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PDF Solutions, Inc. Common Stock PDFS

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T14:55:08.440Z

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 · 2026-11-12T14:53:26.217487074Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:07.909966+00:00

Share price$41.13
1D+1.4%
$40.13$40.41$40.69$40.96$41.245:30 AM6:30 AM9:00 AM1:00 PMPDFS
Sold putSold call

PDF Solutions, Inc. Common Stock options

Live interpolated PDFS call and put midpoint premiums by absolute delta.PDF Solutions, Inc. Common Stock$0.57$3.22$5.87$8.52$11.17$30.88$35.67$40.46$45.25$50.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDFS spot · $41.13PDFS PRICE$0.85$1.13$1.40$1.67$1.94$2.21$2.48$2.75$3.02$3.57$4.16$4.74$5.32$1.32$1.65$1.93$2.21$2.49$3.03$3.58$4.14$4.70$5.25$6.71$8.37$10.40
PutsExpensive1.08×
CallsFair0.96×
SkewBearish+26.47 pp
Implied moveBearish±$6.07
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.78106.0%18.2%34.32165.8%19.8%
25Δ46.88113.3%16.7%35.83160.2%16.9%
30Δ45.98120.6%15.2%37.20149.4%14.2%
35Δ45.09128.0%13.7%38.56138.7%11.6%
40Δ44.10123.7%11.9%39.93128.0%9.0%
45Δ43.10118.3%10.2%40.92126.2%7.9%
50Δ42.10112.8%8.4%41.90124.8%6.8%
55Δ41.10107.3%6.6%42.88123.5%5.8%
60Δ40.10101.8%4.8%43.85122.2%4.8%
65Δ39.2399.8%4.1%44.83120.9%3.8%
70Δ38.3798.1%3.4%46.55126.9%3.1%
75Δ37.5296.5%2.7%48.44134.5%2.6%
80Δ36.6694.8%2.1%50.69144.0%2.1%

20Δ

Calls
Pseudo strike
47.78
IV
106.0%
B/E move
18.2%
Puts
Pseudo strike
34.32
IV
165.8%
B/E move
19.8%

25Δ

Calls
Pseudo strike
46.88
IV
113.3%
B/E move
16.7%
Puts
Pseudo strike
35.83
IV
160.2%
B/E move
16.9%

30Δ

Calls
Pseudo strike
45.98
IV
120.6%
B/E move
15.2%
Puts
Pseudo strike
37.20
IV
149.4%
B/E move
14.2%

35Δ

Calls
Pseudo strike
45.09
IV
128.0%
B/E move
13.7%
Puts
Pseudo strike
38.56
IV
138.7%
B/E move
11.6%

40Δ

Calls
Pseudo strike
44.10
IV
123.7%
B/E move
11.9%
Puts
Pseudo strike
39.93
IV
128.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
43.10
IV
118.3%
B/E move
10.2%
Puts
Pseudo strike
40.92
IV
126.2%
B/E move
7.9%

50Δ

Calls
Pseudo strike
42.10
IV
112.8%
B/E move
8.4%
Puts
Pseudo strike
41.90
IV
124.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
41.10
IV
107.3%
B/E move
6.6%
Puts
Pseudo strike
42.88
IV
123.5%
B/E move
5.8%

60Δ

Calls
Pseudo strike
40.10
IV
101.8%
B/E move
4.8%
Puts
Pseudo strike
43.85
IV
122.2%
B/E move
4.8%

65Δ

Calls
Pseudo strike
39.23
IV
99.8%
B/E move
4.1%
Puts
Pseudo strike
44.83
IV
120.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
38.37
IV
98.1%
B/E move
3.4%
Puts
Pseudo strike
46.55
IV
126.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
37.52
IV
96.5%
B/E move
2.7%
Puts
Pseudo strike
48.44
IV
134.5%
B/E move
2.6%

80Δ

Calls
Pseudo strike
36.66
IV
94.8%
B/E move
2.1%
Puts
Pseudo strike
50.69
IV
144.0%
B/E move
2.1%

Options history

IV · four-Friday blend79.58%
Daily EOD
PDFS73.2%77.5%81.8%2026-10-19: 73.76%2026-10-20: 76.02%2026-10-21: 75.40%2026-10-22: 76.63%2026-10-23: 77.85%2026-10-26: 81.22%2026-10-27: 78.85%2026-10-28: 76.82%2026-10-29: 77.93%2026-10-30: 79.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.76%
76.02%
75.40%
76.63%
77.85%
81.22%
78.85%
76.82%
77.93%
79.58%