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Provident Financial Services, Inc. PFS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T00:47:17.986Z

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 · 2026-11-13T00:00:00.001790877Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:17.351979+00:00

Share price$22.94
1D-0.8%
AH$22.84$22.93$23.01$23.09$23.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFS
Sold putSold callAH

Provident Financial Services, Inc. options

Live interpolated PFS call and put midpoint premiums by absolute delta.Provident Financial Services, Inc.$1.67$2.40$3.12$3.85$4.57$16.54$18.54$20.55$22.55$24.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PFS spot · $22.94PFS PRICE$1.75$1.76$1.82$1.87$1.92$1.97$2.06$2.20$2.35$2.49$2.64$1.75$1.75$1.77$1.82$1.88$1.95$2.04$2.13$2.21$2.30$2.38$2.80$4.36
PutsExpensive7.80×
Calls——
Skew——
Implied moveBearish±$3.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.90358.7%34.0%
25Δ18.80285.4%25.7%
30Δ34.41350.5%57.6%20.28231.7%19.3%
35Δ29.59279.8%36.7%21.21201.7%15.5%
40Δ28.05247.8%30.2%22.14171.7%11.7%
45Δ26.51215.8%23.7%22.74152.8%9.4%
50Δ24.97183.9%17.2%23.13140.7%8.1%
55Δ23.42151.9%10.7%23.52128.5%6.7%
60Δ22.36128.8%6.4%23.91116.4%5.4%
65Δ22.00119.1%5.5%24.30104.3%4.1%
70Δ21.65109.5%4.6%24.7092.2%2.7%
75Δ21.2999.8%3.7%25.3686.7%1.6%
80Δ20.9490.1%2.8%26.99104.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.90
IV
358.7%
B/E move
34.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.80
IV
285.4%
B/E move
25.7%

30Δ

Calls
Pseudo strike
34.41
IV
350.5%
B/E move
57.6%
Puts
Pseudo strike
20.28
IV
231.7%
B/E move
19.3%

35Δ

Calls
Pseudo strike
29.59
IV
279.8%
B/E move
36.7%
Puts
Pseudo strike
21.21
IV
201.7%
B/E move
15.5%

40Δ

Calls
Pseudo strike
28.05
IV
247.8%
B/E move
30.2%
Puts
Pseudo strike
22.14
IV
171.7%
B/E move
11.7%

45Δ

Calls
Pseudo strike
26.51
IV
215.8%
B/E move
23.7%
Puts
Pseudo strike
22.74
IV
152.8%
B/E move
9.4%

50Δ

Calls
Pseudo strike
24.97
IV
183.9%
B/E move
17.2%
Puts
Pseudo strike
23.13
IV
140.7%
B/E move
8.1%

55Δ

Calls
Pseudo strike
23.42
IV
151.9%
B/E move
10.7%
Puts
Pseudo strike
23.52
IV
128.5%
B/E move
6.7%

60Δ

Calls
Pseudo strike
22.36
IV
128.8%
B/E move
6.4%
Puts
Pseudo strike
23.91
IV
116.4%
B/E move
5.4%

65Δ

Calls
Pseudo strike
22.00
IV
119.1%
B/E move
5.5%
Puts
Pseudo strike
24.30
IV
104.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
21.65
IV
109.5%
B/E move
4.6%
Puts
Pseudo strike
24.70
IV
92.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
21.29
IV
99.8%
B/E move
3.7%
Puts
Pseudo strike
25.36
IV
86.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
20.94
IV
90.1%
B/E move
2.8%
Puts
Pseudo strike
26.99
IV
104.1%
B/E move
1.4%

Options history

IV · four-Friday blend64.46%
Daily EOD
PFS58.8%62.5%66.2%2026-10-19: 61.65%2026-10-20: 62.48%2026-10-21: 65.66%2026-10-22: 60.44%2026-10-23: 61.49%2026-10-26: 63.34%2026-10-27: 63.65%2026-10-28: 65.00%2026-10-29: 59.30%2026-10-30: 64.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.65%
62.48%
65.66%
60.44%
61.49%
63.34%
63.65%
65.00%
59.30%
64.46%