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PagSeguro Digital Ltd. PAGS

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Market datapartial · fetched 2026-10-22T17:34:19.086Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T17:34:07.152690848Z

FundamentalsAlpha Vantage · unavailable

Share price$11.24
1D+2.2%
$10.96$11.09$11.22$11.35$11.485:30 AM6:30 AM9:00 AM1:00 PMPAGS
Sold putSold call

PagSeguro Digital Ltd. options

Live interpolated PAGS call and put midpoint premiums by absolute delta.PagSeguro Digital Ltd.$0.15$0.96$1.77$2.58$3.39$8.07$9.66$11.25$12.84$14.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAGS spot · $11.24PAGS PRICE$0.24$0.32$0.40$0.48$0.56$0.68$0.81$0.95$1.11$1.36$1.61$1.88$2.18$0.35$0.45$0.55$0.66$0.77$0.91$1.05$1.19$1.37$1.73$2.08$2.58$3.15
PutsExpensive1.61×
CallsCheap0.92×
SkewBearish+2.16 pp
Implied moveBearish±$1.86
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6971.9%23.9%9.3988.3%19.6%
25Δ13.2873.5%21.0%9.8783.9%16.2%
30Δ12.8773.7%18.1%10.2480.7%13.8%
35Δ12.4871.3%15.3%10.5878.0%11.8%
40Δ12.0868.8%12.5%10.9275.3%9.7%
45Δ11.7869.3%10.8%11.2173.4%8.3%
50Δ11.5070.6%9.5%11.5071.6%7.0%
55Δ11.2171.8%8.2%11.7869.9%5.8%
60Δ10.9273.8%7.0%12.0969.3%4.7%
65Δ10.5778.2%6.2%12.5273.1%4.0%
70Δ10.2282.6%5.3%12.9476.8%3.3%
75Δ9.8585.6%4.4%13.5380.5%2.7%
80Δ9.4485.9%3.4%14.1783.9%2.0%

20Δ

Calls
Pseudo strike
13.69
IV
71.9%
B/E move
23.9%
Puts
Pseudo strike
9.39
IV
88.3%
B/E move
19.6%

25Δ

Calls
Pseudo strike
13.28
IV
73.5%
B/E move
21.0%
Puts
Pseudo strike
9.87
IV
83.9%
B/E move
16.2%

30Δ

Calls
Pseudo strike
12.87
IV
73.7%
B/E move
18.1%
Puts
Pseudo strike
10.24
IV
80.7%
B/E move
13.8%

35Δ

Calls
Pseudo strike
12.48
IV
71.3%
B/E move
15.3%
Puts
Pseudo strike
10.58
IV
78.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
12.08
IV
68.8%
B/E move
12.5%
Puts
Pseudo strike
10.92
IV
75.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
11.78
IV
69.3%
B/E move
10.8%
Puts
Pseudo strike
11.21
IV
73.4%
B/E move
8.3%

50Δ

Calls
Pseudo strike
11.50
IV
70.6%
B/E move
9.5%
Puts
Pseudo strike
11.50
IV
71.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
11.21
IV
71.8%
B/E move
8.2%
Puts
Pseudo strike
11.78
IV
69.9%
B/E move
5.8%

60Δ

Calls
Pseudo strike
10.92
IV
73.8%
B/E move
7.0%
Puts
Pseudo strike
12.09
IV
69.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
10.57
IV
78.2%
B/E move
6.2%
Puts
Pseudo strike
12.52
IV
73.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
10.22
IV
82.6%
B/E move
5.3%
Puts
Pseudo strike
12.94
IV
76.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
9.85
IV
85.6%
B/E move
4.4%
Puts
Pseudo strike
13.53
IV
80.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
9.44
IV
85.9%
B/E move
3.4%
Puts
Pseudo strike
14.17
IV
83.9%
B/E move
2.0%

Options history

No recorded observations