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PROG Holdings, Inc. PRG

i

Market dataready · fetched 2026-11-12T00:54:53.397Z

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 · 2026-11-12T00:00:00.001643974Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:52.999402+00:00

Share price$38.86
1D+1.6%
AH$37.92$38.22$38.51$38.80$39.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRG
Sold putSold callAH

PROG Holdings, Inc. options

Live interpolated PRG call and put midpoint premiums by absolute delta.PROG Holdings, Inc.$1.00$1.81$2.61$3.42$4.22$33.65$36.60$39.56$42.51$45.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PRG spot · $38.86PRG PRICE$1.09$1.14$1.18$1.25$1.34$1.47$1.68$1.89$2.10$2.31$2.75$3.23$3.72$1.27$1.40$1.52$1.64$1.74$1.83$1.92$2.01$2.12$2.74$3.37$3.99
Puts——
CallsExpensive1.34×
Skew——
Implied moveBearish±$3.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.85185.3%36.2%32.36165.8%20.0%
25Δ46.49142.0%22.5%34.31140.4%15.3%
30Δ43.44113.3%14.8%35.74121.8%11.9%
35Δ41.8396.6%10.9%36.90106.6%9.3%
40Δ40.7284.7%8.2%37.7794.5%7.3%
45Δ39.8076.1%6.2%38.3385.8%6.1%
50Δ39.2573.4%5.3%38.9077.2%4.9%
55Δ38.7070.8%4.5%39.4668.5%3.6%
60Δ38.1568.1%3.6%40.0360.3%2.5%
65Δ37.6065.5%2.7%40.7864.0%2.1%
70Δ36.9765.6%2.2%41.5367.6%1.8%
75Δ36.3266.3%1.8%42.2871.3%1.5%
80Δ35.6767.0%1.4%

20Δ

Calls
Pseudo strike
51.85
IV
185.3%
B/E move
36.2%
Puts
Pseudo strike
32.36
IV
165.8%
B/E move
20.0%

25Δ

Calls
Pseudo strike
46.49
IV
142.0%
B/E move
22.5%
Puts
Pseudo strike
34.31
IV
140.4%
B/E move
15.3%

30Δ

Calls
Pseudo strike
43.44
IV
113.3%
B/E move
14.8%
Puts
Pseudo strike
35.74
IV
121.8%
B/E move
11.9%

35Δ

Calls
Pseudo strike
41.83
IV
96.6%
B/E move
10.9%
Puts
Pseudo strike
36.90
IV
106.6%
B/E move
9.3%

40Δ

Calls
Pseudo strike
40.72
IV
84.7%
B/E move
8.2%
Puts
Pseudo strike
37.77
IV
94.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
39.80
IV
76.1%
B/E move
6.2%
Puts
Pseudo strike
38.33
IV
85.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
39.25
IV
73.4%
B/E move
5.3%
Puts
Pseudo strike
38.90
IV
77.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
38.70
IV
70.8%
B/E move
4.5%
Puts
Pseudo strike
39.46
IV
68.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
38.15
IV
68.1%
B/E move
3.6%
Puts
Pseudo strike
40.03
IV
60.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
37.60
IV
65.5%
B/E move
2.7%
Puts
Pseudo strike
40.78
IV
64.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
36.97
IV
65.6%
B/E move
2.2%
Puts
Pseudo strike
41.53
IV
67.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
36.32
IV
66.3%
B/E move
1.8%
Puts
Pseudo strike
42.28
IV
71.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.67
IV
67.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.37%
Daily EOD
PRG45.9%55.1%64.4%2026-10-19: 54.13%2026-10-20: 55.63%2026-10-21: 54.49%2026-10-22: 57.04%2026-10-23: 58.91%2026-10-26: 57.42%2026-10-27: 63.15%2026-10-28: 50.54%2026-10-29: 47.13%2026-10-30: 48.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.13%
55.63%
54.49%
57.04%
58.91%
57.42%
63.15%
50.54%
47.13%
48.37%