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Provident Financial Services, Inc. PFS

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Market datapartial · fetched 2026-10-23T21:06:19.044Z

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 · 2026-10-23T20:10:00.002505993Z

FundamentalsAlpha Vantage · unavailable

Share price$23.24
1D+0.6%
AH$22.86$22.96$23.06$23.17$23.275:30 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.$0.40$2.24$4.07$5.90$7.74$13.61$17.81$22.01$26.21$30.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFS spot · $23.24PFS PRICE$0.60$0.86$1.12$1.38$1.64$1.91$2.09$2.26$2.43$2.61$2.81$3.00$3.19$2.14$2.45$2.45$2.45$2.53$3.11$3.70$4.28$4.87$5.45$6.04$6.62$7.21
PutsExpensive5.74×
CallsExpensive4.05×
SkewBearish+38.33 pp
Implied moveBearish±$5.79
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.0494.0%31.9%17.05208.6%35.8%
25Δ29.0495.3%28.6%18.66193.4%30.2%
30Δ28.0797.0%25.6%20.33157.8%23.1%
35Δ27.1098.6%22.6%21.49133.8%18.1%
40Δ26.13100.2%19.5%22.62112.7%13.5%
45Δ25.16101.8%16.5%23.54110.2%12.1%
50Δ24.3095.9%13.6%24.45107.8%10.7%
55Δ23.4688.5%10.7%25.37105.3%9.3%
60Δ22.6281.1%7.8%26.28102.8%7.9%
65Δ22.1175.3%6.4%27.19100.3%6.5%
70Δ21.6569.8%5.2%28.1197.9%5.0%
75Δ21.2064.3%4.1%29.0295.4%3.6%
80Δ20.7458.8%3.0%29.9492.9%2.2%

20Δ

Calls
Pseudo strike
30.04
IV
94.0%
B/E move
31.9%
Puts
Pseudo strike
17.05
IV
208.6%
B/E move
35.8%

25Δ

Calls
Pseudo strike
29.04
IV
95.3%
B/E move
28.6%
Puts
Pseudo strike
18.66
IV
193.4%
B/E move
30.2%

30Δ

Calls
Pseudo strike
28.07
IV
97.0%
B/E move
25.6%
Puts
Pseudo strike
20.33
IV
157.8%
B/E move
23.1%

35Δ

Calls
Pseudo strike
27.10
IV
98.6%
B/E move
22.6%
Puts
Pseudo strike
21.49
IV
133.8%
B/E move
18.1%

40Δ

Calls
Pseudo strike
26.13
IV
100.2%
B/E move
19.5%
Puts
Pseudo strike
22.62
IV
112.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
25.16
IV
101.8%
B/E move
16.5%
Puts
Pseudo strike
23.54
IV
110.2%
B/E move
12.1%

50Δ

Calls
Pseudo strike
24.30
IV
95.9%
B/E move
13.6%
Puts
Pseudo strike
24.45
IV
107.8%
B/E move
10.7%

55Δ

Calls
Pseudo strike
23.46
IV
88.5%
B/E move
10.7%
Puts
Pseudo strike
25.37
IV
105.3%
B/E move
9.3%

60Δ

Calls
Pseudo strike
22.62
IV
81.1%
B/E move
7.8%
Puts
Pseudo strike
26.28
IV
102.8%
B/E move
7.9%

65Δ

Calls
Pseudo strike
22.11
IV
75.3%
B/E move
6.4%
Puts
Pseudo strike
27.19
IV
100.3%
B/E move
6.5%

70Δ

Calls
Pseudo strike
21.65
IV
69.8%
B/E move
5.2%
Puts
Pseudo strike
28.11
IV
97.9%
B/E move
5.0%

75Δ

Calls
Pseudo strike
21.20
IV
64.3%
B/E move
4.1%
Puts
Pseudo strike
29.02
IV
95.4%
B/E move
3.6%

80Δ

Calls
Pseudo strike
20.74
IV
58.8%
B/E move
3.0%
Puts
Pseudo strike
29.94
IV
92.9%
B/E move
2.2%

Options history

No recorded observations