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Peapack-Gladstone Financial PGC

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-22T23:24:07.774Z

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 · 2026-10-22T20:00:02.082181856Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:24:06.128619+00:00

Share price$45.19
1D+2.7%
AH$43.90$44.27$44.64$45.01$45.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGC
Sold putSold callAH

Peapack-Gladstone Financial options

Live interpolated PGC call and put midpoint premiums by absolute delta.Peapack-Gladstone Financial$2.34$3.78$5.22$6.66$8.10$34.42$39.56$44.69$49.83$54.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGC spot · $45.19PGC PRICE$2.50$2.50$2.51$2.52$2.54$2.56$2.92$3.27$3.63$3.98$4.34$2.50$2.53$2.54$2.53$2.51$2.50$2.99$3.47$3.95$4.43$4.91$5.40$7.68
PutsExpensive2.50×
CallsExpensive2.10×
SkewBearish+7.81 pp
Implied moveBearish±$5.52
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.03143.3%28.0%
25Δ38.18115.6%21.1%
30Δ57.93123.2%33.7%40.6293.8%15.7%
35Δ52.6397.6%22.0%42.0880.1%12.5%
40Δ49.4879.7%15.0%43.5566.5%9.2%
45Δ47.9768.7%11.7%45.0152.9%5.9%
50Δ46.4657.7%8.4%45.8251.8%5.2%
55Δ44.9847.0%5.2%46.6450.6%4.5%
60Δ44.3344.7%4.6%47.4649.5%3.7%
65Δ43.6942.4%3.9%48.2748.3%3.0%
70Δ43.0440.2%3.3%49.0947.2%2.2%
75Δ42.3937.9%2.6%49.9146.1%1.5%
80Δ41.7535.6%2.0%52.3553.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.03
IV
143.3%
B/E move
28.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.18
IV
115.6%
B/E move
21.1%

30Δ

Calls
Pseudo strike
57.93
IV
123.2%
B/E move
33.7%
Puts
Pseudo strike
40.62
IV
93.8%
B/E move
15.7%

35Δ

Calls
Pseudo strike
52.63
IV
97.6%
B/E move
22.0%
Puts
Pseudo strike
42.08
IV
80.1%
B/E move
12.5%

40Δ

Calls
Pseudo strike
49.48
IV
79.7%
B/E move
15.0%
Puts
Pseudo strike
43.55
IV
66.5%
B/E move
9.2%

45Δ

Calls
Pseudo strike
47.97
IV
68.7%
B/E move
11.7%
Puts
Pseudo strike
45.01
IV
52.9%
B/E move
5.9%

50Δ

Calls
Pseudo strike
46.46
IV
57.7%
B/E move
8.4%
Puts
Pseudo strike
45.82
IV
51.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
44.98
IV
47.0%
B/E move
5.2%
Puts
Pseudo strike
46.64
IV
50.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
44.33
IV
44.7%
B/E move
4.6%
Puts
Pseudo strike
47.46
IV
49.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
43.69
IV
42.4%
B/E move
3.9%
Puts
Pseudo strike
48.27
IV
48.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
43.04
IV
40.2%
B/E move
3.3%
Puts
Pseudo strike
49.09
IV
47.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
42.39
IV
37.9%
B/E move
2.6%
Puts
Pseudo strike
49.91
IV
46.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
41.75
IV
35.6%
B/E move
2.0%
Puts
Pseudo strike
52.35
IV
53.1%
B/E move
1.2%

Options history

No recorded observations