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Pitney Bowes Inc. PBI

i

Market dataready · fetched 2026-11-12T15:55:39.888Z

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 · 2026-11-12T15:55:19.776040946Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:55:39.158297+00:00

Share price$15.89
1D-0.3%
$15.81$15.85$15.88$15.92$15.965:30 AM6:30 AM9:00 AM1:00 PMPBI
Sold putSold call

Pitney Bowes Inc. options

Live interpolated PBI call and put midpoint premiums by absolute delta.Pitney Bowes Inc.$0.12$0.89$1.66$2.43$3.20$13.10$14.13$15.16$16.18$17.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PBI spot · $15.89PBI PRICE$0.57$0.21$0.28$0.36$0.43$0.51$0.58$0.66$0.74$0.38$0.38$0.40$0.54$0.67$0.81$0.95$1.08$1.21$1.34$2.73$2.85$2.98
PutsExpensive3.30×
Calls——
Skew——
Implied moveBearish±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.74129.9%15.9%
25Δ14.48101.0%11.3%
30Δ18.26141.0%18.5%15.0480.8%7.8%
35Δ15.2984.1%7.1%
40Δ15.5587.3%6.4%
45Δ15.9926.1%1.9%15.8090.6%5.7%
50Δ15.8926.2%1.8%16.0592.5%5.0%
55Δ15.7826.4%1.6%16.3089.4%4.2%
60Δ15.6826.6%1.4%16.5586.4%3.5%
65Δ15.5726.8%1.2%16.8083.3%2.7%
70Δ15.4726.9%1.0%18.07138.4%3.5%
75Δ15.3727.1%0.9%18.31126.3%2.7%
80Δ15.2627.3%0.7%18.55114.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.74
IV
129.9%
B/E move
15.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.48
IV
101.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
18.26
IV
141.0%
B/E move
18.5%
Puts
Pseudo strike
15.04
IV
80.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.29
IV
84.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.55
IV
87.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
15.99
IV
26.1%
B/E move
1.9%
Puts
Pseudo strike
15.80
IV
90.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
15.89
IV
26.2%
B/E move
1.8%
Puts
Pseudo strike
16.05
IV
92.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
15.78
IV
26.4%
B/E move
1.6%
Puts
Pseudo strike
16.30
IV
89.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
15.68
IV
26.6%
B/E move
1.4%
Puts
Pseudo strike
16.55
IV
86.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
15.57
IV
26.8%
B/E move
1.2%
Puts
Pseudo strike
16.80
IV
83.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
15.47
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
18.07
IV
138.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
15.37
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
18.31
IV
126.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.26
IV
27.3%
B/E move
0.7%
Puts
Pseudo strike
18.55
IV
114.2%
B/E move
2.0%

Options history

IV · four-Friday blend36.20%
Daily EOD
PBI34.7%45.3%55.9%2026-10-19: 53.52%2026-10-20: 54.48%2026-10-21: 52.47%2026-10-22: 53.55%2026-10-23: 48.24%2026-10-26: 45.81%2026-10-27: 53.17%2026-10-28: 49.86%2026-10-29: 36.31%2026-10-30: 36.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.52%
54.48%
52.47%
53.55%
48.24%
45.81%
53.17%
49.86%
36.31%
36.20%