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Palladyne AI Corp PDYN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-15T20:32:54.597Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:53.002996079Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:53.973213+00:00

Share price$4.10
1D+0.7%
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$0.53$1.06$1.59$2.12$-26.20$-17.75$-9.31$-0.86$7.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.10OPTION PRICELive PDYN spot · $4.10PDYN PRICE$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.04$0.04$0.05$0.17$0.37$0.57$0.77$0.97$1.16$1.36$1.56$1.76$1.96
PutsExpensive3.48×
CallsCheap-125.23×
SkewBearish+13099.95 pp
Implied moveBearish±$0.77
TiltBearish98.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ-14.31-3081.4%448.9%3.54252.3%14.7%
25Δ-23.57-4691.8%674.7%3.73193.2%10.1%
30Δ-32.82-6302.2%900.5%3.92134.0%5.5%
35Δ-42.08-7912.7%1126.2%4.12143.7%3.6%
40Δ-51.34-9523.1%1352.0%4.32201.7%3.6%
45Δ-60.59-11133.5%1577.8%4.52259.7%3.5%
50Δ-69.85-12744.0%1803.6%4.72317.8%3.4%
55Δ-79.11-14354.4%2029.4%4.93375.8%3.4%
60Δ-88.37-15964.8%2255.1%5.13433.8%3.3%
65Δ-97.62-17575.3%2480.9%5.33491.9%3.3%
70Δ-106.88-19185.7%2706.7%5.53549.9%3.2%
75Δ-116.14-20796.1%2932.5%5.73607.9%3.1%
80Δ-125.39-22406.6%3158.2%5.94666.0%3.1%

20Δ

Calls
Pseudo strike
-14.31
IV
-3081.4%
B/E move
448.9%
Puts
Pseudo strike
3.54
IV
252.3%
B/E move
14.7%

25Δ

Calls
Pseudo strike
-23.57
IV
-4691.8%
B/E move
674.7%
Puts
Pseudo strike
3.73
IV
193.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
-32.82
IV
-6302.2%
B/E move
900.5%
Puts
Pseudo strike
3.92
IV
134.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
-42.08
IV
-7912.7%
B/E move
1126.2%
Puts
Pseudo strike
4.12
IV
143.7%
B/E move
3.6%

40Δ

Calls
Pseudo strike
-51.34
IV
-9523.1%
B/E move
1352.0%
Puts
Pseudo strike
4.32
IV
201.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
-60.59
IV
-11133.5%
B/E move
1577.8%
Puts
Pseudo strike
4.52
IV
259.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
-69.85
IV
-12744.0%
B/E move
1803.6%
Puts
Pseudo strike
4.72
IV
317.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
-79.11
IV
-14354.4%
B/E move
2029.4%
Puts
Pseudo strike
4.93
IV
375.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
-88.37
IV
-15964.8%
B/E move
2255.1%
Puts
Pseudo strike
5.13
IV
433.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
-97.62
IV
-17575.3%
B/E move
2480.9%
Puts
Pseudo strike
5.33
IV
491.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
-106.88
IV
-19185.7%
B/E move
2706.7%
Puts
Pseudo strike
5.53
IV
549.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
-116.14
IV
-20796.1%
B/E move
2932.5%
Puts
Pseudo strike
5.73
IV
607.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
-125.39
IV
-22406.6%
B/E move
3158.2%
Puts
Pseudo strike
5.94
IV
666.0%
B/E move
3.1%