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Pitney Bowes Inc. PBI

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Market datapartial · fetched 2026-10-23T04:44:22.757Z

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 · 2026-10-22T23:00:00.001795407Z

FundamentalsAlpha Vantage · unavailable

Share price$17.54
1D+0.7%
AH$17.17$17.29$17.40$17.52$17.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBI
Sold putSold callAH

Pitney Bowes Inc. options

Live interpolated PBI call and put midpoint premiums by absolute delta.Pitney Bowes Inc.$0.32$1.14$1.96$2.79$3.61$12.85$14.94$17.03$19.13$21.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBI spot · $17.54PBI PRICE$0.42$0.56$0.41$0.53$0.65$0.77$0.92$1.09$1.26$1.50$1.81$2.16$2.85$0.62$1.05$0.72$0.78$1.06$1.81$2.23$2.31$2.38$2.51$2.63$2.75$3.38
PutsExpensive2.30×
CallsExpensive1.63×
SkewBearish+20.60 pp
Implied moveBearish±$3.16
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9883.6%27.7%14.7793.5%19.4%
25Δ21.1382.8%23.7%14.77123.4%21.8%
30Δ18.9946.7%10.6%16.1670.6%12.0%
35Δ18.6847.9%9.5%16.6662.8%9.5%
40Δ18.3849.1%8.5%17.1765.2%8.2%
45Δ18.0850.2%7.4%17.7289.3%9.3%
50Δ17.7651.0%6.5%18.2097.2%9.0%
55Δ17.4551.7%5.7%18.6187.5%7.0%
60Δ17.1352.4%4.8%19.0278.0%5.2%
65Δ16.7654.3%4.1%19.3372.0%4.1%
70Δ16.3657.2%3.6%19.6366.0%3.0%
75Δ15.9161.1%3.0%19.9460.0%2.0%
80Δ15.1671.9%2.7%20.6762.0%1.4%

20Δ

Calls
Pseudo strike
21.98
IV
83.6%
B/E move
27.7%
Puts
Pseudo strike
14.77
IV
93.5%
B/E move
19.4%

25Δ

Calls
Pseudo strike
21.13
IV
82.8%
B/E move
23.7%
Puts
Pseudo strike
14.77
IV
123.4%
B/E move
21.8%

30Δ

Calls
Pseudo strike
18.99
IV
46.7%
B/E move
10.6%
Puts
Pseudo strike
16.16
IV
70.6%
B/E move
12.0%

35Δ

Calls
Pseudo strike
18.68
IV
47.9%
B/E move
9.5%
Puts
Pseudo strike
16.66
IV
62.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
18.38
IV
49.1%
B/E move
8.5%
Puts
Pseudo strike
17.17
IV
65.2%
B/E move
8.2%

45Δ

Calls
Pseudo strike
18.08
IV
50.2%
B/E move
7.4%
Puts
Pseudo strike
17.72
IV
89.3%
B/E move
9.3%

50Δ

Calls
Pseudo strike
17.76
IV
51.0%
B/E move
6.5%
Puts
Pseudo strike
18.20
IV
97.2%
B/E move
9.0%

55Δ

Calls
Pseudo strike
17.45
IV
51.7%
B/E move
5.7%
Puts
Pseudo strike
18.61
IV
87.5%
B/E move
7.0%

60Δ

Calls
Pseudo strike
17.13
IV
52.4%
B/E move
4.8%
Puts
Pseudo strike
19.02
IV
78.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
16.76
IV
54.3%
B/E move
4.1%
Puts
Pseudo strike
19.33
IV
72.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
16.36
IV
57.2%
B/E move
3.6%
Puts
Pseudo strike
19.63
IV
66.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
15.91
IV
61.1%
B/E move
3.0%
Puts
Pseudo strike
19.94
IV
60.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
15.16
IV
71.9%
B/E move
2.7%
Puts
Pseudo strike
20.67
IV
62.0%
B/E move
1.4%

Options history

No recorded observations