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PagerDuty, Inc. PD

i

Market dataready · fetched 2026-11-12T00:45:02.989Z

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 · 2026-11-12T00:00:00.002355513Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T00:45:02.165885+00:00

Share price$15.68
1D+0.2%
AH$15.63$15.68$15.74$15.79$15.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPD
Sold putSold callAH

PagerDuty, Inc. options

Live interpolated PD call and put midpoint premiums by absolute delta.PagerDuty, Inc.$0.28$0.93$1.59$2.24$2.89$13.40$14.52$15.65$16.77$17.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PD spot · $15.68PD PRICE$0.35$0.43$0.50$0.58$0.66$0.74$0.81$0.89$0.97$1.79$2.70$0.45$0.59$0.73$0.87$1.01$1.15$1.30$1.44$1.58$1.72
Puts——
Calls——
Skew——
Implied moveBearish±$1.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ16.7860.1%9.3%
35Δ16.5659.9%8.4%15.1766.0%6.2%
40Δ16.3459.7%7.5%15.3965.5%5.6%
45Δ16.1259.5%6.5%15.6264.9%5.1%
50Δ15.9059.3%5.6%15.8564.3%4.5%
55Δ15.6859.1%4.7%16.0763.8%4.0%
60Δ15.4658.9%3.8%16.3063.2%3.4%
65Δ15.2458.6%2.9%16.5262.6%2.9%
70Δ15.0258.4%2.0%16.7562.1%2.3%
75Δ14.1577.4%1.6%16.9861.5%1.8%
80Δ13.1998.7%1.4%17.2060.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
16.78
IV
60.1%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
16.56
IV
59.9%
B/E move
8.4%
Puts
Pseudo strike
15.17
IV
66.0%
B/E move
6.2%

40Δ

Calls
Pseudo strike
16.34
IV
59.7%
B/E move
7.5%
Puts
Pseudo strike
15.39
IV
65.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
16.12
IV
59.5%
B/E move
6.5%
Puts
Pseudo strike
15.62
IV
64.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
15.90
IV
59.3%
B/E move
5.6%
Puts
Pseudo strike
15.85
IV
64.3%
B/E move
4.5%

55Δ

Calls
Pseudo strike
15.68
IV
59.1%
B/E move
4.7%
Puts
Pseudo strike
16.07
IV
63.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
15.46
IV
58.9%
B/E move
3.8%
Puts
Pseudo strike
16.30
IV
63.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
15.24
IV
58.6%
B/E move
2.9%
Puts
Pseudo strike
16.52
IV
62.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
15.02
IV
58.4%
B/E move
2.0%
Puts
Pseudo strike
16.75
IV
62.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
14.15
IV
77.4%
B/E move
1.6%
Puts
Pseudo strike
16.98
IV
61.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
13.19
IV
98.7%
B/E move
1.4%
Puts
Pseudo strike
17.20
IV
60.9%
B/E move
1.2%

Options history

IV · four-Friday blend57.37%
Daily EOD
PD51.3%59.1%66.9%2026-10-19: 65.85%2026-10-20: 60.80%2026-10-21: 59.22%2026-10-22: 58.85%2026-10-23: 61.87%2026-10-26: 60.33%2026-10-27: 59.51%2026-10-28: 52.41%2026-10-29: 60.47%2026-10-30: 57.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.85%
60.80%
59.22%
58.85%
61.87%
60.33%
59.51%
52.41%
60.47%
57.37%