IntraAlpha
Create free account Start free

PNC Financial Services Group Inc PNC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-16T00:19:13.453Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003136168Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:12.864856+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$1.23$5.61$9.99$14.37$18.75$186.25$202.68$219.10$235.53$251.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNC spot · $214.94PNC PRICE$1.70$2.39$3.08$3.77$4.46$5.46$6.57$7.68$8.79$9.90$12.43$14.96$17.49$2.17$2.83$3.49$4.15$5.21$6.28$7.34$8.41$9.62$11.11$12.59$14.08$15.56
PutsCheap0.75×
CallsCheap0.84×
SkewNeutral-0.10 pp
Implied moveBearish±$13.92
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ230.2123.4%7.9%201.1927.4%7.4%
25Δ227.7423.5%7.1%204.1226.6%6.3%
30Δ225.3723.7%6.3%207.0625.8%5.3%
35Δ223.0023.8%5.5%209.9925.0%4.2%
40Δ220.6324.0%4.7%212.1525.0%3.7%
45Δ218.4524.2%4.2%214.3025.0%3.2%
50Δ216.3424.4%3.7%216.4525.0%2.7%
55Δ214.2324.6%3.2%218.6125.0%2.2%
60Δ212.1124.8%2.8%220.7924.8%1.8%
65Δ210.0025.0%2.3%223.0224.3%1.4%
70Δ206.8426.3%2.0%225.2523.7%1.1%
75Δ203.6827.7%1.7%227.4823.2%0.7%
80Δ200.5229.1%1.4%229.7122.7%0.4%

20Δ

Calls
Pseudo strike
230.21
IV
23.4%
B/E move
7.9%
Puts
Pseudo strike
201.19
IV
27.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
227.74
IV
23.5%
B/E move
7.1%
Puts
Pseudo strike
204.12
IV
26.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
225.37
IV
23.7%
B/E move
6.3%
Puts
Pseudo strike
207.06
IV
25.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
223.00
IV
23.8%
B/E move
5.5%
Puts
Pseudo strike
209.99
IV
25.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
220.63
IV
24.0%
B/E move
4.7%
Puts
Pseudo strike
212.15
IV
25.0%
B/E move
3.7%

45Δ

Calls
Pseudo strike
218.45
IV
24.2%
B/E move
4.2%
Puts
Pseudo strike
214.30
IV
25.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
216.34
IV
24.4%
B/E move
3.7%
Puts
Pseudo strike
216.45
IV
25.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
214.23
IV
24.6%
B/E move
3.2%
Puts
Pseudo strike
218.61
IV
25.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
212.11
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
220.79
IV
24.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
210.00
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
223.02
IV
24.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
206.84
IV
26.3%
B/E move
2.0%
Puts
Pseudo strike
225.25
IV
23.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
203.68
IV
27.7%
B/E move
1.7%
Puts
Pseudo strike
227.48
IV
23.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
200.52
IV
29.1%
B/E move
1.4%
Puts
Pseudo strike
229.71
IV
22.7%
B/E move
0.4%