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PulteGroup Inc PHM

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
i

Market dataready · fetched 2026-10-21T16:59:57.671Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:54.027205094Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:57.311708+00:00

Share price$114.66
1D+0.5%
$113.84$114.27$114.70$115.13$115.565:30 AM6:30 AM9:00 AM1:00 PMPHM
Sold putSold call

PulteGroup Inc options

Live interpolated PHM call and put midpoint premiums by absolute delta.PulteGroup Inc$0.56$2.46$4.36$6.26$8.17$105.31$110.09$114.87$119.66$124.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PHM spot · $114.66PHM PRICE$0.77$1.19$1.40$1.71$2.22$2.63$2.97$3.28$3.76$4.39$4.89$6.58$7.62$0.86$1.19$1.42$1.86$2.30$2.71$2.92$3.48$4.05$4.66$5.28$5.86$6.94
PutsExpensive2.25×
CallsExpensive1.79×
SkewBullish-5.03 pp
Implied moveBalanced±$5.89
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.9882.9%6.2%108.8087.8%5.9%
25Δ120.4394.3%6.1%109.8490.9%5.2%
30Δ119.0189.8%5.0%111.2184.3%4.2%
35Δ117.8388.0%4.3%112.0389.8%3.9%
40Δ117.0495.5%4.0%112.9991.2%3.5%
45Δ115.9995.2%3.5%113.9790.5%3.0%
50Δ114.9491.4%2.8%114.8983.1%2.3%
55Δ113.9986.6%2.3%115.8284.4%2.0%
60Δ113.0885.9%1.9%116.7584.7%1.7%
65Δ112.1087.1%1.6%117.7184.3%1.4%
70Δ111.2184.3%1.3%118.6582.8%1.1%
75Δ109.4199.6%1.2%119.5579.8%0.8%
80Δ108.0499.3%0.9%120.8880.8%0.6%

20Δ

Calls
Pseudo strike
120.98
IV
82.9%
B/E move
6.2%
Puts
Pseudo strike
108.80
IV
87.8%
B/E move
5.9%

25Δ

Calls
Pseudo strike
120.43
IV
94.3%
B/E move
6.1%
Puts
Pseudo strike
109.84
IV
90.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
119.01
IV
89.8%
B/E move
5.0%
Puts
Pseudo strike
111.21
IV
84.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
117.83
IV
88.0%
B/E move
4.3%
Puts
Pseudo strike
112.03
IV
89.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
117.04
IV
95.5%
B/E move
4.0%
Puts
Pseudo strike
112.99
IV
91.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
115.99
IV
95.2%
B/E move
3.5%
Puts
Pseudo strike
113.97
IV
90.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
114.94
IV
91.4%
B/E move
2.8%
Puts
Pseudo strike
114.89
IV
83.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
113.99
IV
86.6%
B/E move
2.3%
Puts
Pseudo strike
115.82
IV
84.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
113.08
IV
85.9%
B/E move
1.9%
Puts
Pseudo strike
116.75
IV
84.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
112.10
IV
87.1%
B/E move
1.6%
Puts
Pseudo strike
117.71
IV
84.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
111.21
IV
84.3%
B/E move
1.3%
Puts
Pseudo strike
118.65
IV
82.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
109.41
IV
99.6%
B/E move
1.2%
Puts
Pseudo strike
119.55
IV
79.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
108.04
IV
99.3%
B/E move
0.9%
Puts
Pseudo strike
120.88
IV
80.8%
B/E move
0.6%

Options history

PHM51.4451.9752.492026-10-19: 52.42%2026-10-20: 51.52%Oct 19Oct 20
Table
DateIV
52.42%
51.52%