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Pultegroup, Inc. PHM

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-11-10T22:21:19.284Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:24:24.961999286Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:21:18.882285+00:00

Share price$130.60
1D-2.7%
AH$130$131$133$134$1365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHM
Sold putSold callAH

Pultegroup, Inc. options

Live interpolated PHM call and put midpoint premiums by absolute delta.Pultegroup, Inc.$0.69$2.31$3.93$5.55$7.16$-0.13$0.18$0.50$0.82$1.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPHM PRICE$1.16$1.56$1.86$2.22$2.73$2.75$3.26$4.07$4.46$5.26$6.70$0.87$1.20$1.41$2.54$3.01$3.14$3.36$3.90$5.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ126.9848.1%3.4%
30Δ134.0852.4%3.6%127.6551.2%3.2%
35Δ133.4156.7%3.3%128.5049.6%2.7%
40Δ132.5556.8%2.9%
45Δ131.6356.5%2.5%
50Δ130.8659.9%2.3%
55Δ130.0251.5%1.7%131.4444.5%1.3%
60Δ129.2152.8%1.4%132.1246.0%1.1%
65Δ128.2157.3%1.3%132.6141.8%0.9%
70Δ127.4754.8%1.0%133.1538.6%0.6%
75Δ126.3955.9%0.8%133.8738.8%0.5%
80Δ124.7962.1%0.7%135.0942.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
126.98
IV
48.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
134.08
IV
52.4%
B/E move
3.6%
Puts
Pseudo strike
127.65
IV
51.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
133.41
IV
56.7%
B/E move
3.3%
Puts
Pseudo strike
128.50
IV
49.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
132.55
IV
56.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
131.63
IV
56.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
130.86
IV
59.9%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
130.02
IV
51.5%
B/E move
1.7%
Puts
Pseudo strike
131.44
IV
44.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
129.21
IV
52.8%
B/E move
1.4%
Puts
Pseudo strike
132.12
IV
46.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
128.21
IV
57.3%
B/E move
1.3%
Puts
Pseudo strike
132.61
IV
41.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
127.47
IV
54.8%
B/E move
1.0%
Puts
Pseudo strike
133.15
IV
38.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
126.39
IV
55.9%
B/E move
0.8%
Puts
Pseudo strike
133.87
IV
38.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
124.79
IV
62.1%
B/E move
0.7%
Puts
Pseudo strike
135.09
IV
42.9%
B/E move
0.4%

Options history

IV · four-Friday blend37.73%
Daily EOD
PHM34.8%45.1%55.4%2026-10-19: 52.42%2026-10-20: 51.52%2026-10-21: 53.99%2026-10-22: 47.72%2026-10-23: 36.19%2026-10-26: 42.03%2026-10-27: 41.69%2026-10-28: 42.49%2026-10-29: 38.78%2026-10-30: 37.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.42%
51.52%
53.99%
47.72%
36.19%
42.03%
41.69%
42.49%
38.78%
37.73%