IntraAlpha
Create free account Start free

Pegasystems Inc. Common Stock PEGA

i

Market datapartial · fetched 2026-11-06T22:27:28.562Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

FundamentalsAlpha Vantage · unavailable

Share pricePEGA
1D
Price history unavailable.

Pegasystems Inc. Common Stock options

Live interpolated PEGA call and put midpoint premiums by absolute delta.Pegasystems Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPEGA PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend51.93%
Daily close
PEGA49.6%61.4%73.2%2026-08-21: 54.24%2026-08-24: 54.02%2026-08-25: 52.89%2026-08-26: 52.39%2026-08-27: 53.35%2026-08-28: 52.47%2026-08-31: 53.02%2026-09-09: 55.51%2026-09-18: 57.21%2026-09-21: 56.26%2026-09-22: 57.16%2026-09-23: 58.22%2026-09-24: 57.89%2026-09-25: 57.12%2026-09-28: 59.45%2026-10-01: 59.03%2026-10-02: 58.38%2026-10-05: 58.99%2026-10-06: 58.78%2026-10-07: 59.39%2026-10-16: 64.82%2026-10-19: 64.34%2026-10-20: 71.60%2026-10-21: 51.34%2026-10-22: 51.19%2026-10-23: 52.49%2026-10-26: 51.84%2026-10-27: 51.96%2026-10-28: 52.25%2026-10-29: 52.09%2026-10-30: 51.93%Aug 21Oct 1Oct 30
31 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
54.24%
54.02%
52.89%
52.39%
53.35%
52.47%
53.02%
55.51%
57.21%
56.26%
57.16%
58.22%
57.89%
57.12%
59.45%
59.03%
58.38%
58.99%
58.78%
59.39%
64.82%
64.34%
71.60%
51.34%
51.19%
52.49%
51.84%
51.96%
52.25%
52.09%
51.93%