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Provident Financial Services, Inc. PFS

i

Market dataready · fetched 2026-11-04T09:20:25.167Z

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 · 2026-11-04T00:47:40.081408063Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:20:24.664363+00:00

Share price$23.05
1D-1.2%
AH$23.07$23.20$23.33$23.46$23.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPFS
Sold putSold callAH

Provident Financial Services, Inc. options

Live interpolated PFS call and put midpoint premiums by absolute delta.Provident Financial Services, Inc.$0.65$1.35$2.04$2.74$3.44$21.69$22.53$23.36$24.20$25.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PFS spot · $23.05PFS PRICE$1.75$1.75$1.75$1.79$1.93$2.08$2.25$2.49$2.74$2.99$3.24$1.07$1.49$0.72$1.01$1.30$1.59$1.88$2.16
Puts——
Calls——
Skew——
Implied moveBullish±$3.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.64149.9%23.8%
25Δ19.48161.4%21.9%
30Δ34.49240.2%57.2%
35Δ29.40188.2%35.1%
40Δ26.90153.8%24.3%22.7842.2%4.3%
45Δ24.80125.4%15.4%23.1545.7%3.9%
50Δ23.99115.7%12.4%23.5249.2%3.6%
55Δ23.17106.0%9.5%23.8952.7%3.2%
60Δ22.4197.2%7.0%24.2656.2%2.9%
65Δ21.9092.7%5.8%24.6359.7%2.5%
70Δ21.3988.3%4.7%
75Δ20.8883.8%3.6%
80Δ20.3779.3%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.64
IV
149.9%
B/E move
23.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.48
IV
161.4%
B/E move
21.9%

30Δ

Calls
Pseudo strike
34.49
IV
240.2%
B/E move
57.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
29.40
IV
188.2%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
26.90
IV
153.8%
B/E move
24.3%
Puts
Pseudo strike
22.78
IV
42.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
24.80
IV
125.4%
B/E move
15.4%
Puts
Pseudo strike
23.15
IV
45.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
23.99
IV
115.7%
B/E move
12.4%
Puts
Pseudo strike
23.52
IV
49.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
23.17
IV
106.0%
B/E move
9.5%
Puts
Pseudo strike
23.89
IV
52.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
22.41
IV
97.2%
B/E move
7.0%
Puts
Pseudo strike
24.26
IV
56.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
21.90
IV
92.7%
B/E move
5.8%
Puts
Pseudo strike
24.63
IV
59.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
21.39
IV
88.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.88
IV
83.8%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.37
IV
79.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.46%
Daily EOD
PFS58.8%62.5%66.2%2026-10-19: 61.65%2026-10-20: 62.48%2026-10-21: 65.66%2026-10-22: 60.44%2026-10-23: 61.49%2026-10-26: 63.34%2026-10-27: 63.65%2026-10-28: 65.00%2026-10-29: 59.30%2026-10-30: 64.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.65%
62.48%
65.66%
60.44%
61.49%
63.34%
63.65%
65.00%
59.30%
64.46%