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Palo Alto Networks Inc PANW

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:18:53.772Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:57.068122168Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:18:52.999700+00:00

Share price$372.36
1D+1.4%
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$4.13$24.18$44.23$64.28$84.33$290.52$331.94$373.36$414.78$456.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PANW spot · $372.36PANW PRICE$6.30$8.51$10.74$13.16$15.88$18.87$22.08$25.44$29.84$34.61$39.61$44.65$48.74$7.78$10.74$13.65$16.77$20.63$25.16$29.14$35.14$40.58$46.30$56.00$64.11$78.55
PutsExpensive1.08×
CallsCheap0.90×
SkewBearish+4.27 pp
Implied moveBearish±$51.23
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ433.9851.4%18.2%328.1354.8%14.0%
25Δ423.9652.8%16.1%337.1955.9%12.3%
30Δ413.1752.4%13.8%346.2055.7%10.7%
35Δ403.5652.0%11.9%354.9355.0%9.2%
40Δ394.9252.0%10.3%363.2155.5%8.0%
45Δ386.7852.2%8.9%371.3656.7%7.0%
50Δ378.8852.2%7.7%379.5755.7%5.9%
55Δ371.1351.8%6.5%388.5757.1%5.1%
60Δ363.3352.7%5.6%397.3256.7%4.2%
65Δ355.3353.3%4.7%406.1855.8%3.4%
70Δ347.1653.3%3.9%418.2257.9%2.7%
75Δ339.0552.5%3.0%428.9657.3%2.0%
80Δ331.9749.5%2.2%445.4859.6%1.5%

20Δ

Calls
Pseudo strike
433.98
IV
51.4%
B/E move
18.2%
Puts
Pseudo strike
328.13
IV
54.8%
B/E move
14.0%

25Δ

Calls
Pseudo strike
423.96
IV
52.8%
B/E move
16.1%
Puts
Pseudo strike
337.19
IV
55.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
413.17
IV
52.4%
B/E move
13.8%
Puts
Pseudo strike
346.20
IV
55.7%
B/E move
10.7%

35Δ

Calls
Pseudo strike
403.56
IV
52.0%
B/E move
11.9%
Puts
Pseudo strike
354.93
IV
55.0%
B/E move
9.2%

40Δ

Calls
Pseudo strike
394.92
IV
52.0%
B/E move
10.3%
Puts
Pseudo strike
363.21
IV
55.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
386.78
IV
52.2%
B/E move
8.9%
Puts
Pseudo strike
371.36
IV
56.7%
B/E move
7.0%

50Δ

Calls
Pseudo strike
378.88
IV
52.2%
B/E move
7.7%
Puts
Pseudo strike
379.57
IV
55.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
371.13
IV
51.8%
B/E move
6.5%
Puts
Pseudo strike
388.57
IV
57.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
363.33
IV
52.7%
B/E move
5.6%
Puts
Pseudo strike
397.32
IV
56.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
355.33
IV
53.3%
B/E move
4.7%
Puts
Pseudo strike
406.18
IV
55.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
347.16
IV
53.3%
B/E move
3.9%
Puts
Pseudo strike
418.22
IV
57.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
339.05
IV
52.5%
B/E move
3.0%
Puts
Pseudo strike
428.96
IV
57.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
331.97
IV
49.5%
B/E move
2.2%
Puts
Pseudo strike
445.48
IV
59.6%
B/E move
1.5%