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US Physical Therapy Inc USPH

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Market datapartial · fetched 2026-10-22T23:53:24.925Z

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 · 2026-10-22T23:44:34.377176244Z

FundamentalsAlpha Vantage · unavailable

Share price$88.80
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$1.07$3.86$6.64$9.43$12.21$72.49$80.70$88.92$97.13$105.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USPH spot · $88.80USPH PRICE$1.38$1.49$1.71$2.18$2.66$3.14$3.65$4.22$4.80$5.37$5.98$7.11$8.24$1.89$2.32$2.74$3.20$3.94$4.68$5.43$6.12$6.80$7.49$8.44$9.92$11.41
PutsCheap0.93×
CallsCheap0.73×
SkewBearish+9.96 pp
Implied moveBearish±$9.08
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.4353.4%16.9%77.8662.4%14.4%
25Δ97.7143.2%11.7%80.7957.5%11.6%
30Δ94.7237.4%8.6%83.0553.4%9.6%
35Δ93.4437.9%7.7%85.2149.9%7.6%
40Δ92.1638.3%6.8%86.7949.8%6.7%
45Δ90.8838.7%5.9%88.3749.7%5.8%
50Δ89.6438.8%5.1%89.9549.6%4.8%
55Δ88.4638.1%4.4%91.3347.7%4.0%
60Δ87.2737.3%3.7%92.7045.8%3.3%
65Δ86.0936.6%3.0%94.0843.8%2.5%
70Δ84.8935.9%2.3%95.6242.5%1.8%
75Δ83.4036.0%1.9%97.5042.6%1.4%
80Δ81.9236.1%1.5%99.3842.6%0.9%

20Δ

Calls
Pseudo strike
102.43
IV
53.4%
B/E move
16.9%
Puts
Pseudo strike
77.86
IV
62.4%
B/E move
14.4%

25Δ

Calls
Pseudo strike
97.71
IV
43.2%
B/E move
11.7%
Puts
Pseudo strike
80.79
IV
57.5%
B/E move
11.6%

30Δ

Calls
Pseudo strike
94.72
IV
37.4%
B/E move
8.6%
Puts
Pseudo strike
83.05
IV
53.4%
B/E move
9.6%

35Δ

Calls
Pseudo strike
93.44
IV
37.9%
B/E move
7.7%
Puts
Pseudo strike
85.21
IV
49.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
92.16
IV
38.3%
B/E move
6.8%
Puts
Pseudo strike
86.79
IV
49.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
90.88
IV
38.7%
B/E move
5.9%
Puts
Pseudo strike
88.37
IV
49.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
89.64
IV
38.8%
B/E move
5.1%
Puts
Pseudo strike
89.95
IV
49.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
88.46
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
91.33
IV
47.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
87.27
IV
37.3%
B/E move
3.7%
Puts
Pseudo strike
92.70
IV
45.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
86.09
IV
36.6%
B/E move
3.0%
Puts
Pseudo strike
94.08
IV
43.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
84.89
IV
35.9%
B/E move
2.3%
Puts
Pseudo strike
95.62
IV
42.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
83.40
IV
36.0%
B/E move
1.9%
Puts
Pseudo strike
97.50
IV
42.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
81.92
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
99.38
IV
42.6%
B/E move
0.9%

Options history

No recorded observations