IntraAlpha
Create free account Start free

Peapack-Gladstone Financial Corporation Common Stock PGC

i

Market datapartial · fetched 2026-10-23T19:39:14.879Z

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 · 2026-10-23T19:37:53.427777687Z

FundamentalsAlpha Vantage · unavailable

Share price$45.34
1D+0.6%
$44.73$44.94$45.15$45.36$45.575:30 AM6:30 AM9:00 AM1:00 PMPGC
Sold putSold call

Peapack-Gladstone Financial Corporation Common Stock options

Live interpolated PGC call and put midpoint premiums by absolute delta.Peapack-Gladstone Financial Corporation Common Stock$2.44$2.97$3.49$4.02$4.55$34.85$40.53$46.20$51.87$57.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGC spot · $45.34PGC PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.53$2.54$2.53$2.51$2.55$2.81$3.08$3.34$3.60$3.87$4.13$4.40
PutsExpensive2.36×
CallsExpensive2.74×
SkewBullish-13.66 pp
Implied moveBearish±$5.31
TiltBearish45.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.13145.4%28.0%
25Δ38.33117.1%21.1%
30Δ58.05124.5%33.5%40.7295.4%15.8%
35Δ52.7798.7%21.9%42.2481.1%12.4%
40Δ49.5880.3%14.9%43.7666.8%9.0%
45Δ48.1569.2%11.7%45.1054.5%6.1%
50Δ46.7158.2%8.5%45.6951.5%5.4%
55Δ45.2847.2%5.4%46.2848.5%4.7%
60Δ46.8645.6%4.0%
65Δ47.4542.6%3.3%
70Δ48.0439.6%2.6%
75Δ48.6236.6%1.9%
80Δ49.2133.7%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.13
IV
145.4%
B/E move
28.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.33
IV
117.1%
B/E move
21.1%

30Δ

Calls
Pseudo strike
58.05
IV
124.5%
B/E move
33.5%
Puts
Pseudo strike
40.72
IV
95.4%
B/E move
15.8%

35Δ

Calls
Pseudo strike
52.77
IV
98.7%
B/E move
21.9%
Puts
Pseudo strike
42.24
IV
81.1%
B/E move
12.4%

40Δ

Calls
Pseudo strike
49.58
IV
80.3%
B/E move
14.9%
Puts
Pseudo strike
43.76
IV
66.8%
B/E move
9.0%

45Δ

Calls
Pseudo strike
48.15
IV
69.2%
B/E move
11.7%
Puts
Pseudo strike
45.10
IV
54.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
46.71
IV
58.2%
B/E move
8.5%
Puts
Pseudo strike
45.69
IV
51.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
45.28
IV
47.2%
B/E move
5.4%
Puts
Pseudo strike
46.28
IV
48.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.86
IV
45.6%
B/E move
4.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.45
IV
42.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.04
IV
39.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.62
IV
36.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.21
IV
33.7%
B/E move
1.2%

Options history

No recorded observations