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US Physical Therapy Inc USPH

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Market datapartial · fetched 2026-10-22T22:07:31.192Z

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 · 2026-10-22T20:29:31.199493771Z

FundamentalsAlpha Vantage · unavailable

Share price$88.70
1D+2.3%
AH$86.58$87.16$87.74$88.32$88.905:30 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$1.08$3.79$6.49$9.19$11.89$72.41$80.61$88.82$97.02$105.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USPH spot · $88.70USPH PRICE$1.38$1.49$1.72$2.21$2.69$3.17$3.69$4.28$4.86$5.44$6.15$7.31$8.47$1.88$2.31$2.72$3.16$3.90$4.64$5.37$6.05$6.73$7.40$8.21$9.66$11.11
PutsCheap0.92×
CallsCheap0.74×
SkewBearish+8.90 pp
Implied moveBearish±$9.06
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.3453.4%16.9%77.7962.2%14.4%
25Δ97.6343.3%11.8%80.7357.3%11.6%
30Δ94.6837.7%8.7%82.9653.2%9.5%
35Δ93.3938.2%7.8%85.1449.5%7.6%
40Δ92.1038.7%6.9%86.7049.4%6.6%
45Δ90.8139.2%6.0%88.2749.3%5.7%
50Δ89.5539.3%5.1%89.8349.1%4.8%
55Δ88.3538.6%4.4%91.2047.3%4.0%
60Δ87.1537.9%3.7%92.5545.3%3.2%
65Δ85.9537.2%3.0%93.9043.3%2.5%
70Δ84.6836.7%2.4%95.3341.7%1.8%
75Δ83.1537.1%2.0%97.1741.6%1.3%
80Δ81.6237.5%1.6%99.0141.5%0.9%

20Δ

Calls
Pseudo strike
102.34
IV
53.4%
B/E move
16.9%
Puts
Pseudo strike
77.79
IV
62.2%
B/E move
14.4%

25Δ

Calls
Pseudo strike
97.63
IV
43.3%
B/E move
11.8%
Puts
Pseudo strike
80.73
IV
57.3%
B/E move
11.6%

30Δ

Calls
Pseudo strike
94.68
IV
37.7%
B/E move
8.7%
Puts
Pseudo strike
82.96
IV
53.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
93.39
IV
38.2%
B/E move
7.8%
Puts
Pseudo strike
85.14
IV
49.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
92.10
IV
38.7%
B/E move
6.9%
Puts
Pseudo strike
86.70
IV
49.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
90.81
IV
39.2%
B/E move
6.0%
Puts
Pseudo strike
88.27
IV
49.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
89.55
IV
39.3%
B/E move
5.1%
Puts
Pseudo strike
89.83
IV
49.1%
B/E move
4.8%

55Δ

Calls
Pseudo strike
88.35
IV
38.6%
B/E move
4.4%
Puts
Pseudo strike
91.20
IV
47.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
87.15
IV
37.9%
B/E move
3.7%
Puts
Pseudo strike
92.55
IV
45.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
85.95
IV
37.2%
B/E move
3.0%
Puts
Pseudo strike
93.90
IV
43.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
84.68
IV
36.7%
B/E move
2.4%
Puts
Pseudo strike
95.33
IV
41.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
83.15
IV
37.1%
B/E move
2.0%
Puts
Pseudo strike
97.17
IV
41.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
81.62
IV
37.5%
B/E move
1.6%
Puts
Pseudo strike
99.01
IV
41.5%
B/E move
0.9%

Options history

No recorded observations