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Peapack-Gladstone Financial Corporation Common Stock PGC

i

Market dataready · fetched 2026-11-13T02:54:01.620Z

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 · 2026-11-12T21:00:00.299458838Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:50:24.227716+00:00

Share price$46.01
1D-0.4%
AH$45.62$45.77$45.93$46.08$46.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGC
Sold putSold callAH

Peapack-Gladstone Financial Corporation Common Stock options

Live interpolated PGC call and put midpoint premiums by absolute delta.Peapack-Gladstone Financial Corporation Common Stock$1.12$2.70$4.28$5.86$7.43$36.55$39.70$42.86$46.01$49.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PGC spot · $46.01PGC PRICE$1.29$1.53$1.76$2.00$2.23$2.47$3.50$4.66$5.82$6.98$2.50$2.50$2.50$2.50$2.50$2.62$2.78$2.94$3.10$3.26$3.43$3.59$3.75
PutsExpensive3.91×
Calls——
Skew——
Implied moveBearish±$4.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.54275.1%28.2%
25Δ39.02215.6%20.6%
30Δ41.22178.1%15.9%
35Δ47.5758.2%6.2%42.91149.2%12.2%
40Δ47.0761.1%5.6%44.60120.3%8.5%
45Δ46.5764.0%5.0%45.39107.9%7.1%
50Δ46.0766.8%4.5%45.90100.6%6.3%
55Δ45.5769.7%3.9%46.4193.3%5.5%
60Δ45.0772.5%3.3%46.9286.0%4.8%
65Δ43.8475.7%2.9%47.4378.7%4.0%
70Δ42.4979.0%2.5%47.9471.4%3.3%
75Δ41.1482.3%2.1%48.4564.2%2.5%
80Δ39.7985.5%1.7%48.9656.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.54
IV
275.1%
B/E move
28.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.02
IV
215.6%
B/E move
20.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.22
IV
178.1%
B/E move
15.9%

35Δ

Calls
Pseudo strike
47.57
IV
58.2%
B/E move
6.2%
Puts
Pseudo strike
42.91
IV
149.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
47.07
IV
61.1%
B/E move
5.6%
Puts
Pseudo strike
44.60
IV
120.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
46.57
IV
64.0%
B/E move
5.0%
Puts
Pseudo strike
45.39
IV
107.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
46.07
IV
66.8%
B/E move
4.5%
Puts
Pseudo strike
45.90
IV
100.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
45.57
IV
69.7%
B/E move
3.9%
Puts
Pseudo strike
46.41
IV
93.3%
B/E move
5.5%

60Δ

Calls
Pseudo strike
45.07
IV
72.5%
B/E move
3.3%
Puts
Pseudo strike
46.92
IV
86.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
43.84
IV
75.7%
B/E move
2.9%
Puts
Pseudo strike
47.43
IV
78.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
42.49
IV
79.0%
B/E move
2.5%
Puts
Pseudo strike
47.94
IV
71.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
41.14
IV
82.3%
B/E move
2.1%
Puts
Pseudo strike
48.45
IV
64.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
39.79
IV
85.5%
B/E move
1.7%
Puts
Pseudo strike
48.96
IV
56.9%
B/E move
1.7%

Options history

IV · four-Friday blend43.10%
Daily EOD
PGC37.1%40.3%43.5%2026-10-19: 41.48%2026-10-20: 38.27%2026-10-21: 37.51%2026-10-22: 39.09%2026-10-23: 39.05%2026-10-26: 40.45%2026-10-27: 41.44%2026-10-28: 41.93%2026-10-29: 42.10%2026-10-30: 43.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.48%
38.27%
37.51%
39.09%
39.05%
40.45%
41.44%
41.93%
42.10%
43.10%