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Parsons Corporation PSN

i

Market dataready · fetched 2026-11-07T21:43:03.245Z

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 · 2026-11-07T00:00:00.003844544Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:43:02.558263+00:00

Share price$48.90
1D+0.1%
AH$47.78$48.08$48.38$48.68$48.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSN
Sold putSold callAH

Parsons Corporation options

Live interpolated PSN call and put midpoint premiums by absolute delta.Parsons Corporation$0.35$2.78$5.20$7.62$10.04$40.54$44.51$48.48$52.46$56.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSN spot · $48.90PSN PRICE$0.62$0.82$1.02$1.23$1.43$1.73$2.57$3.41$4.25$5.09$5.93$6.77$7.61$1.00$1.28$1.54$1.76$1.99$2.22$2.45$2.68$3.70$4.80$5.90$7.00$9.34
PutsFair1.05×
CallsFair1.01×
SkewBearish+9.01 pp
Implied moveBullish±$5.02
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.5762.0%12.9%42.9386.7%14.2%
25Δ53.6360.7%11.3%44.4085.1%11.8%
30Δ52.6959.4%9.8%45.5281.6%10.0%
35Δ51.7458.2%8.3%46.4076.9%8.7%
40Δ50.8056.9%6.8%47.2872.2%7.4%
45Δ49.8356.3%5.4%48.1667.5%6.1%
50Δ48.7559.8%4.9%49.0462.8%4.7%
55Δ47.6663.3%4.4%49.9258.1%3.4%
60Δ46.5866.8%3.9%51.1563.1%3.0%
65Δ45.5070.3%3.4%52.4169.1%2.6%
70Δ44.4173.8%3.0%53.6875.0%2.3%
75Δ43.3377.2%2.5%54.9481.0%2.0%
80Δ42.2480.7%2.0%57.5083.4%1.5%

20Δ

Calls
Pseudo strike
54.57
IV
62.0%
B/E move
12.9%
Puts
Pseudo strike
42.93
IV
86.7%
B/E move
14.2%

25Δ

Calls
Pseudo strike
53.63
IV
60.7%
B/E move
11.3%
Puts
Pseudo strike
44.40
IV
85.1%
B/E move
11.8%

30Δ

Calls
Pseudo strike
52.69
IV
59.4%
B/E move
9.8%
Puts
Pseudo strike
45.52
IV
81.6%
B/E move
10.0%

35Δ

Calls
Pseudo strike
51.74
IV
58.2%
B/E move
8.3%
Puts
Pseudo strike
46.40
IV
76.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
50.80
IV
56.9%
B/E move
6.8%
Puts
Pseudo strike
47.28
IV
72.2%
B/E move
7.4%

45Δ

Calls
Pseudo strike
49.83
IV
56.3%
B/E move
5.4%
Puts
Pseudo strike
48.16
IV
67.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
48.75
IV
59.8%
B/E move
4.9%
Puts
Pseudo strike
49.04
IV
62.8%
B/E move
4.7%

55Δ

Calls
Pseudo strike
47.66
IV
63.3%
B/E move
4.4%
Puts
Pseudo strike
49.92
IV
58.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
46.58
IV
66.8%
B/E move
3.9%
Puts
Pseudo strike
51.15
IV
63.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
45.50
IV
70.3%
B/E move
3.4%
Puts
Pseudo strike
52.41
IV
69.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
44.41
IV
73.8%
B/E move
3.0%
Puts
Pseudo strike
53.68
IV
75.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
43.33
IV
77.2%
B/E move
2.5%
Puts
Pseudo strike
54.94
IV
81.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
42.24
IV
80.7%
B/E move
2.0%
Puts
Pseudo strike
57.50
IV
83.4%
B/E move
1.5%

Options history

IV · four-Friday blend46.16%
Daily EOD
PSN43.8%49.7%55.6%2026-10-19: 54.24%2026-10-20: 52.59%2026-10-21: 51.90%2026-10-22: 52.96%2026-10-23: 51.88%2026-10-26: 52.38%2026-10-27: 54.80%2026-10-28: 44.64%2026-10-29: 44.87%2026-10-30: 46.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.24%
52.59%
51.90%
52.96%
51.88%
52.38%
54.80%
44.64%
44.87%
46.16%