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PDF Solutions, Inc. Common Stock PDFS

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Market datapartial · fetched 2026-10-22T21:03:06.790Z

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 · 2026-10-22T20:00:02.946622511Z

FundamentalsAlpha Vantage · unavailable

Share price$39.47
1D-5.9%
AH$39.06$39.83$40.61$41.39$42.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDFS
Sold putSold callAH

PDF Solutions, Inc. Common Stock options

Live interpolated PDFS call and put midpoint premiums by absolute delta.PDF Solutions, Inc. Common Stock$1.07$3.47$5.86$8.26$10.65$27.30$35.42$43.55$51.67$59.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDFS spot · $39.47PDFS PRICE$1.33$1.64$1.96$2.25$2.60$2.99$3.38$3.90$4.65$5.39$6.14$7.12$8.37$1.46$1.70$2.08$2.52$2.96$3.40$3.97$4.69$5.40$6.12$6.87$8.42$9.96
PutsExpensive1.14×
CallsExpensive1.52×
SkewBullish-16.15 pp
Implied moveBearish±$7.35
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.44126.9%48.9%31.05112.9%25.0%
25Δ52.19115.4%36.4%34.0792.9%18.0%
30Δ48.87108.3%28.8%35.8285.1%14.5%
35Δ46.0499.5%22.3%37.0182.7%12.6%
40Δ44.0394.3%18.1%38.2080.4%10.7%
45Δ42.5091.1%15.2%39.3978.0%8.8%
50Δ40.9687.9%12.3%40.5576.4%7.3%
55Δ39.5386.5%10.0%41.6775.6%6.3%
60Δ38.2588.1%8.7%42.8074.7%5.3%
65Δ36.9789.6%7.3%43.9373.9%4.2%
70Δ35.7091.2%6.0%45.0873.2%3.2%
75Δ34.2492.7%4.8%46.9074.4%2.5%
80Δ32.5794.0%3.7%48.7275.6%1.8%

20Δ

Calls
Pseudo strike
57.44
IV
126.9%
B/E move
48.9%
Puts
Pseudo strike
31.05
IV
112.9%
B/E move
25.0%

25Δ

Calls
Pseudo strike
52.19
IV
115.4%
B/E move
36.4%
Puts
Pseudo strike
34.07
IV
92.9%
B/E move
18.0%

30Δ

Calls
Pseudo strike
48.87
IV
108.3%
B/E move
28.8%
Puts
Pseudo strike
35.82
IV
85.1%
B/E move
14.5%

35Δ

Calls
Pseudo strike
46.04
IV
99.5%
B/E move
22.3%
Puts
Pseudo strike
37.01
IV
82.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
44.03
IV
94.3%
B/E move
18.1%
Puts
Pseudo strike
38.20
IV
80.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
42.50
IV
91.1%
B/E move
15.2%
Puts
Pseudo strike
39.39
IV
78.0%
B/E move
8.8%

50Δ

Calls
Pseudo strike
40.96
IV
87.9%
B/E move
12.3%
Puts
Pseudo strike
40.55
IV
76.4%
B/E move
7.3%

55Δ

Calls
Pseudo strike
39.53
IV
86.5%
B/E move
10.0%
Puts
Pseudo strike
41.67
IV
75.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
38.25
IV
88.1%
B/E move
8.7%
Puts
Pseudo strike
42.80
IV
74.7%
B/E move
5.3%

65Δ

Calls
Pseudo strike
36.97
IV
89.6%
B/E move
7.3%
Puts
Pseudo strike
43.93
IV
73.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
35.70
IV
91.2%
B/E move
6.0%
Puts
Pseudo strike
45.08
IV
73.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
34.24
IV
92.7%
B/E move
4.8%
Puts
Pseudo strike
46.90
IV
74.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
32.57
IV
94.0%
B/E move
3.7%
Puts
Pseudo strike
48.72
IV
75.6%
B/E move
1.8%

Options history

No recorded observations