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Pangaea Logistics Solutions Ltd. Common Shares PANL

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Market datapartial · fetched 2026-10-22T23:59:02.048Z

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 · 2026-10-22T20:00:01.417894466Z

FundamentalsAlpha Vantage · unavailable

Share price$7.78
1D+1.2%
AH$7.67$7.75$7.84$7.92$8.005:30 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$0.17$1.01$1.85$2.69$3.53$5.11$6.49$7.86$9.24$10.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PANL spot · $7.78PANL PRICE$0.28$0.33$0.38$0.43$0.48$0.53$0.58$0.63$0.68$0.96$1.43$1.91$2.39$0.26$0.30$0.34$0.38$0.52$0.77$1.02$1.27$1.52$1.77$2.02$2.27$3.29
PutsExpensive1.67×
CallsExpensive1.80×
SkewBullish-7.50 pp
Implied moveBearish±$1.59
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.21141.2%60.4%4.91180.6%40.2%
25Δ11.65131.9%53.9%5.64147.3%31.3%
30Δ11.09122.6%47.4%6.37114.1%22.5%
35Δ10.54113.3%40.9%7.1080.8%13.6%
40Δ9.98104.0%34.4%7.6464.8%8.4%
45Δ9.4394.6%27.9%7.9569.0%7.6%
50Δ8.8785.3%21.4%8.2673.2%6.9%
55Δ8.3176.0%14.9%8.5777.4%6.1%
60Δ7.7666.7%8.4%8.8881.6%5.4%
65Δ7.2374.5%5.3%9.1985.8%4.6%
70Δ6.7497.0%5.0%9.5090.0%3.8%
75Δ6.24119.5%4.8%9.8194.3%3.1%
80Δ5.74142.0%4.5%10.87112.3%2.5%

20Δ

Calls
Pseudo strike
12.21
IV
141.2%
B/E move
60.4%
Puts
Pseudo strike
4.91
IV
180.6%
B/E move
40.2%

25Δ

Calls
Pseudo strike
11.65
IV
131.9%
B/E move
53.9%
Puts
Pseudo strike
5.64
IV
147.3%
B/E move
31.3%

30Δ

Calls
Pseudo strike
11.09
IV
122.6%
B/E move
47.4%
Puts
Pseudo strike
6.37
IV
114.1%
B/E move
22.5%

35Δ

Calls
Pseudo strike
10.54
IV
113.3%
B/E move
40.9%
Puts
Pseudo strike
7.10
IV
80.8%
B/E move
13.6%

40Δ

Calls
Pseudo strike
9.98
IV
104.0%
B/E move
34.4%
Puts
Pseudo strike
7.64
IV
64.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
9.43
IV
94.6%
B/E move
27.9%
Puts
Pseudo strike
7.95
IV
69.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
8.87
IV
85.3%
B/E move
21.4%
Puts
Pseudo strike
8.26
IV
73.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
8.31
IV
76.0%
B/E move
14.9%
Puts
Pseudo strike
8.57
IV
77.4%
B/E move
6.1%

60Δ

Calls
Pseudo strike
7.76
IV
66.7%
B/E move
8.4%
Puts
Pseudo strike
8.88
IV
81.6%
B/E move
5.4%

65Δ

Calls
Pseudo strike
7.23
IV
74.5%
B/E move
5.3%
Puts
Pseudo strike
9.19
IV
85.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
6.74
IV
97.0%
B/E move
5.0%
Puts
Pseudo strike
9.50
IV
90.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
6.24
IV
119.5%
B/E move
4.8%
Puts
Pseudo strike
9.81
IV
94.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.74
IV
142.0%
B/E move
4.5%
Puts
Pseudo strike
10.87
IV
112.3%
B/E move
2.5%

Options history

No recorded observations