IntraAlpha
Create free account Start free

Pangaea Logistics Solutions Ltd. Common Shares PANL

i

Market datapartial · fetched 2026-11-12T03:20:02.144Z

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 · 2026-11-11T22:57:45.710071107Z

FundamentalsAlpha Vantage · unavailable

Share price$8.67
1D-0.9%
AH$8.77$8.82$8.87$8.92$8.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPANL
Sold putSold callAH

Pangaea Logistics Solutions Ltd. Common Shares options

Live interpolated PANL call and put midpoint premiums by absolute delta.Pangaea Logistics Solutions Ltd. Common Shares$0.19$1.05$1.90$2.75$3.61$6.56$7.65$8.74$9.83$10.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PANL spot · $8.67PANL PRICE$0.28$0.38$0.47$0.57$0.66$0.75$0.85$0.94$1.03$1.13$1.22$1.32$0.38$0.63$0.88$1.13$1.37$1.62$1.87$2.12$2.37$2.62$2.86$3.11$3.36
PutsExpensive1.22×
Calls——
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.35216.1%45.7%7.87100.0%13.6%
25Δ11.94208.7%42.1%8.20104.4%12.7%
30Δ11.54201.3%38.5%8.52108.7%11.8%
35Δ11.13194.0%34.9%8.85113.1%10.9%
40Δ10.72186.6%31.3%9.18117.5%10.0%
45Δ10.31179.3%27.6%9.50121.8%9.1%
50Δ9.91171.9%24.0%9.83126.2%8.2%
55Δ9.50164.6%20.4%10.16130.5%7.3%
60Δ9.09157.2%16.8%10.48134.9%6.4%
65Δ8.68149.8%13.2%10.81139.2%5.5%
70Δ8.28142.5%9.5%11.14143.6%4.6%
75Δ7.87135.1%5.9%11.46147.9%3.7%
80Δ11.79152.3%2.8%

20Δ

Calls
Pseudo strike
12.35
IV
216.1%
B/E move
45.7%
Puts
Pseudo strike
7.87
IV
100.0%
B/E move
13.6%

25Δ

Calls
Pseudo strike
11.94
IV
208.7%
B/E move
42.1%
Puts
Pseudo strike
8.20
IV
104.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
11.54
IV
201.3%
B/E move
38.5%
Puts
Pseudo strike
8.52
IV
108.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
11.13
IV
194.0%
B/E move
34.9%
Puts
Pseudo strike
8.85
IV
113.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
10.72
IV
186.6%
B/E move
31.3%
Puts
Pseudo strike
9.18
IV
117.5%
B/E move
10.0%

45Δ

Calls
Pseudo strike
10.31
IV
179.3%
B/E move
27.6%
Puts
Pseudo strike
9.50
IV
121.8%
B/E move
9.1%

50Δ

Calls
Pseudo strike
9.91
IV
171.9%
B/E move
24.0%
Puts
Pseudo strike
9.83
IV
126.2%
B/E move
8.2%

55Δ

Calls
Pseudo strike
9.50
IV
164.6%
B/E move
20.4%
Puts
Pseudo strike
10.16
IV
130.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
9.09
IV
157.2%
B/E move
16.8%
Puts
Pseudo strike
10.48
IV
134.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
8.68
IV
149.8%
B/E move
13.2%
Puts
Pseudo strike
10.81
IV
139.2%
B/E move
5.5%

70Δ

Calls
Pseudo strike
8.28
IV
142.5%
B/E move
9.5%
Puts
Pseudo strike
11.14
IV
143.6%
B/E move
4.6%

75Δ

Calls
Pseudo strike
7.87
IV
135.1%
B/E move
5.9%
Puts
Pseudo strike
11.46
IV
147.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.79
IV
152.3%
B/E move
2.8%

Options history

IV · four-Friday blend67.12%
Daily EOD
PANL58.9%63.3%67.7%2026-10-19: 63.26%2026-10-20: 59.51%2026-10-21: 64.55%2026-10-22: 62.79%2026-10-23: 67.12%Oct 19Oct 21Oct 23
5 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
63.26%
59.51%
64.55%
62.79%
67.12%