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PNC Financial Services Group Inc PNC

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T20:04:34.921Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.991984279Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:56.696153+00:00

Share price$214.94
1D+2.6%
AH$206$209$213$216$2195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNC
Sold putSold callAH

PNC Financial Services Group Inc options

Live interpolated PNC call and put midpoint premiums by absolute delta.PNC Financial Services Group Inc$0.38$1.80$3.22$4.64$6.06$199.17$207.37$215.58$223.78$231.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $214.94OPTION PRICELive PNC spot · $214.94PNC PRICE$0.59$0.81$1.03$1.24$1.43$1.63$1.82$2.30$2.78$3.26$3.88$4.77$5.65$0.54$0.68$0.86$1.10$1.33$1.57$1.81$2.20$2.59$2.99$3.38$3.77$4.17
PutsCheap0.36×
CallsCheap0.37×
SkewBullish-5.84 pp
Implied moveBalanced±$3.63
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.2643.7%2.3%210.9142.2%2.1%
25Δ218.5645.6%2.1%211.8840.2%1.7%
30Δ217.8747.5%1.8%212.7139.0%1.4%
35Δ217.1647.5%1.6%213.2839.1%1.3%
40Δ216.4545.4%1.4%213.8639.3%1.1%
45Δ215.7343.2%1.1%214.4339.5%1.0%
50Δ215.0241.1%0.9%215.0139.7%0.8%
55Δ214.3342.8%0.8%215.6240.1%0.7%
60Δ213.6444.6%0.7%216.2440.5%0.6%
65Δ212.9546.3%0.6%216.8540.9%0.5%
70Δ212.1348.5%0.5%217.4741.2%0.4%
75Δ211.0751.2%0.4%218.0841.6%0.3%
80Δ210.0054.0%0.3%218.7042.0%0.2%

20Δ

Calls
Pseudo strike
219.26
IV
43.7%
B/E move
2.3%
Puts
Pseudo strike
210.91
IV
42.2%
B/E move
2.1%

25Δ

Calls
Pseudo strike
218.56
IV
45.6%
B/E move
2.1%
Puts
Pseudo strike
211.88
IV
40.2%
B/E move
1.7%

30Δ

Calls
Pseudo strike
217.87
IV
47.5%
B/E move
1.8%
Puts
Pseudo strike
212.71
IV
39.0%
B/E move
1.4%

35Δ

Calls
Pseudo strike
217.16
IV
47.5%
B/E move
1.6%
Puts
Pseudo strike
213.28
IV
39.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
216.45
IV
45.4%
B/E move
1.4%
Puts
Pseudo strike
213.86
IV
39.3%
B/E move
1.1%

45Δ

Calls
Pseudo strike
215.73
IV
43.2%
B/E move
1.1%
Puts
Pseudo strike
214.43
IV
39.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
215.02
IV
41.1%
B/E move
0.9%
Puts
Pseudo strike
215.01
IV
39.7%
B/E move
0.8%

55Δ

Calls
Pseudo strike
214.33
IV
42.8%
B/E move
0.8%
Puts
Pseudo strike
215.62
IV
40.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
213.64
IV
44.6%
B/E move
0.7%
Puts
Pseudo strike
216.24
IV
40.5%
B/E move
0.6%

65Δ

Calls
Pseudo strike
212.95
IV
46.3%
B/E move
0.6%
Puts
Pseudo strike
216.85
IV
40.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
212.13
IV
48.5%
B/E move
0.5%
Puts
Pseudo strike
217.47
IV
41.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
211.07
IV
51.2%
B/E move
0.4%
Puts
Pseudo strike
218.08
IV
41.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
210.00
IV
54.0%
B/E move
0.3%
Puts
Pseudo strike
218.70
IV
42.0%
B/E move
0.2%