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PDF Solutions, Inc. Common Stock PDFS

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Market datapartial · fetched 2026-10-23T16:46:46.766Z

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 · 2026-10-23T16:45:41.240137594Z

FundamentalsAlpha Vantage · unavailable

Share price$39.83
1D+1.4%
$38.67$38.99$39.31$39.63$39.955:30 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$0.84$4.88$8.92$12.97$17.01$25.72$34.28$42.84$51.40$59.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDFS spot · $39.83PDFS PRICE$1.28$1.53$1.75$1.95$2.33$2.71$3.09$3.54$4.29$5.05$5.80$6.56$7.51$1.68$2.01$2.45$2.96$3.47$3.98$4.83$5.69$6.56$7.64$9.33$11.03$15.84
PutsExpensive1.35×
CallsExpensive1.38×
SkewBearish+9.43 pp
Implied moveBearish±$7.92
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.12120.4%44.1%31.76118.3%24.5%
25Δ51.18107.3%32.3%34.07106.2%19.5%
30Δ47.8796.1%24.6%35.8299.5%16.2%
35Δ44.9885.1%17.8%37.1996.5%14.1%
40Δ43.6883.2%15.5%38.5793.6%11.9%
45Δ42.3781.3%13.2%39.9490.6%9.7%
50Δ41.0679.5%10.9%41.3090.5%8.4%
55Δ39.7878.3%8.8%42.6590.4%7.2%
60Δ38.5880.3%7.6%44.0090.4%6.0%
65Δ37.3882.3%6.5%45.5391.0%4.9%
70Δ36.1984.3%5.4%47.5793.6%4.0%
75Δ34.9986.3%4.3%49.6196.1%3.1%
80Δ33.6682.4%3.4%54.63112.9%2.6%

20Δ

Calls
Pseudo strike
56.12
IV
120.4%
B/E move
44.1%
Puts
Pseudo strike
31.76
IV
118.3%
B/E move
24.5%

25Δ

Calls
Pseudo strike
51.18
IV
107.3%
B/E move
32.3%
Puts
Pseudo strike
34.07
IV
106.2%
B/E move
19.5%

30Δ

Calls
Pseudo strike
47.87
IV
96.1%
B/E move
24.6%
Puts
Pseudo strike
35.82
IV
99.5%
B/E move
16.2%

35Δ

Calls
Pseudo strike
44.98
IV
85.1%
B/E move
17.8%
Puts
Pseudo strike
37.19
IV
96.5%
B/E move
14.1%

40Δ

Calls
Pseudo strike
43.68
IV
83.2%
B/E move
15.5%
Puts
Pseudo strike
38.57
IV
93.6%
B/E move
11.9%

45Δ

Calls
Pseudo strike
42.37
IV
81.3%
B/E move
13.2%
Puts
Pseudo strike
39.94
IV
90.6%
B/E move
9.7%

50Δ

Calls
Pseudo strike
41.06
IV
79.5%
B/E move
10.9%
Puts
Pseudo strike
41.30
IV
90.5%
B/E move
8.4%

55Δ

Calls
Pseudo strike
39.78
IV
78.3%
B/E move
8.8%
Puts
Pseudo strike
42.65
IV
90.4%
B/E move
7.2%

60Δ

Calls
Pseudo strike
38.58
IV
80.3%
B/E move
7.6%
Puts
Pseudo strike
44.00
IV
90.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
37.38
IV
82.3%
B/E move
6.5%
Puts
Pseudo strike
45.53
IV
91.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
36.19
IV
84.3%
B/E move
5.4%
Puts
Pseudo strike
47.57
IV
93.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
34.99
IV
86.3%
B/E move
4.3%
Puts
Pseudo strike
49.61
IV
96.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
33.66
IV
82.4%
B/E move
3.4%
Puts
Pseudo strike
54.63
IV
112.9%
B/E move
2.6%

Options history

No recorded observations