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Ponce Financial Group, Inc. Common Stock PDLB

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Market datapartial · fetched 2026-10-24T19:16:14.646Z

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 · 2026-10-23T20:00:00.185750288Z

FundamentalsAlpha Vantage · unavailable

Share price$20.62
1D+1.6%
AH$20.27$20.37$20.46$20.55$20.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDLB
Sold putSold callAH

Ponce Financial Group, Inc. Common Stock options

Live interpolated PDLB call and put midpoint premiums by absolute delta.Ponce Financial Group, Inc. Common Stock$0.64$1.57$2.51$3.45$4.39$12.29$16.53$20.77$25.01$29.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDLB spot · $20.62PDLB PRICE$0.74$1.39$2.05$2.04$1.64$1.91$2.17$2.44$2.40$2.40$2.41$2.43$2.45$2.45$2.45$2.45$2.45$2.45$2.80$3.46$4.12
PutsExpensive5.64×
CallsExpensive5.17×
SkewBullish-5.26 pp
Implied moveBearish±$4.36
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.61262.0%40.8%
25Δ25.3894.9%26.7%16.46212.0%31.8%
30Δ27.21144.9%38.7%17.95174.6%24.6%
35Δ29.03194.9%50.7%19.05149.0%19.4%
40Δ26.86170.9%40.2%20.06125.2%14.6%
45Δ22.25100.0%15.8%20.51112.9%12.4%
50Δ21.5198.4%13.6%20.95100.7%10.3%
55Δ20.7796.8%11.3%21.4088.5%8.1%
60Δ20.0495.2%9.0%21.8576.2%5.9%
65Δ22.2964.0%3.8%
70Δ22.9159.4%2.5%
75Δ23.6761.6%2.0%
80Δ24.4463.7%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.61
IV
262.0%
B/E move
40.8%

25Δ

Calls
Pseudo strike
25.38
IV
94.9%
B/E move
26.7%
Puts
Pseudo strike
16.46
IV
212.0%
B/E move
31.8%

30Δ

Calls
Pseudo strike
27.21
IV
144.9%
B/E move
38.7%
Puts
Pseudo strike
17.95
IV
174.6%
B/E move
24.6%

35Δ

Calls
Pseudo strike
29.03
IV
194.9%
B/E move
50.7%
Puts
Pseudo strike
19.05
IV
149.0%
B/E move
19.4%

40Δ

Calls
Pseudo strike
26.86
IV
170.9%
B/E move
40.2%
Puts
Pseudo strike
20.06
IV
125.2%
B/E move
14.6%

45Δ

Calls
Pseudo strike
22.25
IV
100.0%
B/E move
15.8%
Puts
Pseudo strike
20.51
IV
112.9%
B/E move
12.4%

50Δ

Calls
Pseudo strike
21.51
IV
98.4%
B/E move
13.6%
Puts
Pseudo strike
20.95
IV
100.7%
B/E move
10.3%

55Δ

Calls
Pseudo strike
20.77
IV
96.8%
B/E move
11.3%
Puts
Pseudo strike
21.40
IV
88.5%
B/E move
8.1%

60Δ

Calls
Pseudo strike
20.04
IV
95.2%
B/E move
9.0%
Puts
Pseudo strike
21.85
IV
76.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.29
IV
64.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.91
IV
59.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.67
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.44
IV
63.7%
B/E move
1.4%

Options history

No recorded observations