PGC P&L Curve

Peapack-Gladstone Financial Corporation (PGC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $736.9M, listed on NASDAQ, employing roughly 620 people, carrying a beta of 0.72 to the broader market. Peapack-Gladstone Financial Corporation operates as the bank holding company for Peapack-Gladstone Bank that provides private banking and wealth management services in the United States. Led by Robert A. Plante, public since 1999-04-27.

A profit/loss curve charts the theoretical gain or loss of an options position across a range of underlying prices. It helps traders visualize risk, identify breakeven points, and compare strategies before committing capital.

Exchange
NASDAQ
Sector
Financial Services
Industry
Banks - Regional
Market Cap
$736.9M
Employees
620
IPO Date
1999-04-27
CEO
Robert A. Plante
Beta
0.72

At the current $41.52 spot price with 49.3% ATM implied volatility and 34 days to the front expiration, an at-the-money long straddle carries an approximate combined premium near $5.00, producing breakevens at roughly $36.52 and $46.52. Market-implied 1-standard-deviation range extends from $35.65 to $47.39, which sets the relevant P&L evaluation window for most near-term strategies. Payoff diagrams should be rebuilt from the live options chain; the preceding values are illustrative and assume a single at-the-money straddle for reference.

Frequently asked PGC pl curve questions

What does a PGC ATM straddle cost today?
Using current PGC pricing (49.3% ATM IV, 34-day front expiration, $41.52 spot), an at-the-money long straddle (long call + long put at the same strike) carries an approximate combined premium near $5.00 per spread. Breakevens land at roughly $46.52 on the upside and $36.52 on the downside. The estimate uses the Brenner-Subrahmanyam approximation for at-the-money options under Black-Scholes.
How do I read an options P&L curve?
An options P&L curve plots theoretical position value at expiration (or at any chosen evaluation date) against the underlying price. The X-axis is the underlying price scenario, the Y-axis is position dollar P&L. The shape of the curve tells you the strategy's directional sensitivity, breakeven points, maximum profit and loss levels, and where time decay or volatility shifts will be most impactful. Multi-leg structures combine the curves of the individual legs to produce composite payoff diagrams.
What's the difference between a P&L curve and a payoff diagram?
Strictly: a payoff diagram shows option value at expiration (no time premium left), while a P&L curve typically shows position value at any evaluation date (with remaining time premium). The expiration payoff diagram has kinks at the strikes; the early P&L curve is smooth. For directional-vega trades, the early P&L curve also responds to IV shifts that the expiration payoff diagram does not capture - which is why options traders often look at both views.
Why are illustrative PGC P&L numbers approximate?
The numbers above use Black-Scholes assumptions (lognormal returns, constant volatility, no early exercise, no dividends). Real-world option prices reflect skew, term structure, jump risk, and (for US-style options) early exercise premium. Use the live options chain for actual quoted bid/ask prices when sizing trades; the values here illustrate magnitude only.