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PNC Financial Services Group PNC

i

Market dataready · fetched 2026-11-07T01:41:09.267Z

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 · 2026-11-07T00:00:00.00153577Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:41:08.837438+00:00

Share price$225.38
1D+0.2%
AH$224.50$225.40$226.30$227.20$228.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNC
Sold putSold callAH

PNC Financial Services Group options

Live interpolated PNC call and put midpoint premiums by absolute delta.PNC Financial Services Group$0.69$3.20$5.71$8.22$10.73$210.81$218.36$225.90$233.45$241.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNC spot · $225.38PNC PRICE$0.96$1.28$1.63$1.89$2.13$2.68$3.26$3.83$4.36$4.90$6.66$8.51$10.01$1.08$1.32$1.73$2.15$2.60$3.05$3.73$4.55$5.04$5.28$5.53$6.42$8.09
PutsCheap0.73×
CallsCheap0.72×
SkewBullish-0.28 pp
Implied moveBearish±$6.99
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ233.2628.0%3.9%217.8130.6%3.8%
25Δ231.7027.8%3.4%219.9327.8%3.0%
30Δ230.3627.9%2.9%221.1328.1%2.7%
35Δ229.0026.4%2.4%222.3128.6%2.3%
40Δ227.6424.4%1.9%223.4628.3%2.0%
45Δ226.6225.2%1.7%224.6128.0%1.7%
50Δ225.6526.3%1.6%225.7828.8%1.5%
55Δ224.6626.9%1.4%226.9830.2%1.3%
60Δ223.6326.4%1.2%227.9629.3%1.1%
65Δ222.5925.9%0.9%228.7826.8%0.8%
70Δ220.7230.5%0.9%229.6024.3%0.6%
75Δ218.6634.1%0.8%230.8824.0%0.4%
80Δ216.8034.8%0.6%232.7426.3%0.3%

20Δ

Calls
Pseudo strike
233.26
IV
28.0%
B/E move
3.9%
Puts
Pseudo strike
217.81
IV
30.6%
B/E move
3.8%

25Δ

Calls
Pseudo strike
231.70
IV
27.8%
B/E move
3.4%
Puts
Pseudo strike
219.93
IV
27.8%
B/E move
3.0%

30Δ

Calls
Pseudo strike
230.36
IV
27.9%
B/E move
2.9%
Puts
Pseudo strike
221.13
IV
28.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
229.00
IV
26.4%
B/E move
2.4%
Puts
Pseudo strike
222.31
IV
28.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
227.64
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
223.46
IV
28.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
226.62
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
224.61
IV
28.0%
B/E move
1.7%

50Δ

Calls
Pseudo strike
225.65
IV
26.3%
B/E move
1.6%
Puts
Pseudo strike
225.78
IV
28.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
224.66
IV
26.9%
B/E move
1.4%
Puts
Pseudo strike
226.98
IV
30.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
223.63
IV
26.4%
B/E move
1.2%
Puts
Pseudo strike
227.96
IV
29.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
222.59
IV
25.9%
B/E move
0.9%
Puts
Pseudo strike
228.78
IV
26.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
220.72
IV
30.5%
B/E move
0.9%
Puts
Pseudo strike
229.60
IV
24.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
218.66
IV
34.1%
B/E move
0.8%
Puts
Pseudo strike
230.88
IV
24.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
216.80
IV
34.8%
B/E move
0.6%
Puts
Pseudo strike
232.74
IV
26.3%
B/E move
0.3%

Options history

IV · four-Friday blend24.89%
Daily close
PNC16.7%27.4%38.1%2026-08-10: 20.62%2026-08-11: 20.18%2026-08-12: 19.54%2026-08-13: 18.86%2026-08-14: 18.16%2026-08-17: 18.61%2026-08-18: 19.77%2026-08-19: 20.79%2026-08-20: 21.35%2026-08-21: 19.71%2026-08-24: 20.85%2026-08-25: 20.58%2026-08-26: 20.13%2026-08-27: 21.42%2026-08-28: 20.73%2026-08-31: 21.12%2026-09-01: 21.62%2026-09-02: 20.55%2026-09-03: 21.45%2026-09-04: 20.54%2026-09-08: 21.83%2026-09-09: 23.15%2026-09-10: 24.50%2026-09-11: 21.47%2026-09-14: 22.99%2026-09-15: 23.46%2026-09-16: 26.61%2026-09-17: 23.35%2026-09-18: 22.39%2026-09-21: 24.04%2026-09-22: 26.78%2026-09-23: 27.62%2026-09-24: 27.31%2026-09-25: 25.84%2026-09-28: 28.22%2026-09-29: 28.29%2026-09-30: 28.26%2026-10-01: 30.34%2026-10-02: 27.97%2026-10-05: 29.05%2026-10-06: 29.91%2026-10-07: 29.73%2026-10-09: 30.71%2026-10-12: 32.98%2026-10-13: 34.05%2026-10-14: 36.64%2026-10-15: 30.19%2026-10-16: 25.63%2026-10-19: 24.50%2026-10-20: 23.85%2026-10-21: 24.24%2026-10-22: 26.30%2026-10-23: 22.58%2026-10-26: 24.69%2026-10-27: 24.98%2026-10-28: 23.86%2026-10-29: 24.22%2026-10-30: 24.89%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.62%
20.18%
19.54%
18.86%
18.16%
18.61%
19.77%
20.79%
21.35%
19.71%
20.85%
20.58%
20.13%
21.42%
20.73%
21.12%
21.62%
20.55%
21.45%
20.54%
21.83%
23.15%
24.50%
21.47%
22.99%
23.46%
26.61%
23.35%
22.39%
24.04%
26.78%
27.62%
27.31%
25.84%
28.22%
28.29%
28.26%
30.34%
27.97%
29.05%
29.91%
29.73%
30.71%
32.98%
34.05%
36.64%
30.19%
25.63%
24.50%
23.85%
24.24%
26.30%
22.58%
24.69%
24.98%
23.86%
24.22%
24.89%