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PAR Technology Corp. PAR

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T15:49:37.191Z

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 · 2026-11-12T15:48:30.732120091Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:49:36.547753+00:00

Share price$22.39
1D+0.7%
$22.08$22.16$22.25$22.33$22.415:30 AM6:30 AM9:00 AM1:00 PMPAR
Sold putSold call

PAR Technology Corp. options

Live interpolated PAR call and put midpoint premiums by absolute delta.PAR Technology Corp.$0.21$1.07$1.94$2.80$3.67$17.61$19.91$22.22$24.52$26.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAR spot · $22.39PAR PRICE$0.30$0.38$0.46$0.54$0.64$0.73$0.82$0.91$1.26$1.65$1.96$2.16$0.41$0.63$0.84$0.79$0.81$0.83$0.85$0.87$2.57$3.06$3.42
Puts——
Calls——
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2390.9%11.5%
25Δ23.9963.0%8.5%20.54102.5%11.1%
30Δ23.6762.2%7.4%20.84114.0%10.7%
35Δ23.3561.4%6.3%
40Δ23.0260.6%5.2%
45Δ22.7759.0%4.5%22.1568.5%4.6%
50Δ22.5357.2%3.9%22.3561.6%3.8%
55Δ22.2855.5%3.2%22.5554.7%3.0%
60Δ22.0453.8%2.5%22.7547.9%2.2%
65Δ21.6562.7%2.3%22.9541.0%1.4%
70Δ21.2473.5%2.2%24.4295.9%2.4%
75Δ20.8777.8%2.0%25.0299.3%1.9%
80Δ20.5673.2%1.5%25.4994.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.23
IV
90.9%
B/E move
11.5%

25Δ

Calls
Pseudo strike
23.99
IV
63.0%
B/E move
8.5%
Puts
Pseudo strike
20.54
IV
102.5%
B/E move
11.1%

30Δ

Calls
Pseudo strike
23.67
IV
62.2%
B/E move
7.4%
Puts
Pseudo strike
20.84
IV
114.0%
B/E move
10.7%

35Δ

Calls
Pseudo strike
23.35
IV
61.4%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
23.02
IV
60.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
22.77
IV
59.0%
B/E move
4.5%
Puts
Pseudo strike
22.15
IV
68.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
22.53
IV
57.2%
B/E move
3.9%
Puts
Pseudo strike
22.35
IV
61.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
22.28
IV
55.5%
B/E move
3.2%
Puts
Pseudo strike
22.55
IV
54.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
22.04
IV
53.8%
B/E move
2.5%
Puts
Pseudo strike
22.75
IV
47.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.65
IV
62.7%
B/E move
2.3%
Puts
Pseudo strike
22.95
IV
41.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.24
IV
73.5%
B/E move
2.2%
Puts
Pseudo strike
24.42
IV
95.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
20.87
IV
77.8%
B/E move
2.0%
Puts
Pseudo strike
25.02
IV
99.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
20.56
IV
73.2%
B/E move
1.5%
Puts
Pseudo strike
25.49
IV
94.7%
B/E move
1.4%

Options history

IV · four-Friday blend86.97%
Daily EOD
PAR73.9%80.9%87.9%2026-10-19: 78.63%2026-10-20: 76.06%2026-10-21: 79.30%2026-10-22: 74.89%2026-10-23: 75.72%2026-10-26: 80.51%2026-10-27: 81.01%2026-10-28: 76.92%2026-10-29: 79.68%2026-10-30: 86.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.63%
76.06%
79.30%
74.89%
75.72%
80.51%
81.01%
76.92%
79.68%
86.97%