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Paymentus Holdings, Inc. PAY

i

Market dataready · fetched 2026-11-11T15:56:52.016Z

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 · 2026-11-11T15:56:48.017899163Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:56:51.502874+00:00

Share price$33.84
1D+0.1%
$33.79$33.92$34.05$34.18$34.315:30 AM6:30 AM9:00 AM1:00 PMPAY
Sold putSold call

Paymentus Holdings, Inc. options

Live interpolated PAY call and put midpoint premiums by absolute delta.Paymentus Holdings, Inc.$0.29$1.10$1.91$2.72$3.53$26.61$30.04$33.47$36.90$40.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAY spot · $33.84PAY PRICE$0.38$0.47$0.58$0.69$0.88$1.15$1.42$1.68$1.94$2.08$2.18$2.28$2.92$0.39$0.46$0.58$0.70$0.94$1.21$1.47$1.62$1.76$2.21$2.90$3.10$3.30
PutsCheap0.55×
CallsCheap0.67×
SkewBullish-3.99 pp
Implied moveBalanced±$2.89
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3566.9%11.5%31.2663.2%8.8%
25Δ36.4761.6%9.2%32.0555.2%6.7%
30Δ35.8859.5%7.8%32.4853.9%5.7%
35Δ35.2957.5%6.4%32.9152.7%4.8%
40Δ34.8159.4%5.5%33.3056.2%4.4%
45Δ34.4465.4%5.2%33.6761.0%4.1%
50Δ34.0771.3%4.9%34.0464.8%3.7%
55Δ33.6172.6%4.3%34.4161.4%3.1%
60Δ33.1272.9%3.6%34.7857.9%2.4%
65Δ32.7468.2%2.9%35.3661.6%2.0%
70Δ32.4062.0%2.2%36.1070.2%1.9%
75Δ32.0755.9%1.5%36.4665.1%1.4%
80Δ31.3361.8%1.2%36.8259.9%1.0%

20Δ

Calls
Pseudo strike
37.35
IV
66.9%
B/E move
11.5%
Puts
Pseudo strike
31.26
IV
63.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
36.47
IV
61.6%
B/E move
9.2%
Puts
Pseudo strike
32.05
IV
55.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
35.88
IV
59.5%
B/E move
7.8%
Puts
Pseudo strike
32.48
IV
53.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
35.29
IV
57.5%
B/E move
6.4%
Puts
Pseudo strike
32.91
IV
52.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
34.81
IV
59.4%
B/E move
5.5%
Puts
Pseudo strike
33.30
IV
56.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
34.44
IV
65.4%
B/E move
5.2%
Puts
Pseudo strike
33.67
IV
61.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
34.07
IV
71.3%
B/E move
4.9%
Puts
Pseudo strike
34.04
IV
64.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
33.61
IV
72.6%
B/E move
4.3%
Puts
Pseudo strike
34.41
IV
61.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
33.12
IV
72.9%
B/E move
3.6%
Puts
Pseudo strike
34.78
IV
57.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
32.74
IV
68.2%
B/E move
2.9%
Puts
Pseudo strike
35.36
IV
61.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
32.40
IV
62.0%
B/E move
2.2%
Puts
Pseudo strike
36.10
IV
70.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
32.07
IV
55.9%
B/E move
1.5%
Puts
Pseudo strike
36.46
IV
65.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
31.33
IV
61.8%
B/E move
1.2%
Puts
Pseudo strike
36.82
IV
59.9%
B/E move
1.0%

Options history

IV · four-Friday blend63.17%
Daily EOD
PAY57.4%61.8%66.1%2026-10-19: 60.83%2026-10-20: 59.05%2026-10-21: 60.06%2026-10-22: 60.25%2026-10-23: 58.04%2026-10-26: 62.06%2026-10-27: 65.47%2026-10-28: 62.22%2026-10-29: 62.51%2026-10-30: 63.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.83%
59.05%
60.06%
60.25%
58.04%
62.06%
65.47%
62.22%
62.51%
63.17%