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Parsons Corp PSN

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T21:13:06.927Z

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 · 2026-10-22T20:10:00.002361596Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:10:06.326996+00:00

Share price$47.80
1D+3.9%
AH$45.63$46.23$46.83$47.44$48.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSN
Sold putSold callAH

Parsons Corp options

Live interpolated PSN call and put midpoint premiums by absolute delta.Parsons Corp$0.67$3.92$7.17$10.42$13.67$35.49$41.09$46.69$52.28$57.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSN spot · $47.80PSN PRICE$1.02$1.26$1.48$1.70$1.92$2.31$2.79$3.28$3.77$4.25$4.89$5.89$6.90$1.30$1.79$2.29$2.78$3.34$3.89$4.45$5.08$6.37$7.66$8.99$10.86$12.74
PutsExpensive1.84×
CallsExpensive1.37×
SkewBearish+16.55 pp
Implied moveBearish±$7.24
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8175.1%25.2%41.0473.8%16.9%
25Δ55.8569.0%19.5%42.4175.0%15.0%
30Δ53.8563.9%15.7%43.7876.3%13.2%
35Δ52.2259.3%12.8%45.1377.2%11.4%
40Δ50.6054.7%9.9%46.3875.4%10.0%
45Δ49.4153.3%8.2%47.6373.6%8.5%
50Δ48.4853.8%7.3%48.8871.8%7.1%
55Δ47.5454.3%6.3%50.1670.4%5.7%
60Δ46.6054.8%5.4%51.8273.0%4.9%
65Δ45.6755.3%4.4%53.4775.6%4.2%
70Δ44.6256.0%3.6%55.1778.1%3.4%
75Δ43.3257.0%3.0%57.4079.3%2.7%
80Δ42.0258.1%2.3%59.6380.5%1.9%

20Δ

Calls
Pseudo strike
58.81
IV
75.1%
B/E move
25.2%
Puts
Pseudo strike
41.04
IV
73.8%
B/E move
16.9%

25Δ

Calls
Pseudo strike
55.85
IV
69.0%
B/E move
19.5%
Puts
Pseudo strike
42.41
IV
75.0%
B/E move
15.0%

30Δ

Calls
Pseudo strike
53.85
IV
63.9%
B/E move
15.7%
Puts
Pseudo strike
43.78
IV
76.3%
B/E move
13.2%

35Δ

Calls
Pseudo strike
52.22
IV
59.3%
B/E move
12.8%
Puts
Pseudo strike
45.13
IV
77.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
50.60
IV
54.7%
B/E move
9.9%
Puts
Pseudo strike
46.38
IV
75.4%
B/E move
10.0%

45Δ

Calls
Pseudo strike
49.41
IV
53.3%
B/E move
8.2%
Puts
Pseudo strike
47.63
IV
73.6%
B/E move
8.5%

50Δ

Calls
Pseudo strike
48.48
IV
53.8%
B/E move
7.3%
Puts
Pseudo strike
48.88
IV
71.8%
B/E move
7.1%

55Δ

Calls
Pseudo strike
47.54
IV
54.3%
B/E move
6.3%
Puts
Pseudo strike
50.16
IV
70.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
46.60
IV
54.8%
B/E move
5.4%
Puts
Pseudo strike
51.82
IV
73.0%
B/E move
4.9%

65Δ

Calls
Pseudo strike
45.67
IV
55.3%
B/E move
4.4%
Puts
Pseudo strike
53.47
IV
75.6%
B/E move
4.2%

70Δ

Calls
Pseudo strike
44.62
IV
56.0%
B/E move
3.6%
Puts
Pseudo strike
55.17
IV
78.1%
B/E move
3.4%

75Δ

Calls
Pseudo strike
43.32
IV
57.0%
B/E move
3.0%
Puts
Pseudo strike
57.40
IV
79.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
42.02
IV
58.1%
B/E move
2.3%
Puts
Pseudo strike
59.63
IV
80.5%
B/E move
1.9%

Options history

No recorded observations