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Palladyne AI Corp PDYN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:02:28.581Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.353813686Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:55:41.959473+00:00

Share price$4.07
1D+0.0%
AH$3.91$3.96$4.01$4.06$4.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDYN
Sold putSold callAH

Palladyne AI Corp options

Live interpolated PDYN call and put midpoint premiums by absolute delta.Palladyne AI Corp$0.00$0.50$1.00$1.49$1.99$3.29$3.61$3.93$4.25$4.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.07OPTION PRICELive PDYN spot · $4.07PDYN PRICE$0.04$0.04$0.05$0.06$0.06$0.07$0.08$0.08$0.09$0.09$0.16$0.51$0.87$0.04$0.04$0.05$0.05$0.24$0.44$0.64$0.84$1.04$1.24$1.44$1.65$1.85
PutsExpensive3.01×
CallsExpensive1.81×
SkewBearish+129.82 pp
Implied moveBearish±$0.71
TiltBearish62.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.82245.1%19.4%3.47259.0%15.6%
25Δ4.74227.2%17.5%3.64205.9%11.5%
30Δ4.66209.3%15.6%3.82152.8%7.4%
35Δ4.57191.4%13.7%3.9999.6%3.3%
40Δ4.49173.5%11.8%4.19145.8%2.9%
45Δ4.40155.6%9.9%4.39200.4%2.8%
50Δ4.32137.7%8.0%4.60255.0%2.8%
55Δ4.24119.8%6.1%4.80309.6%2.7%
60Δ4.15101.9%4.2%5.00364.2%2.6%
65Δ4.0784.0%2.3%5.21418.8%2.6%
70Δ3.9489.9%0.7%5.41473.4%2.5%
75Δ3.59220.5%0.7%5.62528.0%2.5%
80Δ3.23351.2%0.7%5.82582.6%2.4%

20Δ

Calls
Pseudo strike
4.82
IV
245.1%
B/E move
19.4%
Puts
Pseudo strike
3.47
IV
259.0%
B/E move
15.6%

25Δ

Calls
Pseudo strike
4.74
IV
227.2%
B/E move
17.5%
Puts
Pseudo strike
3.64
IV
205.9%
B/E move
11.5%

30Δ

Calls
Pseudo strike
4.66
IV
209.3%
B/E move
15.6%
Puts
Pseudo strike
3.82
IV
152.8%
B/E move
7.4%

35Δ

Calls
Pseudo strike
4.57
IV
191.4%
B/E move
13.7%
Puts
Pseudo strike
3.99
IV
99.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
4.49
IV
173.5%
B/E move
11.8%
Puts
Pseudo strike
4.19
IV
145.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
4.40
IV
155.6%
B/E move
9.9%
Puts
Pseudo strike
4.39
IV
200.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
4.32
IV
137.7%
B/E move
8.0%
Puts
Pseudo strike
4.60
IV
255.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
4.24
IV
119.8%
B/E move
6.1%
Puts
Pseudo strike
4.80
IV
309.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
4.15
IV
101.9%
B/E move
4.2%
Puts
Pseudo strike
5.00
IV
364.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
4.07
IV
84.0%
B/E move
2.3%
Puts
Pseudo strike
5.21
IV
418.8%
B/E move
2.6%

70Δ

Calls
Pseudo strike
3.94
IV
89.9%
B/E move
0.7%
Puts
Pseudo strike
5.41
IV
473.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
3.59
IV
220.5%
B/E move
0.7%
Puts
Pseudo strike
5.62
IV
528.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
3.23
IV
351.2%
B/E move
0.7%
Puts
Pseudo strike
5.82
IV
582.6%
B/E move
2.4%