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Paymentus Holdings, Inc. PAY

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Market datapartial · fetched 2026-10-22T21:57:26.566Z

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 · 2026-10-22T20:10:00.001931733Z

FundamentalsAlpha Vantage · unavailable

Share price$34.07
1D+1.9%
AH$33.29$33.52$33.75$33.98$34.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAY
Sold putSold callAH

Paymentus Holdings, Inc. options

Live interpolated PAY call and put midpoint premiums by absolute delta.Paymentus Holdings, Inc.$0.60$3.13$5.66$8.18$10.71$24.73$29.27$33.81$38.35$42.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAY spot · $34.07PAY PRICE$0.87$1.05$1.39$1.70$1.68$2.01$2.28$2.66$3.09$3.33$3.87$5.03$5.85$1.12$1.60$1.73$2.53$2.22$2.37$3.13$3.95$4.19$4.77$5.78$7.85$9.98
PutsExpensive1.96×
CallsExpensive1.71×
SkewBearish+5.39 pp
Implied moveBearish±$5.41
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9091.3%31.4%28.5589.7%19.5%
25Δ41.0281.8%23.5%29.5296.3%18.0%
30Δ39.8784.6%21.1%31.1182.4%13.8%
35Δ38.6185.3%18.3%31.9695.5%13.6%
40Δ36.5368.0%12.2%33.1372.0%9.3%
45Δ35.7169.2%10.7%33.9664.9%7.3%
50Δ34.7866.4%8.8%34.8971.3%6.8%
55Δ33.9867.1%7.5%35.9476.3%6.1%
60Δ33.1667.6%6.4%36.6270.4%4.8%
65Δ32.4563.1%5.0%37.5568.9%3.8%
70Δ31.5863.9%4.1%38.7971.6%3.1%
75Δ30.3274.2%3.8%41.0081.7%2.7%
80Δ29.2175.6%2.9%43.3587.4%2.1%

20Δ

Calls
Pseudo strike
43.90
IV
91.3%
B/E move
31.4%
Puts
Pseudo strike
28.55
IV
89.7%
B/E move
19.5%

25Δ

Calls
Pseudo strike
41.02
IV
81.8%
B/E move
23.5%
Puts
Pseudo strike
29.52
IV
96.3%
B/E move
18.0%

30Δ

Calls
Pseudo strike
39.87
IV
84.6%
B/E move
21.1%
Puts
Pseudo strike
31.11
IV
82.4%
B/E move
13.8%

35Δ

Calls
Pseudo strike
38.61
IV
85.3%
B/E move
18.3%
Puts
Pseudo strike
31.96
IV
95.5%
B/E move
13.6%

40Δ

Calls
Pseudo strike
36.53
IV
68.0%
B/E move
12.2%
Puts
Pseudo strike
33.13
IV
72.0%
B/E move
9.3%

45Δ

Calls
Pseudo strike
35.71
IV
69.2%
B/E move
10.7%
Puts
Pseudo strike
33.96
IV
64.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
34.78
IV
66.4%
B/E move
8.8%
Puts
Pseudo strike
34.89
IV
71.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
33.98
IV
67.1%
B/E move
7.5%
Puts
Pseudo strike
35.94
IV
76.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
33.16
IV
67.6%
B/E move
6.4%
Puts
Pseudo strike
36.62
IV
70.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
32.45
IV
63.1%
B/E move
5.0%
Puts
Pseudo strike
37.55
IV
68.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
31.58
IV
63.9%
B/E move
4.1%
Puts
Pseudo strike
38.79
IV
71.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
30.32
IV
74.2%
B/E move
3.8%
Puts
Pseudo strike
41.00
IV
81.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
29.21
IV
75.6%
B/E move
2.9%
Puts
Pseudo strike
43.35
IV
87.4%
B/E move
2.1%

Options history

No recorded observations