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PDF Solutions Inc PDFS

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T16:34:39.319Z

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 · 2026-10-22T16:33:22.01446022Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:34:38.837264+00:00

Share price$40.56
1D-3.3%
$39.84$40.41$40.98$41.54$42.115:30 AM6:30 AM9:00 AM1:00 PMPDFS
Sold putSold call

PDF Solutions Inc options

Live interpolated PDFS call and put midpoint premiums by absolute delta.PDF Solutions Inc$0.89$3.51$6.13$8.75$11.36$28.70$36.44$44.17$51.91$59.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDFS spot · $40.56PDFS PRICE$1.33$1.64$1.94$2.18$2.47$2.91$3.35$3.78$4.42$5.24$6.07$6.89$8.24$1.17$1.55$1.96$2.37$2.78$3.36$4.13$4.90$5.67$6.57$7.87$9.18$10.61
PutsExpensive1.09×
CallsExpensive1.43×
SkewBullish-14.50 pp
Implied moveBearish±$7.48
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.18121.7%46.7%34.3281.1%18.3%
25Δ53.72112.6%36.5%35.7579.7%15.7%
30Δ49.55103.3%27.0%36.9578.0%13.7%
35Δ46.9093.7%21.0%38.1676.3%11.8%
40Δ44.6386.3%16.1%39.3774.7%9.8%
45Δ43.3084.7%13.9%40.5674.2%8.3%
50Δ41.9883.2%11.8%41.7475.1%7.3%
55Δ40.6681.6%9.6%42.9375.9%6.3%
60Δ39.3581.7%7.9%44.1176.8%5.2%
65Δ38.0683.4%6.8%45.4077.6%4.3%
70Δ36.7785.1%5.6%47.0378.2%3.5%
75Δ35.4886.8%4.5%48.6678.8%2.7%
80Δ33.7490.1%3.5%50.4179.1%1.9%

20Δ

Calls
Pseudo strike
58.18
IV
121.7%
B/E move
46.7%
Puts
Pseudo strike
34.32
IV
81.1%
B/E move
18.3%

25Δ

Calls
Pseudo strike
53.72
IV
112.6%
B/E move
36.5%
Puts
Pseudo strike
35.75
IV
79.7%
B/E move
15.7%

30Δ

Calls
Pseudo strike
49.55
IV
103.3%
B/E move
27.0%
Puts
Pseudo strike
36.95
IV
78.0%
B/E move
13.7%

35Δ

Calls
Pseudo strike
46.90
IV
93.7%
B/E move
21.0%
Puts
Pseudo strike
38.16
IV
76.3%
B/E move
11.8%

40Δ

Calls
Pseudo strike
44.63
IV
86.3%
B/E move
16.1%
Puts
Pseudo strike
39.37
IV
74.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
43.30
IV
84.7%
B/E move
13.9%
Puts
Pseudo strike
40.56
IV
74.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
41.98
IV
83.2%
B/E move
11.8%
Puts
Pseudo strike
41.74
IV
75.1%
B/E move
7.3%

55Δ

Calls
Pseudo strike
40.66
IV
81.6%
B/E move
9.6%
Puts
Pseudo strike
42.93
IV
75.9%
B/E move
6.3%

60Δ

Calls
Pseudo strike
39.35
IV
81.7%
B/E move
7.9%
Puts
Pseudo strike
44.11
IV
76.8%
B/E move
5.2%

65Δ

Calls
Pseudo strike
38.06
IV
83.4%
B/E move
6.8%
Puts
Pseudo strike
45.40
IV
77.6%
B/E move
4.3%

70Δ

Calls
Pseudo strike
36.77
IV
85.1%
B/E move
5.6%
Puts
Pseudo strike
47.03
IV
78.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
35.48
IV
86.8%
B/E move
4.5%
Puts
Pseudo strike
48.66
IV
78.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
33.74
IV
90.1%
B/E move
3.5%
Puts
Pseudo strike
50.41
IV
79.1%
B/E move
1.9%

Options history

No recorded observations