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PagSeguro Digital Ltd. PAGS

i

Market datapartial · fetched 2026-11-13T00:47:46.406Z

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 · 2026-11-13T00:41:28.683016283Z

FundamentalsAlpha Vantage · unavailable

Share price$7.82
1D+0.9%
AH$7.69$7.78$7.88$7.97$8.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAGS
Sold putSold callAH

PagSeguro Digital Ltd. options

Live interpolated PAGS call and put midpoint premiums by absolute delta.PagSeguro Digital Ltd.$0.01$0.88$1.75$2.62$3.49$6.58$7.19$7.79$8.39$8.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAGS spot · $7.82PAGS PRICE$0.11$0.14$0.17$0.21$0.24$0.28$0.38$0.47$0.56$0.66$0.75$0.84$0.94$0.12$0.16$0.20$0.23$0.27$0.31$0.35$0.38$0.77$1.38$2.00$2.62$3.24
PutsExpensive1.62×
CallsExpensive1.26×
SkewBearish+5.70 pp
Implied moveBullish±$0.72
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.7577.0%13.3%7.0686.0%11.2%
25Δ8.6076.8%11.8%7.1983.2%10.1%
30Δ8.4576.6%10.2%7.3280.5%8.9%
35Δ8.2976.4%8.7%7.4477.7%7.8%
40Δ8.1476.2%7.2%7.5774.9%6.7%
45Δ7.9976.3%5.8%7.7072.2%5.5%
50Δ7.8578.8%5.2%7.8269.4%4.4%
55Δ7.7181.3%4.6%7.9566.6%3.3%
60Δ7.5783.8%4.0%8.3874.6%2.6%
65Δ7.4386.3%3.5%9.0390.0%2.3%
70Δ7.3088.9%2.9%9.67105.5%2.0%
75Δ7.1691.4%2.3%10.31120.9%1.6%
80Δ7.0293.9%1.8%10.96136.3%1.3%

20Δ

Calls
Pseudo strike
8.75
IV
77.0%
B/E move
13.3%
Puts
Pseudo strike
7.06
IV
86.0%
B/E move
11.2%

25Δ

Calls
Pseudo strike
8.60
IV
76.8%
B/E move
11.8%
Puts
Pseudo strike
7.19
IV
83.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
8.45
IV
76.6%
B/E move
10.2%
Puts
Pseudo strike
7.32
IV
80.5%
B/E move
8.9%

35Δ

Calls
Pseudo strike
8.29
IV
76.4%
B/E move
8.7%
Puts
Pseudo strike
7.44
IV
77.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
8.14
IV
76.2%
B/E move
7.2%
Puts
Pseudo strike
7.57
IV
74.9%
B/E move
6.7%

45Δ

Calls
Pseudo strike
7.99
IV
76.3%
B/E move
5.8%
Puts
Pseudo strike
7.70
IV
72.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
7.85
IV
78.8%
B/E move
5.2%
Puts
Pseudo strike
7.82
IV
69.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
7.71
IV
81.3%
B/E move
4.6%
Puts
Pseudo strike
7.95
IV
66.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
7.57
IV
83.8%
B/E move
4.0%
Puts
Pseudo strike
8.38
IV
74.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
7.43
IV
86.3%
B/E move
3.5%
Puts
Pseudo strike
9.03
IV
90.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
7.30
IV
88.9%
B/E move
2.9%
Puts
Pseudo strike
9.67
IV
105.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
7.16
IV
91.4%
B/E move
2.3%
Puts
Pseudo strike
10.31
IV
120.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
7.02
IV
93.9%
B/E move
1.8%
Puts
Pseudo strike
10.96
IV
136.3%
B/E move
1.3%

Options history

IV · four-Friday blend51.72%
Daily EOD
PAGS49.4%56.4%63.3%2026-10-19: 57.94%2026-10-20: 57.62%2026-10-21: 57.43%2026-10-22: 57.79%2026-10-23: 62.38%2026-10-26: 54.84%2026-10-27: 50.34%2026-10-28: 50.62%2026-10-29: 50.79%2026-10-30: 51.72%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.94%
57.62%
57.43%
57.79%
62.38%
54.84%
50.34%
50.62%
50.79%
51.72%