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PLAYSTUDIOS, Inc. Class A Common Stock MYPS

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
i

Market dataready · fetched 2026-11-12T01:40:45.821Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.694557452Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:40:45.105172+00:00

Share price$4.29
1D-8.8%
AH$4.07$4.24$4.41$4.58$4.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMYPS
Sold putSold callAH

PLAYSTUDIOS, Inc. Class A Common Stock options

Live interpolated MYPS call and put midpoint premiums by absolute delta.PLAYSTUDIOS, Inc. Class A Common Stock$0.37$0.74$1.11$1.48$1.85$2.79$3.52$4.25$4.99$5.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MYPS spot · $4.29MYPS PRICE$0.52$0.70$0.87$1.05$1.22$1.40$1.57$1.75$0.41$0.44$0.47$0.51$0.54$0.57$0.60$0.63$0.66$0.69$0.72$0.75
Puts——
Calls——
Skew——
Implied moveBullish±$1.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.73235.3%45.9%
25Δ2.93219.8%42.1%
30Δ3.12204.2%38.3%
35Δ3.32188.7%34.5%
40Δ3.51173.1%30.7%
45Δ4.78121.5%23.6%3.71157.5%26.9%
50Δ4.51130.9%21.4%3.90142.0%23.0%
55Δ4.25140.2%19.3%4.10126.4%19.2%
60Δ3.98149.6%17.2%4.29110.8%15.4%
65Δ3.72159.0%15.1%4.4995.3%11.6%
70Δ3.45168.4%13.0%4.6879.7%7.8%
75Δ3.19177.7%10.9%4.8764.1%4.0%
80Δ2.92187.1%8.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
235.3%
B/E move
45.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.93
IV
219.8%
B/E move
42.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
204.2%
B/E move
38.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
188.7%
B/E move
34.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
173.1%
B/E move
30.7%

45Δ

Calls
Pseudo strike
4.78
IV
121.5%
B/E move
23.6%
Puts
Pseudo strike
3.71
IV
157.5%
B/E move
26.9%

50Δ

Calls
Pseudo strike
4.51
IV
130.9%
B/E move
21.4%
Puts
Pseudo strike
3.90
IV
142.0%
B/E move
23.0%

55Δ

Calls
Pseudo strike
4.25
IV
140.2%
B/E move
19.3%
Puts
Pseudo strike
4.10
IV
126.4%
B/E move
19.2%

60Δ

Calls
Pseudo strike
3.98
IV
149.6%
B/E move
17.2%
Puts
Pseudo strike
4.29
IV
110.8%
B/E move
15.4%

65Δ

Calls
Pseudo strike
3.72
IV
159.0%
B/E move
15.1%
Puts
Pseudo strike
4.49
IV
95.3%
B/E move
11.6%

70Δ

Calls
Pseudo strike
3.45
IV
168.4%
B/E move
13.0%
Puts
Pseudo strike
4.68
IV
79.7%
B/E move
7.8%

75Δ

Calls
Pseudo strike
3.19
IV
177.7%
B/E move
10.9%
Puts
Pseudo strike
4.87
IV
64.1%
B/E move
4.0%

80Δ

Calls
Pseudo strike
2.92
IV
187.1%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations