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Patria Investments Limited Class A Common Shares PAX

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-11T15:55:17.546Z

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 · 2026-11-11T15:55:06.844108447Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:55:16.289732+00:00

Share price$9.63
1D+1.9%
$9.43$9.49$9.56$9.62$9.685:30 AM6:30 AM9:00 AM1:00 PMPAX
Sold putSold call

Patria Investments Limited Class A Common Shares options

Live interpolated PAX call and put midpoint premiums by absolute delta.Patria Investments Limited Class A Common Shares$0.18$0.92$1.66$2.40$3.14$6.78$8.01$9.25$10.48$11.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAX spot · $9.63PAX PRICE$0.26$0.28$0.29$0.31$0.32$0.46$0.62$0.79$0.95$1.11$1.27$1.43$1.59$0.50$0.54$0.57$0.61$0.65$0.69$0.72$0.76$1.05$1.52$1.99$2.46$2.92
PutsExpensive2.62×
CallsExpensive1.62×
SkewBearish+49.69 pp
Implied moveBearish±$1.35
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.13206.3%49.5%7.51241.7%27.2%
25Δ13.14175.3%39.3%7.84221.7%24.1%
30Δ12.14144.3%29.1%8.18201.7%21.0%
35Δ11.14113.3%18.9%8.52181.8%17.9%
40Δ10.1482.4%8.7%8.85161.8%14.8%
45Δ9.8178.5%6.7%9.19141.8%11.7%
50Δ9.5979.2%6.1%9.53121.8%8.6%
55Δ9.3779.9%5.5%9.86101.9%5.4%
60Δ9.1580.7%4.8%10.30101.8%3.9%
65Δ8.9381.4%4.2%10.81115.0%3.5%
70Δ8.7182.1%3.6%11.32128.3%3.1%
75Δ8.4982.8%3.0%11.83141.6%2.7%
80Δ8.2683.5%2.4%12.33154.8%2.3%

20Δ

Calls
Pseudo strike
14.13
IV
206.3%
B/E move
49.5%
Puts
Pseudo strike
7.51
IV
241.7%
B/E move
27.2%

25Δ

Calls
Pseudo strike
13.14
IV
175.3%
B/E move
39.3%
Puts
Pseudo strike
7.84
IV
221.7%
B/E move
24.1%

30Δ

Calls
Pseudo strike
12.14
IV
144.3%
B/E move
29.1%
Puts
Pseudo strike
8.18
IV
201.7%
B/E move
21.0%

35Δ

Calls
Pseudo strike
11.14
IV
113.3%
B/E move
18.9%
Puts
Pseudo strike
8.52
IV
181.8%
B/E move
17.9%

40Δ

Calls
Pseudo strike
10.14
IV
82.4%
B/E move
8.7%
Puts
Pseudo strike
8.85
IV
161.8%
B/E move
14.8%

45Δ

Calls
Pseudo strike
9.81
IV
78.5%
B/E move
6.7%
Puts
Pseudo strike
9.19
IV
141.8%
B/E move
11.7%

50Δ

Calls
Pseudo strike
9.59
IV
79.2%
B/E move
6.1%
Puts
Pseudo strike
9.53
IV
121.8%
B/E move
8.6%

55Δ

Calls
Pseudo strike
9.37
IV
79.9%
B/E move
5.5%
Puts
Pseudo strike
9.86
IV
101.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
9.15
IV
80.7%
B/E move
4.8%
Puts
Pseudo strike
10.30
IV
101.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
8.93
IV
81.4%
B/E move
4.2%
Puts
Pseudo strike
10.81
IV
115.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
8.71
IV
82.1%
B/E move
3.6%
Puts
Pseudo strike
11.32
IV
128.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.49
IV
82.8%
B/E move
3.0%
Puts
Pseudo strike
11.83
IV
141.6%
B/E move
2.7%

80Δ

Calls
Pseudo strike
8.26
IV
83.5%
B/E move
2.4%
Puts
Pseudo strike
12.33
IV
154.8%
B/E move
2.3%

Options history

IV · four-Friday blend51.51%
Daily EOD
PAX44.7%48.4%52.0%2026-10-19: 50.78%2026-10-20: 48.77%2026-10-22: 45.22%2026-10-26: 48.00%2026-10-27: 51.51%Oct 19Oct 22Oct 27
5 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
50.78%
48.77%
45.22%
48.00%
51.51%