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PROG Holdings, Inc. PRG

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Market datapartial · fetched 2026-10-22T22:55:04.163Z

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 · 2026-10-22T22:30:00.001152252Z

FundamentalsAlpha Vantage · unavailable

Share price$31.83
1D+3.4%
AH$30.71$31.01$31.32$31.63$31.935:30 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.$0.47$3.14$5.81$8.47$11.14$23.20$27.42$31.64$35.86$40.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRG spot · $31.83PRG PRICE$1.09$1.17$1.26$1.23$1.46$1.70$1.95$2.29$2.63$2.97$0.76$1.10$1.43$1.79$2.28$2.78$3.28$3.79$4.31$5.19$6.58$8.22$10.37
PutsExpensive1.64×
CallsExpensive1.94×
SkewBearish+4.29 pp
Implied moveBearish±$5.24
TiltBearish49.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.44128.9%49.3%27.7067.4%15.4%
25Δ40.1599.6%29.8%28.5069.8%13.9%
30Δ37.2283.8%20.9%29.3072.2%12.4%
35Δ34.8263.8%13.2%30.1174.5%11.0%
40Δ34.0062.6%11.4%30.9876.2%9.8%
45Δ33.1961.3%9.6%31.8578.0%8.7%
50Δ32.3960.2%7.9%32.7378.9%7.5%
55Δ31.7259.9%6.8%33.6177.4%6.3%
60Δ31.0459.5%5.8%34.4975.9%5.2%
65Δ30.3659.2%4.7%35.6777.8%4.2%
70Δ37.2484.3%3.6%
75Δ39.1289.1%2.9%
80Δ41.4994.7%2.2%

20Δ

Calls
Pseudo strike
46.44
IV
128.9%
B/E move
49.3%
Puts
Pseudo strike
27.70
IV
67.4%
B/E move
15.4%

25Δ

Calls
Pseudo strike
40.15
IV
99.6%
B/E move
29.8%
Puts
Pseudo strike
28.50
IV
69.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
37.22
IV
83.8%
B/E move
20.9%
Puts
Pseudo strike
29.30
IV
72.2%
B/E move
12.4%

35Δ

Calls
Pseudo strike
34.82
IV
63.8%
B/E move
13.2%
Puts
Pseudo strike
30.11
IV
74.5%
B/E move
11.0%

40Δ

Calls
Pseudo strike
34.00
IV
62.6%
B/E move
11.4%
Puts
Pseudo strike
30.98
IV
76.2%
B/E move
9.8%

45Δ

Calls
Pseudo strike
33.19
IV
61.3%
B/E move
9.6%
Puts
Pseudo strike
31.85
IV
78.0%
B/E move
8.7%

50Δ

Calls
Pseudo strike
32.39
IV
60.2%
B/E move
7.9%
Puts
Pseudo strike
32.73
IV
78.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
31.72
IV
59.9%
B/E move
6.8%
Puts
Pseudo strike
33.61
IV
77.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
31.04
IV
59.5%
B/E move
5.8%
Puts
Pseudo strike
34.49
IV
75.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
30.36
IV
59.2%
B/E move
4.7%
Puts
Pseudo strike
35.67
IV
77.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.24
IV
84.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.12
IV
89.1%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.49
IV
94.7%
B/E move
2.2%

Options history

No recorded observations