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Palladyne AI Corp PDYN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-16T00:14:24.364Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:03.529851493Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:23.854571+00:00

Share price$4.06
1D-0.2%
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$3.50$6.99$10.49$13.99$1.49$2.73$3.97$5.20$6.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDYN spot · $4.06PDYN PRICE$0.28$0.33$0.19$0.24$0.28$0.33$0.38$0.42$0.50$0.63$0.75$0.88$1.01$0.49$0.47$0.45$0.43$0.41$0.47$0.59$0.71$0.83$0.95$1.06$12.96$6.11
PutsExpensive2.11×
CallsExpensive1.50×
SkewBearish+47.17 pp
Implied moveBearish±$0.97
TiltBearish61.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.17287.2%231.2%2.55299.9%49.2%
25Δ11.33264.9%187.2%2.88251.2%40.5%
30Δ4.9489.8%26.3%3.21202.5%31.9%
35Δ4.7788.4%23.4%3.55153.8%23.2%
40Δ4.6086.9%20.4%3.88105.1%14.6%
45Δ4.4385.5%17.4%4.1187.4%10.6%
50Δ4.2784.1%14.4%4.2788.1%9.3%
55Δ4.1082.7%11.4%4.4488.9%8.1%
60Δ3.9383.3%9.1%4.6189.6%6.8%
65Δ3.7587.1%7.9%4.7890.4%5.6%
70Δ3.5890.8%6.8%4.9591.1%4.3%
75Δ3.4194.5%5.6%16.67361.2%8.8%
80Δ3.2398.3%4.4%9.97227.4%4.9%

20Δ

Calls
Pseudo strike
13.17
IV
287.2%
B/E move
231.2%
Puts
Pseudo strike
2.55
IV
299.9%
B/E move
49.2%

25Δ

Calls
Pseudo strike
11.33
IV
264.9%
B/E move
187.2%
Puts
Pseudo strike
2.88
IV
251.2%
B/E move
40.5%

30Δ

Calls
Pseudo strike
4.94
IV
89.8%
B/E move
26.3%
Puts
Pseudo strike
3.21
IV
202.5%
B/E move
31.9%

35Δ

Calls
Pseudo strike
4.77
IV
88.4%
B/E move
23.4%
Puts
Pseudo strike
3.55
IV
153.8%
B/E move
23.2%

40Δ

Calls
Pseudo strike
4.60
IV
86.9%
B/E move
20.4%
Puts
Pseudo strike
3.88
IV
105.1%
B/E move
14.6%

45Δ

Calls
Pseudo strike
4.43
IV
85.5%
B/E move
17.4%
Puts
Pseudo strike
4.11
IV
87.4%
B/E move
10.6%

50Δ

Calls
Pseudo strike
4.27
IV
84.1%
B/E move
14.4%
Puts
Pseudo strike
4.27
IV
88.1%
B/E move
9.3%

55Δ

Calls
Pseudo strike
4.10
IV
82.7%
B/E move
11.4%
Puts
Pseudo strike
4.44
IV
88.9%
B/E move
8.1%

60Δ

Calls
Pseudo strike
3.93
IV
83.3%
B/E move
9.1%
Puts
Pseudo strike
4.61
IV
89.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
3.75
IV
87.1%
B/E move
7.9%
Puts
Pseudo strike
4.78
IV
90.4%
B/E move
5.6%

70Δ

Calls
Pseudo strike
3.58
IV
90.8%
B/E move
6.8%
Puts
Pseudo strike
4.95
IV
91.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
3.41
IV
94.5%
B/E move
5.6%
Puts
Pseudo strike
16.67
IV
361.2%
B/E move
8.8%

80Δ

Calls
Pseudo strike
3.23
IV
98.3%
B/E move
4.4%
Puts
Pseudo strike
9.97
IV
227.4%
B/E move
4.9%