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The Pennant Group, Inc. Common Stock PNTG

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Market datapartial · fetched 2026-10-22T14:05:35.651Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:58:22.068582585Z

FundamentalsAlpha Vantage · unavailable

Share price$41.44
1D-0.0%
$41.24$41.33$41.43$41.52$41.625:30 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$2.24$3.38$4.53$5.67$6.82$30.87$36.23$41.60$46.97$52.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNTG spot · $41.44PNTG PRICE$2.43$2.36$2.48$2.60$2.72$2.84$2.96$3.30$4.33$5.35$6.38$2.45$2.45$2.45$2.45$2.54$2.80$3.07$3.34$3.60$3.87$4.14$5.07$6.49
PutsExpensive2.08×
CallsExpensive1.94×
SkewBullish-2.84 pp
Implied moveBearish±$5.79
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.55153.5%29.8%
25Δ35.08117.6%21.2%
30Δ54.18130.6%36.6%36.9299.5%16.8%
35Δ49.21102.8%24.5%38.7681.4%12.4%
40Δ47.6193.2%20.9%40.2468.0%9.0%
45Δ46.0183.7%17.3%40.9864.2%7.9%
50Δ44.4174.1%13.7%41.7360.4%6.7%
55Δ42.8164.5%10.2%42.4756.6%5.6%
60Δ41.2155.0%6.6%43.2152.8%4.4%
65Δ39.7048.9%3.8%43.9549.0%3.3%
70Δ38.4853.6%3.3%44.6945.1%2.1%
75Δ37.2658.3%2.8%45.9145.2%1.4%
80Δ36.0463.0%2.4%47.4948.0%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.55
IV
153.5%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.08
IV
117.6%
B/E move
21.2%

30Δ

Calls
Pseudo strike
54.18
IV
130.6%
B/E move
36.6%
Puts
Pseudo strike
36.92
IV
99.5%
B/E move
16.8%

35Δ

Calls
Pseudo strike
49.21
IV
102.8%
B/E move
24.5%
Puts
Pseudo strike
38.76
IV
81.4%
B/E move
12.4%

40Δ

Calls
Pseudo strike
47.61
IV
93.2%
B/E move
20.9%
Puts
Pseudo strike
40.24
IV
68.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
46.01
IV
83.7%
B/E move
17.3%
Puts
Pseudo strike
40.98
IV
64.2%
B/E move
7.9%

50Δ

Calls
Pseudo strike
44.41
IV
74.1%
B/E move
13.7%
Puts
Pseudo strike
41.73
IV
60.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
42.81
IV
64.5%
B/E move
10.2%
Puts
Pseudo strike
42.47
IV
56.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
41.21
IV
55.0%
B/E move
6.6%
Puts
Pseudo strike
43.21
IV
52.8%
B/E move
4.4%

65Δ

Calls
Pseudo strike
39.70
IV
48.9%
B/E move
3.8%
Puts
Pseudo strike
43.95
IV
49.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
38.48
IV
53.6%
B/E move
3.3%
Puts
Pseudo strike
44.69
IV
45.1%
B/E move
2.1%

75Δ

Calls
Pseudo strike
37.26
IV
58.3%
B/E move
2.8%
Puts
Pseudo strike
45.91
IV
45.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.04
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
47.49
IV
48.0%
B/E move
1.1%

Options history

No recorded observations