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PagerDuty, Inc. PD

i

Market datapartial · fetched 2026-10-22T18:20:55.364Z

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 · 2026-10-22T18:20:38.89451455Z

FundamentalsAlpha Vantage · unavailable

Share price$17.38
1D+1.8%
$17.03$17.14$17.24$17.35$17.455:30 AM6:30 AM9:00 AM1:00 PMPD
Sold putSold call

PagerDuty, Inc. options

Live interpolated PD call and put midpoint premiums by absolute delta.PagerDuty, Inc.$0.19$0.93$1.67$2.41$3.15$13.31$15.14$16.96$18.78$20.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PD spot · $17.38PD PRICE$0.27$0.38$0.49$0.60$0.71$0.82$0.94$1.13$1.37$1.62$1.86$2.10$2.34$0.39$0.55$0.72$0.88$1.04$1.20$1.47$1.84$2.20$2.57$2.93
PutsExpensive1.43×
CallsFair1.00×
SkewBearish+13.11 pp
Implied moveBearish±$2.40
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.8649.9%15.8%15.2461.8%14.6%
25Δ19.4950.1%14.3%15.6562.1%13.1%
30Δ19.1250.4%12.8%16.0762.4%11.6%
35Δ18.7550.7%11.4%16.4862.7%10.2%
40Δ18.3851.0%9.9%16.8963.0%8.7%
45Δ18.0051.3%8.4%17.3163.3%7.3%
50Δ17.6351.5%6.9%17.7764.2%6.2%
55Δ17.2651.8%5.9%18.2765.6%5.4%
60Δ16.9052.1%5.2%18.7767.1%4.6%
65Δ16.5352.3%4.4%19.2768.6%3.9%
70Δ16.1652.6%3.7%19.7770.0%3.1%
75Δ15.7952.9%3.0%
80Δ15.4353.1%2.3%

20Δ

Calls
Pseudo strike
19.86
IV
49.9%
B/E move
15.8%
Puts
Pseudo strike
15.24
IV
61.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
19.49
IV
50.1%
B/E move
14.3%
Puts
Pseudo strike
15.65
IV
62.1%
B/E move
13.1%

30Δ

Calls
Pseudo strike
19.12
IV
50.4%
B/E move
12.8%
Puts
Pseudo strike
16.07
IV
62.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
18.75
IV
50.7%
B/E move
11.4%
Puts
Pseudo strike
16.48
IV
62.7%
B/E move
10.2%

40Δ

Calls
Pseudo strike
18.38
IV
51.0%
B/E move
9.9%
Puts
Pseudo strike
16.89
IV
63.0%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.00
IV
51.3%
B/E move
8.4%
Puts
Pseudo strike
17.31
IV
63.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
17.63
IV
51.5%
B/E move
6.9%
Puts
Pseudo strike
17.77
IV
64.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
17.26
IV
51.8%
B/E move
5.9%
Puts
Pseudo strike
18.27
IV
65.6%
B/E move
5.4%

60Δ

Calls
Pseudo strike
16.90
IV
52.1%
B/E move
5.2%
Puts
Pseudo strike
18.77
IV
67.1%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.53
IV
52.3%
B/E move
4.4%
Puts
Pseudo strike
19.27
IV
68.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
16.16
IV
52.6%
B/E move
3.7%
Puts
Pseudo strike
19.77
IV
70.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.79
IV
52.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.43
IV
53.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations