PEG · Public Service Enterprise Group Inc

Track PEG — free Ask ALVIS about PEG

$76.68 -0.87 (-1.12%) At close · Jul 31

Market Cap

$38.21B

498.32M

Options Chain

15-min delayed Underlying $76.68 · at close Jul 31, 2026 Options Calculator

Positioning

Aug 21, 2026 · 20 days to expiry · 56 contracts

Put / call OI

0.74

Balanced positioning

Open interest

8,545

contracts outstanding

Volume

427

traded today

Max pain

$80.00

$3.32 above spot

ATM implied vol

24.1%

market's expected move

Open interest by strike

Calls Puts

42.5

47.5

72.5

77.5

82.5

87.5

92.5

97.5

100

105

110

115

120

125

130

135

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 20d Sep 18 48d Nov 20 111d Dec 18 139d Jan 15 167d Mar 19 230d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		$0.10	—	—	5	4
Call · $40 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $40 Last $0.10 Breakeven $39.90 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this put
0	4	—	—	$36.69		$0.05	—	—	2	1
Call · $42.5 In the money Last $36.69 Breakeven $79.19 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $42.5 Last $0.05 Breakeven $42.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		$0.04	—	—	2	1
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last $0.04 Breakeven $44.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $47.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $47.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	77.1%	0.977	—		$0.60	-0.052	96.6%	1	1
Call · $55 In the money Last — Breakeven — Implied vol 77.1% Delta 0.977 ≈98% ITM Gamma 0.004 Theta -0.017 Vega 0.008 Open interest 0 Model this call Put · $55 Last $0.60 Breakeven $54.40 Implied vol 96.6% Delta -0.052 ≈5% ITM Gamma 0.006 Theta -0.047 Vega 0.016 Open interest 1 Model this put
0	—	54%	0.982	—		$0.15	-0.065	75.7%	5	11
Call · $60 In the money Last — Breakeven — Implied vol 54% Delta 0.982 ≈98% ITM Gamma 0.005 Theta -0.009 Vega 0.008 Open interest 0 Model this call Put · $60 Last $0.15 Breakeven $59.85 Implied vol 75.7% Delta -0.065 ≈6% ITM Gamma 0.009 Theta -0.043 Vega 0.028 Open interest 11 Model this put
1	1	48.6%	0.943	$12.95		$0.26	-0.068	51.5%	206	259
Call · $65 In the money Last $12.95 Breakeven $77.95 Implied vol 48.6% Delta 0.943 ≈94% ITM Gamma 0.014 Theta -0.024 Vega 0.017 Open interest 1 Model this call Put · $65 Last $0.26 Breakeven $64.74 Implied vol 51.5% Delta -0.068 ≈7% ITM Gamma 0.014 Theta -0.031 Vega 0.029 Open interest 259 Model this put
10	2	34.1%	0.895	$9.35		$0.30	-0.105	34%	2	2.7k
Call · $70 In the money Last $9.35 Breakeven $79.35 Implied vol 34.1% Delta 0.895 ≈89% ITM Gamma 0.03 Theta -0.027 Vega 0.03 Open interest 10 Model this call Put · $70 Last $0.30 Breakeven $69.70 Implied vol 34% Delta -0.105 ≈10% ITM Gamma 0.03 Theta -0.028 Vega 0.031 Open interest 2.7k Model this put
2	1	36.6%	0.779	$8.00		$0.42	-0.162	27.6%	5	207
Call · $72.5 In the money Last $8.00 Breakeven $80.50 Implied vol 36.6% Delta 0.779 ≈78% ITM Gamma 0.046 Theta -0.048 Vega 0.06 Open interest 2 Model this call Put · $72.5 Last $0.42 Breakeven $72.08 Implied vol 27.6% Delta -0.162 ≈16% ITM Gamma 0.049 Theta -0.031 Vega 0.047 Open interest 207 Model this put
6	1	32.2%	0.659	$5.52		$1.00	-0.318	27%	62	72
Call · $75 In the money Last $5.52 Breakeven $80.52 Implied vol 32.2% Delta 0.659 ≈66% ITM Gamma 0.064 Theta -0.053 Vega 0.062 Open interest 6 Model this call Put · $75 Last $1.00 Breakeven $74.00 Implied vol 27% Delta -0.318 ≈32% ITM Gamma 0.074 Theta -0.044 Vega 0.062 Open interest 72 Model this put
Underlying $76.68
12	13	22.7%	0.475	$1.50		$2.00	-0.519	25.6%	13	193
Call · $77.5 Last $1.50 Breakeven $79.00 Implied vol 22.7% Delta 0.475 ≈47% ITM Gamma 0.098 Theta -0.04 Vega 0.072 Open interest 12 Model this call Put · $77.5 In the money Last $2.00 Breakeven $75.50 Implied vol 25.6% Delta -0.519 ≈52% ITM Gamma 0.087 Theta -0.047 Vega 0.072 Open interest 193 Model this put
434	8	23.3%	0.26	$0.65		$3.05	-0.742	23%	8	134
Call · $80 Last $0.65 Breakeven $80.65 Implied vol 23.3% Delta 0.26 ≈26% ITM Gamma 0.078 Theta -0.034 Vega 0.064 Open interest 434 Model this call Put · $80 In the money Last $3.05 Breakeven $76.95 Implied vol 23% Delta -0.742 ≈74% ITM Gamma 0.078 Theta -0.034 Vega 0.064 Open interest 134 Model this put
1.1k	21	22.3%	0.104	$0.20		$4.22	-0.835	28.3%	3	17
Call · $82.5 Last $0.20 Breakeven $82.70 Implied vol 22.3% Delta 0.104 ≈10% ITM Gamma 0.045 Theta -0.018 Vega 0.033 Open interest 1.1k Model this call Put · $82.5 In the money Last $4.22 Breakeven $78.28 Implied vol 28.3% Delta -0.835 ≈84% ITM Gamma 0.048 Theta -0.032 Vega 0.049 Open interest 17 Model this put
946	39	29.4%	0.083	$0.20		$4.70	-0.918	29.1%	1	6
Call · $85 Last $0.20 Breakeven $85.20 Implied vol 29.4% Delta 0.083 ≈8% ITM Gamma 0.029 Theta -0.02 Vega 0.033 Open interest 946 Model this call Put · $85 In the money Last $4.70 Breakeven $80.30 Implied vol 29.1% Delta -0.918 ≈92% ITM Gamma 0.029 Theta -0.02 Vega 0.033 Open interest 6 Model this put
725	11	33.5%	0.058	$0.10		$10.60	-0.898	40.5%	1	2
Call · $87.5 Last $0.10 Breakeven $87.60 Implied vol 33.5% Delta 0.058 ≈6% ITM Gamma 0.019 Theta -0.017 Vega 0.02 Open interest 725 Model this call Put · $87.5 In the money Last $10.60 Breakeven $76.90 Implied vol 40.5% Delta -0.898 ≈90% ITM Gamma 0.024 Theta -0.032 Vega 0.034 Open interest 2 Model this put
1.3k	1	48.1%	0.094	$0.14		—	-0.977	32.2%	—	0
Call · $90 Last $0.14 Breakeven $90.14 Implied vol 48.1% Delta 0.094 ≈9% ITM Gamma 0.019 Theta -0.036 Vega 0.034 Open interest 1.3k Model this call Put · $90 In the money Last — Breakeven — Implied vol 32.2% Delta -0.977 ≈98% ITM Gamma 0.009 Theta -0.008 Vega 0.01 Open interest 0 Model this put
234	1	48.4%	0.061	$0.35		—	-0.883	61%	—	0
Call · $92.5 Last $0.35 Breakeven $92.85 Implied vol 48.4% Delta 0.061 ≈6% ITM Gamma 0.014 Theta -0.026 Vega 0.02 Open interest 234 Model this call Put · $92.5 In the money Last — Breakeven — Implied vol 61% Delta -0.883 ≈88% ITM Gamma 0.018 Theta -0.053 Vega 0.035 Open interest 0 Model this put
65	4	77.8%	0.144	$0.50		—	-0.891	67.3%	—	0
Call · $95 Last $0.50 Breakeven $95.50 Implied vol 77.8% Delta 0.144 ≈14% ITM Gamma 0.016 Theta -0.08 Vega 0.035 Open interest 65 Model this call Put · $95 In the money Last — Breakeven — Implied vol 67.3% Delta -0.891 ≈89% ITM Gamma 0.015 Theta -0.056 Vega 0.035 Open interest 0 Model this put
8	2	68.3%	0.08	$0.88		—	-0.898	73.4%	—	0
Call · $97.5 Last $0.88 Breakeven $98.38 Implied vol 68.3% Delta 0.08 ≈8% ITM Gamma 0.012 Theta -0.046 Vega 0.036 Open interest 8 Model this call Put · $97.5 In the money Last — Breakeven — Implied vol 73.4% Delta -0.898 ≈90% ITM Gamma 0.013 Theta -0.058 Vega 0.036 Open interest 0 Model this put
33	1	—	—	$0.08		—	-0.939	68%	—	0
Call · $100 Last $0.08 Breakeven $100.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 33 Model this call Put · $100 In the money Last — Breakeven — Implied vol 68% Delta -0.939 ≈94% ITM Gamma 0.01 Theta -0.036 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—		—	-0.944	77.9%	—	0
Call · $105 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 In the money Last — Breakeven — Implied vol 77.9% Delta -0.944 ≈94% ITM Gamma 0.008 Theta -0.038 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—		—	-0.949	87.3%	—	0
Call · $110 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $110 In the money Last — Breakeven — Implied vol 87.3% Delta -0.949 ≈95% ITM Gamma 0.007 Theta -0.039 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.952	96.4%	—	0
Call · $115 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 In the money Last — Breakeven — Implied vol 96.4% Delta -0.952 ≈95% ITM Gamma 0.006 Theta -0.041 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.95	107.2%	—	0
Call · $120 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $120 In the money Last — Breakeven — Implied vol 107.2% Delta -0.95 ≈95% ITM Gamma 0.005 Theta -0.048 Vega 0.023 Open interest 0 Model this put
0	—	—	—	—		—	-0.957	113.3%	—	0
Call · $125 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol 113.3% Delta -0.957 ≈96% ITM Gamma 0.005 Theta -0.044 Vega 0.022 Open interest 0 Model this put
1	1	—	—	$0.10		—	-0.954	123.4%	—	0
Call · $130 Last $0.10 Breakeven $130.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $130 In the money Last — Breakeven — Implied vol 123.4% Delta -0.954 ≈95% ITM Gamma 0.004 Theta -0.051 Vega 0.023 Open interest 0 Model this put
0	—	—	—	—		—	-0.96	127.6%	—	0
Call · $135 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 In the money Last — Breakeven — Implied vol 127.6% Delta -0.96 ≈96% ITM Gamma 0.004 Theta -0.047 Vega 0.012 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 788784 CUSIP 744573106 13F (30d) 585 filings 554 filers Visit website Investor relations