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The Pennant Group, Inc. Common Stock PNTG

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T15:56:48.510Z

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

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 · 2026-11-11T15:54:12.47777084Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:56:47.997893+00:00

Share price$36.73
1D-0.4%
$36.24$36.41$36.59$36.77$36.955:30 AM6:30 AM9:00 AM1:00 PMPNTG
Sold putSold call

The Pennant Group, Inc. Common Stock options

Live interpolated PNTG call and put midpoint premiums by absolute delta.The Pennant Group, Inc. Common Stock$1.91$2.89$3.87$4.85$5.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPNTG PRICE$2.02$2.37$2.43$2.49$2.54$2.60$2.66$2.72$3.22$4.38$5.54$2.37$2.39$2.42$2.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.70313.2%33.7%
25Δ29.14263.6%27.2%
30Δ46.42210.2%31.9%31.57213.9%20.6%
35Δ44.18205.6%26.7%34.00164.2%14.1%
40Δ41.11171.3%18.5%
45Δ39.39148.9%14.0%
50Δ38.43133.3%11.6%
55Δ37.48117.6%9.1%
60Δ36.53102.0%6.7%
65Δ35.5786.3%4.2%
70Δ34.4881.8%2.6%
75Δ33.1994.0%2.3%
80Δ31.90106.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.70
IV
313.2%
B/E move
33.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.14
IV
263.6%
B/E move
27.2%

30Δ

Calls
Pseudo strike
46.42
IV
210.2%
B/E move
31.9%
Puts
Pseudo strike
31.57
IV
213.9%
B/E move
20.6%

35Δ

Calls
Pseudo strike
44.18
IV
205.6%
B/E move
26.7%
Puts
Pseudo strike
34.00
IV
164.2%
B/E move
14.1%

40Δ

Calls
Pseudo strike
41.11
IV
171.3%
B/E move
18.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.39
IV
148.9%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
38.43
IV
133.3%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.48
IV
117.6%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.53
IV
102.0%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.57
IV
86.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.48
IV
81.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.19
IV
94.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.90
IV
106.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.52%
Daily EOD
PNTG45.9%48.3%50.8%2026-10-19: 46.67%2026-10-20: 47.50%2026-10-21: 46.20%2026-10-22: 47.45%2026-10-23: 48.96%2026-10-26: 49.96%2026-10-27: 49.73%2026-10-28: 50.43%2026-10-29: 50.09%2026-10-30: 48.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.67%
47.50%
46.20%
47.45%
48.96%
49.96%
49.73%
50.43%
50.09%
48.52%