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Parsons Corporation PSN

i

Market dataready · fetched 2026-11-11T15:52:53.807Z

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 · 2026-11-11T15:52:38.871758824Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:52:53.383683+00:00

Share price$50.76
1D-1.7%
$50.36$50.66$50.95$51.25$51.545:30 AM6:30 AM9:00 AM1:00 PMPSN
Sold putSold call

Parsons Corporation options

Live interpolated PSN call and put midpoint premiums by absolute delta.Parsons Corporation$0.50$1.63$2.76$3.90$5.03$45.01$48.09$51.17$54.25$57.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSN spot · $50.76PSN PRICE$0.62$0.78$1.05$1.31$1.58$1.85$2.12$2.38$2.74$3.23$3.72$4.21$4.70$0.77$0.89$1.01$1.14$1.26$1.58$1.94$2.29$2.64$3.00$3.35$3.70$4.06
PutsFair1.00×
CallsExpensive1.40×
SkewBullish-10.15 pp
Implied moveBullish±$4.05
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.8974.7%13.3%45.5883.5%11.7%
25Δ54.9969.0%9.9%46.6575.9%9.8%
30Δ54.2368.8%8.9%47.7268.4%8.0%
35Δ53.4868.5%8.0%48.7960.8%6.1%
40Δ52.7368.2%7.0%49.8653.2%4.3%
45Δ51.9768.0%6.0%50.4851.6%3.7%
50Δ51.2267.7%5.1%51.0450.9%3.3%
55Δ50.4767.5%4.1%51.6050.2%2.9%
60Δ49.7366.6%3.4%52.1549.5%2.5%
65Δ49.0064.8%2.9%52.7148.8%2.1%
70Δ48.2863.0%2.4%53.2748.2%1.7%
75Δ47.5661.2%2.0%53.8247.5%1.3%
80Δ46.8459.4%1.5%54.3846.8%0.9%

20Δ

Calls
Pseudo strike
56.89
IV
74.7%
B/E move
13.3%
Puts
Pseudo strike
45.58
IV
83.5%
B/E move
11.7%

25Δ

Calls
Pseudo strike
54.99
IV
69.0%
B/E move
9.9%
Puts
Pseudo strike
46.65
IV
75.9%
B/E move
9.8%

30Δ

Calls
Pseudo strike
54.23
IV
68.8%
B/E move
8.9%
Puts
Pseudo strike
47.72
IV
68.4%
B/E move
8.0%

35Δ

Calls
Pseudo strike
53.48
IV
68.5%
B/E move
8.0%
Puts
Pseudo strike
48.79
IV
60.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
52.73
IV
68.2%
B/E move
7.0%
Puts
Pseudo strike
49.86
IV
53.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
51.97
IV
68.0%
B/E move
6.0%
Puts
Pseudo strike
50.48
IV
51.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
51.22
IV
67.7%
B/E move
5.1%
Puts
Pseudo strike
51.04
IV
50.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
50.47
IV
67.5%
B/E move
4.1%
Puts
Pseudo strike
51.60
IV
50.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
49.73
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
52.15
IV
49.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
49.00
IV
64.8%
B/E move
2.9%
Puts
Pseudo strike
52.71
IV
48.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
48.28
IV
63.0%
B/E move
2.4%
Puts
Pseudo strike
53.27
IV
48.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
47.56
IV
61.2%
B/E move
2.0%
Puts
Pseudo strike
53.82
IV
47.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.84
IV
59.4%
B/E move
1.5%
Puts
Pseudo strike
54.38
IV
46.8%
B/E move
0.9%

Options history

IV · four-Friday blend46.16%
Daily EOD
PSN43.8%49.7%55.6%2026-10-19: 54.24%2026-10-20: 52.59%2026-10-21: 51.90%2026-10-22: 52.96%2026-10-23: 51.88%2026-10-26: 52.38%2026-10-27: 54.80%2026-10-28: 44.64%2026-10-29: 44.87%2026-10-30: 46.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.24%
52.59%
51.90%
52.96%
51.88%
52.38%
54.80%
44.64%
44.87%
46.16%