IntraAlpha
Create free account Start free

Provident Financial Services, Inc. PFS

i

Market datapartial · fetched 2026-10-22T23:26:36.035Z

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 · 2026-10-22T23:00:00.001678062Z

FundamentalsAlpha Vantage · unavailable

Share price$23.12
1D+2.3%
AH$22.57$22.72$22.88$23.04$23.205:30 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.$1.49$2.87$4.24$5.61$6.98$14.39$18.62$22.85$27.09$31.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PFS spot · $23.12PFS PRICE$2.22$1.64$1.92$2.19$2.11$2.45$2.45$2.45$2.45$2.50$2.56$2.61$2.66$3.01$4.20$5.39$6.59
PutsExpensive5.05×
CallsExpensive4.66×
SkewBearish+8.16 pp
Implied moveBearish±$4.47
TiltBearish67.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.91205.9%36.0%
25Δ18.56191.1%30.3%
30Δ20.24155.6%23.1%
35Δ21.37132.5%18.2%
40Δ28.78153.5%34.1%22.50109.4%13.3%
45Δ24.6284.5%13.6%23.0399.2%11.2%
50Δ23.9183.5%11.7%23.5689.0%9.2%
55Δ23.1982.5%9.8%24.0878.8%7.1%
60Δ24.6168.5%5.1%
65Δ25.3462.6%3.4%
70Δ26.6569.1%2.9%
75Δ27.9675.6%2.4%
80Δ29.2782.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.91
IV
205.9%
B/E move
36.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.56
IV
191.1%
B/E move
30.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.24
IV
155.6%
B/E move
23.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.37
IV
132.5%
B/E move
18.2%

40Δ

Calls
Pseudo strike
28.78
IV
153.5%
B/E move
34.1%
Puts
Pseudo strike
22.50
IV
109.4%
B/E move
13.3%

45Δ

Calls
Pseudo strike
24.62
IV
84.5%
B/E move
13.6%
Puts
Pseudo strike
23.03
IV
99.2%
B/E move
11.2%

50Δ

Calls
Pseudo strike
23.91
IV
83.5%
B/E move
11.7%
Puts
Pseudo strike
23.56
IV
89.0%
B/E move
9.2%

55Δ

Calls
Pseudo strike
23.19
IV
82.5%
B/E move
9.8%
Puts
Pseudo strike
24.08
IV
78.8%
B/E move
7.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.61
IV
68.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.34
IV
62.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.65
IV
69.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.96
IV
75.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.27
IV
82.1%
B/E move
1.9%

Options history

No recorded observations