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PagerDuty, Inc. PD

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Market datapartial · fetched 2026-10-22T21:23:16.797Z

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 · 2026-10-22T20:34:59.888141203Z

FundamentalsAlpha Vantage · unavailable

Share price$17.23
1D+1.0%
AH$17.03$17.14$17.24$17.35$17.455:30 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.$0.27$1.23$2.19$3.14$4.10$13.28$15.19$17.11$19.02$20.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PD spot · $17.23PD PRICE$0.41$0.49$0.57$0.65$0.73$0.81$0.91$1.15$1.39$1.63$1.87$2.10$2.34$0.38$0.53$0.69$0.85$1.00$1.16$1.34$1.67$2.00$2.34$2.67$3.00$3.82
PutsExpensive1.41×
CallsExpensive1.19×
SkewBearish+1.12 pp
Implied moveBearish±$2.24
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.1686.6%31.0%15.1361.6%14.4%
25Δ21.3780.4%26.8%15.5461.5%12.9%
30Δ20.5774.2%22.7%15.9461.4%11.5%
35Δ19.7868.0%18.5%16.3461.3%10.1%
40Δ18.9861.8%14.4%16.7461.2%8.7%
45Δ18.1955.6%10.2%17.1461.1%7.2%
50Δ17.4550.4%6.5%17.5561.1%5.9%
55Δ17.0951.1%5.8%18.0161.6%5.1%
60Δ16.7251.9%5.1%18.4862.2%4.4%
65Δ16.3652.6%4.4%18.9462.7%3.6%
70Δ16.0053.4%3.7%19.4063.2%2.9%
75Δ15.6454.1%3.0%19.8663.7%2.1%
80Δ15.2754.9%2.3%20.7967.0%1.6%

20Δ

Calls
Pseudo strike
22.16
IV
86.6%
B/E move
31.0%
Puts
Pseudo strike
15.13
IV
61.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
21.37
IV
80.4%
B/E move
26.8%
Puts
Pseudo strike
15.54
IV
61.5%
B/E move
12.9%

30Δ

Calls
Pseudo strike
20.57
IV
74.2%
B/E move
22.7%
Puts
Pseudo strike
15.94
IV
61.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
19.78
IV
68.0%
B/E move
18.5%
Puts
Pseudo strike
16.34
IV
61.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
18.98
IV
61.8%
B/E move
14.4%
Puts
Pseudo strike
16.74
IV
61.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
18.19
IV
55.6%
B/E move
10.2%
Puts
Pseudo strike
17.14
IV
61.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
17.45
IV
50.4%
B/E move
6.5%
Puts
Pseudo strike
17.55
IV
61.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
17.09
IV
51.1%
B/E move
5.8%
Puts
Pseudo strike
18.01
IV
61.6%
B/E move
5.1%

60Δ

Calls
Pseudo strike
16.72
IV
51.9%
B/E move
5.1%
Puts
Pseudo strike
18.48
IV
62.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
16.36
IV
52.6%
B/E move
4.4%
Puts
Pseudo strike
18.94
IV
62.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
16.00
IV
53.4%
B/E move
3.7%
Puts
Pseudo strike
19.40
IV
63.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
15.64
IV
54.1%
B/E move
3.0%
Puts
Pseudo strike
19.86
IV
63.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
15.27
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
20.79
IV
67.0%
B/E move
1.6%

Options history

No recorded observations