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Paymentus Holdings, Inc. PAY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-22T14:05:36.145Z

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 · 2026-10-22T14:05:31.215550659Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:05:34.044174+00:00

Share price$33.61
1D+0.5%
$33.32$33.44$33.57$33.69$33.815:30 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.$0.39$2.68$4.97$7.26$9.55$24.02$28.61$33.20$37.79$42.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAY spot · $33.61PAY PRICE$0.64$1.03$1.41$1.46$1.91$2.13$2.44$2.76$3.09$3.52$4.09$4.56$6.39$1.04$1.50$1.68$2.26$2.78$3.28$3.58$3.81$4.21$5.31$6.24$8.00$8.89
PutsExpensive1.88×
CallsExpensive1.72×
SkewBearish+8.58 pp
Implied moveBearish±$6.03
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9664.9%20.8%28.3785.2%18.7%
25Δ39.5975.0%20.9%29.2692.2%17.4%
30Δ39.2385.0%20.9%30.6582.2%13.8%
35Δ37.3573.5%15.5%31.6786.5%12.5%
40Δ36.7080.3%14.9%32.6488.6%11.2%
45Δ35.4074.7%11.7%33.6987.2%9.5%
50Δ34.4573.1%9.8%34.5981.7%7.7%
55Δ33.5670.9%8.0%35.3874.9%6.1%
60Δ32.7168.8%6.5%36.2171.3%4.8%
65Δ31.8968.2%5.4%37.5176.5%4.2%
70Δ31.0169.6%4.4%38.7277.3%3.4%
75Δ30.2067.3%3.4%40.6784.0%2.8%
80Δ28.3385.4%3.3%41.8680.4%1.9%

20Δ

Calls
Pseudo strike
39.96
IV
64.9%
B/E move
20.8%
Puts
Pseudo strike
28.37
IV
85.2%
B/E move
18.7%

25Δ

Calls
Pseudo strike
39.59
IV
75.0%
B/E move
20.9%
Puts
Pseudo strike
29.26
IV
92.2%
B/E move
17.4%

30Δ

Calls
Pseudo strike
39.23
IV
85.0%
B/E move
20.9%
Puts
Pseudo strike
30.65
IV
82.2%
B/E move
13.8%

35Δ

Calls
Pseudo strike
37.35
IV
73.5%
B/E move
15.5%
Puts
Pseudo strike
31.67
IV
86.5%
B/E move
12.5%

40Δ

Calls
Pseudo strike
36.70
IV
80.3%
B/E move
14.9%
Puts
Pseudo strike
32.64
IV
88.6%
B/E move
11.2%

45Δ

Calls
Pseudo strike
35.40
IV
74.7%
B/E move
11.7%
Puts
Pseudo strike
33.69
IV
87.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
34.45
IV
73.1%
B/E move
9.8%
Puts
Pseudo strike
34.59
IV
81.7%
B/E move
7.7%

55Δ

Calls
Pseudo strike
33.56
IV
70.9%
B/E move
8.0%
Puts
Pseudo strike
35.38
IV
74.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
32.71
IV
68.8%
B/E move
6.5%
Puts
Pseudo strike
36.21
IV
71.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
31.89
IV
68.2%
B/E move
5.4%
Puts
Pseudo strike
37.51
IV
76.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
31.01
IV
69.6%
B/E move
4.4%
Puts
Pseudo strike
38.72
IV
77.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
30.20
IV
67.3%
B/E move
3.4%
Puts
Pseudo strike
40.67
IV
84.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
28.33
IV
85.4%
B/E move
3.3%
Puts
Pseudo strike
41.86
IV
80.4%
B/E move
1.9%

Options history

No recorded observations