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Peapack-Gladstone Financial Corporation Common Stock PGC

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Market datapartial · fetched 2026-10-22T18:29:44.229Z

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 · 2026-10-22T18:28:51.276062241Z

FundamentalsAlpha Vantage · unavailable

Share price$45.10
1D+2.5%
$43.90$44.27$44.64$45.01$45.385:30 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$2.37$3.60$4.83$6.05$7.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPGC PRICE$2.50$2.50$2.52$2.54$2.54$2.53$2.52$2.50$2.92$3.39$3.86$4.32$4.79$5.26$6.93
PutsExpensive2.53×
CallsExpensive3.78×
SkewBullish-40.48 pp
Implied move——
TiltBearish80.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.77156.6%30.7%
25Δ37.63120.9%22.2%
30Δ57.86123.0%33.8%40.5593.8%15.7%
35Δ52.5597.5%22.1%41.9980.3%12.5%
40Δ43.4266.8%9.3%
45Δ44.8653.3%6.1%
50Δ45.7150.8%5.1%
55Δ46.5149.6%4.4%
60Δ47.3048.4%3.7%
65Δ48.0947.2%3.0%
70Δ48.8845.9%2.2%
75Δ49.6844.7%1.5%
80Δ51.5648.6%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.77
IV
156.6%
B/E move
30.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.63
IV
120.9%
B/E move
22.2%

30Δ

Calls
Pseudo strike
57.86
IV
123.0%
B/E move
33.8%
Puts
Pseudo strike
40.55
IV
93.8%
B/E move
15.7%

35Δ

Calls
Pseudo strike
52.55
IV
97.5%
B/E move
22.1%
Puts
Pseudo strike
41.99
IV
80.3%
B/E move
12.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.42
IV
66.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.86
IV
53.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.71
IV
50.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.51
IV
49.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.30
IV
48.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.09
IV
47.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.88
IV
45.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.68
IV
44.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.56
IV
48.6%
B/E move
1.0%

Options history

No recorded observations