1.24$1.40$1.56$1.72$1.89$2.05$2.24$3.04$3.84$4.64$0.73$0.93$1.14$1.35$1.59$2.01$2.44$2.87$3.29$3.72$4.15$5.02$7.95
PutsCheap0.70×
CallsCheap0.32×
SkewBearish+5.14 pp
Implied moveBearish±$4.17
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.4136.2%6.2%106.0035.9%5.3%
25Δ115.9535.1%5.1%107.0434.5%4.6%
30Δ114.7633.7%4.2%108.0833.1%3.8%
35Δ114.0831.9%3.7%109.1131.8%3.1%
40Δ113.3930.1%3.2%110.1030.6%2.4%
45Δ112.7128.2%2.8%110.8230.6%2.2%
50Δ112.0226.4%2.3%111.5430.7%1.9%
55Δ111.3424.5%1.8%112.2630.7%1.6%
60Δ110.6522.7%1.3%112.9730.8%1.4%
65Δ109.9621.0%0.9%113.6930.8%1.1%
70Δ109.0322.2%0.8%114.4130.8%0.9%
75Δ108.0923.4%0.7%115.5332.8%0.6%
80Δ107.1624.6%0.5%118.4943.6%0.6%

20Δ

Calls
Pseudo strike
117.41
IV
36.2%
B/E move
6.2%
Puts
Pseudo strike
106.00
IV
35.9%
B/E move
5.3%

25Δ

Calls
Pseudo strike
115.95
IV
35.1%
B/E move
5.1%
Puts
Pseudo strike
107.04
IV
34.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
114.76
IV
33.7%
B/E move
4.2%
Puts
Pseudo strike
108.08
IV
33.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
114.08
IV
31.9%
B/E move
3.7%
Puts
Pseudo strike
109.11
IV
31.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
113.39
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
110.10
IV
30.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
112.71
IV
28.2%
B/E move
2.8%
Puts
Pseudo strike
110.82
IV
30.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
112.02
IV
26.4%
B/E move
2.3%
Puts
Pseudo strike
111.54
IV
30.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
111.34
IV
24.5%
B/E move
1.8%
Puts
Pseudo strike
112.26
IV
30.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
110.65
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
112.97
IV
30.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
109.96
IV
21.0%
B/E move
0.9%
Puts
Pseudo strike
113.69
IV
30.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
109.03
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
114.41
IV
30.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
108.09
IV
23.4%
B/E move
0.7%
Puts
Pseudo strike
115.53
IV
32.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
107.16
IV
24.6%
B/E move
0.5%
Puts
Pseudo strike
118.49
IV
43.6%
B/E move
0.6%

Options history

IV · four-Friday blend34.76%
Daily EOD
PFGC32.7%34.5%36.3%2026-10-19: 33.40%2026-10-20: 32.93%2026-10-21: 33.53%2026-10-22: 33.21%2026-10-23: 34.48%2026-10-26: 34.52%2026-10-27: 35.39%2026-10-28: 34.42%2026-10-29: 36.03%2026-10-30: 34.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.40%
32.93%
33.53%
33.21%
34.48%
34.52%
35.39%
34.42%
36.03%
34.76%