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Patria Investments Ltd PAX

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-23T01:41:03.113Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:00:37.922906217Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T01:32:29.612012+00:00

Share price$11.72
1D-1.1%
AH$11.69$11.79$11.88$11.97$12.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAX
Sold putSold callAH

Patria Investments Ltd options

Live interpolated PAX call and put midpoint premiums by absolute delta.Patria Investments Ltd$0.12$1.39$2.66$3.92$5.19$9.07$10.60$12.13$13.67$15.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAX spot · $11.72PAX PRICE$0.54$0.46$0.42$0.56$0.81$1.06$1.30$1.55$1.80$2.04$2.29$3.18$0.25$0.34$0.43$0.53$0.62$0.71$0.80$0.89$0.98$1.07$2.86$4.83$4.02
PutsExpensive1.88×
CallsExpensive2.21×
SkewBullish-25.20 pp
Implied moveBullish±$1.85
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2856.8%14.4%
25Δ16.30132.1%43.7%10.5355.7%13.1%
30Δ14.1289.7%24.4%10.7754.6%11.8%
35Δ12.9061.6%13.6%11.0153.5%10.5%
40Δ12.2956.7%9.7%11.2652.4%9.2%
45Δ11.9763.3%9.0%11.5051.3%7.9%
50Δ11.6570.0%8.4%11.7550.2%6.6%
55Δ11.3376.6%7.8%11.9949.2%5.3%
60Δ11.0183.2%7.1%12.2348.1%3.9%
65Δ10.6989.8%6.5%12.4847.0%2.6%
70Δ10.3796.4%5.9%14.2480.3%2.9%
75Δ10.05103.0%5.3%16.16117.2%3.3%
80Δ9.10130.2%4.8%15.4896.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.28
IV
56.8%
B/E move
14.4%

25Δ

Calls
Pseudo strike
16.30
IV
132.1%
B/E move
43.7%
Puts
Pseudo strike
10.53
IV
55.7%
B/E move
13.1%

30Δ

Calls
Pseudo strike
14.12
IV
89.7%
B/E move
24.4%
Puts
Pseudo strike
10.77
IV
54.6%
B/E move
11.8%

35Δ

Calls
Pseudo strike
12.90
IV
61.6%
B/E move
13.6%
Puts
Pseudo strike
11.01
IV
53.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
12.29
IV
56.7%
B/E move
9.7%
Puts
Pseudo strike
11.26
IV
52.4%
B/E move
9.2%

45Δ

Calls
Pseudo strike
11.97
IV
63.3%
B/E move
9.0%
Puts
Pseudo strike
11.50
IV
51.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
11.65
IV
70.0%
B/E move
8.4%
Puts
Pseudo strike
11.75
IV
50.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
11.33
IV
76.6%
B/E move
7.8%
Puts
Pseudo strike
11.99
IV
49.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
11.01
IV
83.2%
B/E move
7.1%
Puts
Pseudo strike
12.23
IV
48.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
10.69
IV
89.8%
B/E move
6.5%
Puts
Pseudo strike
12.48
IV
47.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
10.37
IV
96.4%
B/E move
5.9%
Puts
Pseudo strike
14.24
IV
80.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
10.05
IV
103.0%
B/E move
5.3%
Puts
Pseudo strike
16.16
IV
117.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
9.10
IV
130.2%
B/E move
4.8%
Puts
Pseudo strike
15.48
IV
96.4%
B/E move
2.2%

Options history

No recorded observations