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The Pennant Group, Inc. Common Stock PNTG

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Market datapartial · fetched 2026-10-22T20:29:51.538Z

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 · 2026-10-22T20:00:00.374901029Z

FundamentalsAlpha Vantage · unavailable

Share price$42.23
1D+1.9%
AH$41.18$41.48$41.79$42.09$42.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNTG
Sold putSold callAH

The Pennant Group, Inc. Common Stock options

Live interpolated PNTG call and put midpoint premiums by absolute delta.The Pennant Group, Inc. Common Stock$2.12$4.06$6.00$7.94$9.88$30.73$36.28$41.82$47.36$52.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNTG spot · $42.23PNTG PRICE$2.45$2.33$2.41$2.57$2.84$3.12$3.39$3.66$4.21$5.10$5.99$2.45$2.45$2.45$2.45$2.77$3.10$3.44$3.78$4.12$5.03$6.31$7.59$9.32
PutsExpensive2.25×
CallsExpensive1.85×
SkewBearish+6.91 pp
Implied moveBearish±$6.29
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.23152.1%29.5%
25Δ35.62118.2%21.4%
30Δ54.83129.1%35.6%37.7497.8%16.4%
35Δ49.0996.8%21.8%39.8677.5%11.4%
40Δ46.4381.8%15.7%40.8872.6%9.8%
45Δ44.5471.9%11.6%41.8268.8%8.3%
50Δ43.5467.7%9.8%42.7665.0%6.9%
55Δ42.5463.5%8.1%43.6961.2%5.5%
60Δ41.5459.4%6.4%44.6357.4%4.1%
65Δ40.5355.2%4.6%45.9257.9%3.2%
70Δ39.4753.5%3.4%47.4261.1%2.6%
75Δ38.3354.5%2.8%48.9364.2%2.1%
80Δ37.2055.4%2.3%50.8968.1%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.23
IV
152.1%
B/E move
29.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.62
IV
118.2%
B/E move
21.4%

30Δ

Calls
Pseudo strike
54.83
IV
129.1%
B/E move
35.6%
Puts
Pseudo strike
37.74
IV
97.8%
B/E move
16.4%

35Δ

Calls
Pseudo strike
49.09
IV
96.8%
B/E move
21.8%
Puts
Pseudo strike
39.86
IV
77.5%
B/E move
11.4%

40Δ

Calls
Pseudo strike
46.43
IV
81.8%
B/E move
15.7%
Puts
Pseudo strike
40.88
IV
72.6%
B/E move
9.8%

45Δ

Calls
Pseudo strike
44.54
IV
71.9%
B/E move
11.6%
Puts
Pseudo strike
41.82
IV
68.8%
B/E move
8.3%

50Δ

Calls
Pseudo strike
43.54
IV
67.7%
B/E move
9.8%
Puts
Pseudo strike
42.76
IV
65.0%
B/E move
6.9%

55Δ

Calls
Pseudo strike
42.54
IV
63.5%
B/E move
8.1%
Puts
Pseudo strike
43.69
IV
61.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
41.54
IV
59.4%
B/E move
6.4%
Puts
Pseudo strike
44.63
IV
57.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
40.53
IV
55.2%
B/E move
4.6%
Puts
Pseudo strike
45.92
IV
57.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
39.47
IV
53.5%
B/E move
3.4%
Puts
Pseudo strike
47.42
IV
61.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
38.33
IV
54.5%
B/E move
2.8%
Puts
Pseudo strike
48.93
IV
64.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
37.20
IV
55.4%
B/E move
2.3%
Puts
Pseudo strike
50.89
IV
68.1%
B/E move
1.6%

Options history

No recorded observations