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US Physical Therapy Inc USPH

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T02:45:26.662Z

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 · 2026-11-12T00:00:00.003601236Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:26.244853+00:00

Share price$100.10
1D+1.0%
AH$98.67$99.15$99.64$100.13$100.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSPH
Sold putSold callAH

US Physical Therapy Inc options

Live interpolated USPH call and put midpoint premiums by absolute delta.US Physical Therapy Inc$1.04$3.81$6.59$9.36$12.14$80.02$90.56$101.10$111.65$122.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USPH spot · $100.10USPH PRICE$1.51$1.68$1.87$2.08$2.33$2.57$2.82$1.34$1.37$1.75$2.15$2.55$2.96$3.50$4.17$4.84$5.52$6.19$8.59$11.34
PutsCheap0.90×
Calls——
Skew——
Implied moveBearish±$6.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.5293.9%15.9%91.3075.0%10.1%
25Δ109.5477.4%11.1%94.7257.1%6.7%
30Δ106.6967.1%8.4%96.0454.9%5.8%
35Δ104.4859.4%6.5%97.1854.0%5.1%
40Δ103.2055.4%5.4%98.3253.1%4.3%
45Δ101.9251.5%4.4%99.4552.3%3.6%
50Δ100.6547.5%3.4%100.5651.8%3.0%
55Δ101.6551.8%2.6%
60Δ102.7351.7%2.2%
65Δ103.8251.7%1.8%
70Δ104.9051.6%1.4%
75Δ107.4959.5%1.2%
80Δ110.4168.6%1.0%

20Δ

Calls
Pseudo strike
114.52
IV
93.9%
B/E move
15.9%
Puts
Pseudo strike
91.30
IV
75.0%
B/E move
10.1%

25Δ

Calls
Pseudo strike
109.54
IV
77.4%
B/E move
11.1%
Puts
Pseudo strike
94.72
IV
57.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
106.69
IV
67.1%
B/E move
8.4%
Puts
Pseudo strike
96.04
IV
54.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
104.48
IV
59.4%
B/E move
6.5%
Puts
Pseudo strike
97.18
IV
54.0%
B/E move
5.1%

40Δ

Calls
Pseudo strike
103.20
IV
55.4%
B/E move
5.4%
Puts
Pseudo strike
98.32
IV
53.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
101.92
IV
51.5%
B/E move
4.4%
Puts
Pseudo strike
99.45
IV
52.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
100.65
IV
47.5%
B/E move
3.4%
Puts
Pseudo strike
100.56
IV
51.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.65
IV
51.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.73
IV
51.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.82
IV
51.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.90
IV
51.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.49
IV
59.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.41
IV
68.6%
B/E move
1.0%

Options history

IV · four-Friday blend43.27%
Daily EOD
USPH38.8%41.2%43.6%2026-10-19: 40.77%2026-10-20: 39.14%2026-10-21: 39.56%2026-10-22: 40.05%2026-10-23: 39.87%2026-10-26: 41.03%2026-10-27: 41.71%2026-10-28: 41.29%2026-10-29: 42.28%2026-10-30: 43.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.77%
39.14%
39.56%
40.05%
39.87%
41.03%
41.71%
41.29%
42.28%
43.27%