IntraAlpha
Create free account Start free

Ponce Financial Group, Inc. Common Stock PDLB

i

Market datapartial · fetched 2026-10-23T16:47:06.598Z

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 · 2026-10-23T16:43:01.068831393Z

FundamentalsAlpha Vantage · unavailable

Share price$20.52
1D+1.1%
$20.28$20.36$20.44$20.52$20.605:30 AM6:30 AM9:00 AM1:00 PMPDLB
Sold putSold call

Ponce Financial Group, Inc. Common Stock options

Live interpolated PDLB call and put midpoint premiums by absolute delta.Ponce Financial Group, Inc. Common Stock$1.60$2.17$2.74$3.31$3.87$13.27$16.63$19.99$23.35$26.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDLB spot · $20.52PDLB PRICE$1.66$1.93$2.20$2.46$2.55$2.63$2.72$2.81$2.40$2.41$2.43$2.45$2.45$2.45$2.45$2.45$2.45$2.48$3.10$3.71
PutsExpensive4.98×
CallsExpensive3.59×
SkewBearish+18.67 pp
Implied moveBearish±$4.38
TiltBearish24.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.38208.7%31.9%
30Δ17.87171.4%24.6%
35Δ18.95146.8%19.5%
40Δ20.01122.4%14.4%
45Δ22.1999.9%16.2%20.43110.8%12.4%
50Δ21.4498.5%13.9%20.8599.3%10.4%
55Δ20.6997.1%11.6%21.2687.8%8.3%
60Δ19.9795.2%9.3%21.6876.3%6.3%
65Δ19.6386.7%8.1%22.1064.8%4.2%
70Δ19.2978.2%6.9%22.5453.9%2.3%
75Δ18.9569.7%5.6%23.2555.0%1.8%
80Δ18.6261.2%4.4%23.9756.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.38
IV
208.7%
B/E move
31.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.87
IV
171.4%
B/E move
24.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.95
IV
146.8%
B/E move
19.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.01
IV
122.4%
B/E move
14.4%

45Δ

Calls
Pseudo strike
22.19
IV
99.9%
B/E move
16.2%
Puts
Pseudo strike
20.43
IV
110.8%
B/E move
12.4%

50Δ

Calls
Pseudo strike
21.44
IV
98.5%
B/E move
13.9%
Puts
Pseudo strike
20.85
IV
99.3%
B/E move
10.4%

55Δ

Calls
Pseudo strike
20.69
IV
97.1%
B/E move
11.6%
Puts
Pseudo strike
21.26
IV
87.8%
B/E move
8.3%

60Δ

Calls
Pseudo strike
19.97
IV
95.2%
B/E move
9.3%
Puts
Pseudo strike
21.68
IV
76.3%
B/E move
6.3%

65Δ

Calls
Pseudo strike
19.63
IV
86.7%
B/E move
8.1%
Puts
Pseudo strike
22.10
IV
64.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
19.29
IV
78.2%
B/E move
6.9%
Puts
Pseudo strike
22.54
IV
53.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
18.95
IV
69.7%
B/E move
5.6%
Puts
Pseudo strike
23.25
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
18.62
IV
61.2%
B/E move
4.4%
Puts
Pseudo strike
23.97
IV
56.1%
B/E move
1.3%

Options history

No recorded observations