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Parsons Corp PSN

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T14:49:46.577Z

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 · 2026-10-22T14:49:45.846045613Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:48:50.577183+00:00

Share price$46.14
1D+0.3%
$45.76$45.90$46.03$46.16$46.305:30 AM6:30 AM9:00 AM1:00 PMPSN
Sold putSold call

Parsons Corp options

Live interpolated PSN call and put midpoint premiums by absolute delta.Parsons Corp$0.51$3.04$5.57$8.10$10.63$35.40$40.36$45.31$50.27$55.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSN spot · $46.14PSN PRICE$0.78$1.01$1.24$1.53$1.89$2.26$2.62$2.98$3.35$4.16$5.01$5.86$6.71$1.07$1.53$2.00$2.47$2.93$3.55$4.18$4.81$5.45$6.33$7.46$8.58$9.90
PutsExpensive1.63×
CallsExpensive1.29×
SkewBearish+12.69 pp
Implied moveBearish±$6.80
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.9757.2%18.7%40.2965.3%15.0%
25Δ52.4355.6%15.8%41.4466.5%13.5%
30Δ50.8953.9%13.0%42.5967.6%12.0%
35Δ49.6252.9%10.8%43.7468.8%10.5%
40Δ48.7152.8%9.7%44.8970.0%9.1%
45Δ47.8052.8%8.5%46.0369.4%7.9%
50Δ46.8952.7%7.3%47.1768.6%6.8%
55Δ45.9852.6%6.1%48.3167.9%5.7%
60Δ45.0752.6%4.9%49.4567.2%4.6%
65Δ43.9554.5%4.3%50.7666.8%3.7%
70Δ42.8156.6%3.6%52.2166.7%3.0%
75Δ41.6658.7%3.0%53.6766.6%2.3%
80Δ40.5260.8%2.4%55.3267.2%1.6%

20Δ

Calls
Pseudo strike
53.97
IV
57.2%
B/E move
18.7%
Puts
Pseudo strike
40.29
IV
65.3%
B/E move
15.0%

25Δ

Calls
Pseudo strike
52.43
IV
55.6%
B/E move
15.8%
Puts
Pseudo strike
41.44
IV
66.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
50.89
IV
53.9%
B/E move
13.0%
Puts
Pseudo strike
42.59
IV
67.6%
B/E move
12.0%

35Δ

Calls
Pseudo strike
49.62
IV
52.9%
B/E move
10.8%
Puts
Pseudo strike
43.74
IV
68.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
48.71
IV
52.8%
B/E move
9.7%
Puts
Pseudo strike
44.89
IV
70.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
47.80
IV
52.8%
B/E move
8.5%
Puts
Pseudo strike
46.03
IV
69.4%
B/E move
7.9%

50Δ

Calls
Pseudo strike
46.89
IV
52.7%
B/E move
7.3%
Puts
Pseudo strike
47.17
IV
68.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
45.98
IV
52.6%
B/E move
6.1%
Puts
Pseudo strike
48.31
IV
67.9%
B/E move
5.7%

60Δ

Calls
Pseudo strike
45.07
IV
52.6%
B/E move
4.9%
Puts
Pseudo strike
49.45
IV
67.2%
B/E move
4.6%

65Δ

Calls
Pseudo strike
43.95
IV
54.5%
B/E move
4.3%
Puts
Pseudo strike
50.76
IV
66.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
42.81
IV
56.6%
B/E move
3.6%
Puts
Pseudo strike
52.21
IV
66.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
41.66
IV
58.7%
B/E move
3.0%
Puts
Pseudo strike
53.67
IV
66.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
40.52
IV
60.8%
B/E move
2.4%
Puts
Pseudo strike
55.32
IV
67.2%
B/E move
1.6%

Options history

No recorded observations