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Palo Alto Networks Inc PANW

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T21:49:07.328Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:43:50.02932241Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T21:49:06.720911+00:00

Share price$341.53
1D-7.6%
AH$338$347$357$366$3765:30 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$2.15$8.97$15.79$22.61$29.44$290.71$327.58$364.45$401.32$438.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PANW spot · $341.53PANW PRICE$2.88$3.67$4.74$6.10$7.16$8.62$10.47$12.95$13.80$15.50$18.21$23.09$27.47$3.24$4.27$5.37$6.71$8.18$9.75$11.36$12.52$13.60$16.38$19.00$23.42$27.21
PutsCheap0.72×
CallsExpensive1.24×
SkewBullish-1.91 pp
Implied moveBearish±$21.83
TiltBearish2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ366.3656.7%8.1%320.1658.9%7.2%
25Δ360.4954.0%6.6%324.7658.1%6.2%
30Δ356.7054.7%5.8%328.8857.1%5.3%
35Δ353.3756.9%5.3%332.5257.3%4.6%
40Δ349.5255.4%4.4%335.9957.7%4.0%
45Δ346.2056.2%3.9%339.4557.8%3.5%
50Δ342.8858.3%3.5%342.8457.3%2.9%
55Δ339.4362.3%3.2%346.0054.1%2.4%
60Δ336.1657.3%2.5%348.7351.0%1.9%
65Δ332.7655.5%2.0%352.5152.9%1.6%
70Δ328.8956.9%1.6%356.2053.1%1.3%
75Δ323.3463.2%1.4%361.4256.2%1.0%
80Δ317.9365.4%1.1%366.1256.5%0.8%

20Δ

Calls
Pseudo strike
366.36
IV
56.7%
B/E move
8.1%
Puts
Pseudo strike
320.16
IV
58.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
360.49
IV
54.0%
B/E move
6.6%
Puts
Pseudo strike
324.76
IV
58.1%
B/E move
6.2%

30Δ

Calls
Pseudo strike
356.70
IV
54.7%
B/E move
5.8%
Puts
Pseudo strike
328.88
IV
57.1%
B/E move
5.3%

35Δ

Calls
Pseudo strike
353.37
IV
56.9%
B/E move
5.3%
Puts
Pseudo strike
332.52
IV
57.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
349.52
IV
55.4%
B/E move
4.4%
Puts
Pseudo strike
335.99
IV
57.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
346.20
IV
56.2%
B/E move
3.9%
Puts
Pseudo strike
339.45
IV
57.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
342.88
IV
58.3%
B/E move
3.5%
Puts
Pseudo strike
342.84
IV
57.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
339.43
IV
62.3%
B/E move
3.2%
Puts
Pseudo strike
346.00
IV
54.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
336.16
IV
57.3%
B/E move
2.5%
Puts
Pseudo strike
348.73
IV
51.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
332.76
IV
55.5%
B/E move
2.0%
Puts
Pseudo strike
352.51
IV
52.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
328.89
IV
56.9%
B/E move
1.6%
Puts
Pseudo strike
356.20
IV
53.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
323.34
IV
63.2%
B/E move
1.4%
Puts
Pseudo strike
361.42
IV
56.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
317.93
IV
65.4%
B/E move
1.1%
Puts
Pseudo strike
366.12
IV
56.5%
B/E move
0.8%