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Palo Alto Networks Inc PANW

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:05:40.560Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:26.906239168Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:05:39.830206+00:00

Share price$370.27
1D+1.1%
AH$363$366$368$370$3735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPANW
Sold putSold callAH

Palo Alto Networks Inc options

Live interpolated PANW call and put midpoint premiums by absolute delta.Palo Alto Networks Inc$0.85$4.36$7.87$11.37$14.88$355.61$362.73$369.85$376.97$384.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $370.27OPTION PRICELive PANW spot · $370.27PANW PRICE$1.23$1.65$2.07$2.52$3.08$3.74$4.53$5.27$5.99$6.24$6.45$8.80$11.91$1.30$1.73$2.02$2.60$3.18$3.82$4.50$5.26$6.33$7.76$10.14$12.68$13.87
PutsFair0.99×
CallsExpensive1.13×
SkewBearish+3.81 pp
Implied moveBalanced±$9.03
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ380.0257.7%3.0%360.9958.6%2.9%
25Δ378.1557.8%2.6%362.8059.1%2.5%
30Δ376.3656.9%2.2%365.0154.0%2.0%
35Δ374.6856.0%1.9%366.3555.3%1.8%
40Δ373.2656.3%1.6%367.7056.4%1.6%
45Δ371.8557.4%1.4%369.0956.6%1.3%
50Δ370.4759.4%1.3%370.4856.8%1.2%
55Δ369.0559.5%1.1%371.8756.9%1.0%
60Δ367.6258.6%0.9%373.4558.9%0.9%
65Δ366.6753.4%0.7%375.2762.7%0.7%
70Δ365.7647.9%0.5%377.9569.7%0.7%
75Δ363.1556.4%0.5%380.8276.7%0.6%
80Δ359.8566.3%0.4%382.7171.2%0.4%

20Δ

Calls
Pseudo strike
380.02
IV
57.7%
B/E move
3.0%
Puts
Pseudo strike
360.99
IV
58.6%
B/E move
2.9%

25Δ

Calls
Pseudo strike
378.15
IV
57.8%
B/E move
2.6%
Puts
Pseudo strike
362.80
IV
59.1%
B/E move
2.5%

30Δ

Calls
Pseudo strike
376.36
IV
56.9%
B/E move
2.2%
Puts
Pseudo strike
365.01
IV
54.0%
B/E move
2.0%

35Δ

Calls
Pseudo strike
374.68
IV
56.0%
B/E move
1.9%
Puts
Pseudo strike
366.35
IV
55.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
373.26
IV
56.3%
B/E move
1.6%
Puts
Pseudo strike
367.70
IV
56.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
371.85
IV
57.4%
B/E move
1.4%
Puts
Pseudo strike
369.09
IV
56.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
370.47
IV
59.4%
B/E move
1.3%
Puts
Pseudo strike
370.48
IV
56.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
369.05
IV
59.5%
B/E move
1.1%
Puts
Pseudo strike
371.87
IV
56.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
367.62
IV
58.6%
B/E move
0.9%
Puts
Pseudo strike
373.45
IV
58.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
366.67
IV
53.4%
B/E move
0.7%
Puts
Pseudo strike
375.27
IV
62.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
365.76
IV
47.9%
B/E move
0.5%
Puts
Pseudo strike
377.95
IV
69.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
363.15
IV
56.4%
B/E move
0.5%
Puts
Pseudo strike
380.82
IV
76.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
359.85
IV
66.3%
B/E move
0.4%
Puts
Pseudo strike
382.71
IV
71.2%
B/E move
0.4%