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Pegasystems Inc PEGA

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:34:03.133Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.366209648Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:02.686116+00:00

Share price$35.95
1D+8.9%
AH$32.73$33.70$34.66$35.62$36.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEGA
Sold putSold callAH

Pegasystems Inc options

Live interpolated PEGA call and put midpoint premiums by absolute delta.Pegasystems Inc$0.00$1.90$3.80$5.70$7.60$32.35$34.03$35.72$37.40$39.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $35.95OPTION PRICELive PEGA spot · $35.95PEGA PRICE$0.36$0.46$0.56$0.66$0.76$0.86$0.96$1.06$1.16$1.26$1.55$4.30$7.05$0.17$0.33$0.66$0.99$1.32$1.65$1.98$2.31$2.64$2.97$3.30$3.62$3.95
PutsExpensive2.22×
CallsExpensive1.26×
SkewBullish-9.11 pp
Implied moveBearish±$2.94
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.74108.6%8.8%34.17100.1%5.4%
25Δ38.36108.3%8.0%35.1975.3%3.0%
30Δ37.98108.0%7.2%35.5984.7%2.8%
35Δ37.61107.7%6.4%35.9994.1%2.6%
40Δ37.23107.4%5.7%36.39103.4%2.5%
45Δ36.85107.1%4.9%36.79112.8%2.3%
50Δ36.48106.8%4.1%37.19122.1%2.1%
55Δ36.10106.5%3.4%37.59131.5%1.9%
60Δ35.72106.2%2.6%37.99140.8%1.7%
65Δ35.35105.9%1.8%38.38150.2%1.5%
70Δ34.79113.7%1.1%38.78159.5%1.3%
75Δ32.01222.5%1.0%39.18168.9%1.1%
80Δ29.22331.2%0.9%39.58178.2%0.9%

20Δ

Calls
Pseudo strike
38.74
IV
108.6%
B/E move
8.8%
Puts
Pseudo strike
34.17
IV
100.1%
B/E move
5.4%

25Δ

Calls
Pseudo strike
38.36
IV
108.3%
B/E move
8.0%
Puts
Pseudo strike
35.19
IV
75.3%
B/E move
3.0%

30Δ

Calls
Pseudo strike
37.98
IV
108.0%
B/E move
7.2%
Puts
Pseudo strike
35.59
IV
84.7%
B/E move
2.8%

35Δ

Calls
Pseudo strike
37.61
IV
107.7%
B/E move
6.4%
Puts
Pseudo strike
35.99
IV
94.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
37.23
IV
107.4%
B/E move
5.7%
Puts
Pseudo strike
36.39
IV
103.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
36.85
IV
107.1%
B/E move
4.9%
Puts
Pseudo strike
36.79
IV
112.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
36.48
IV
106.8%
B/E move
4.1%
Puts
Pseudo strike
37.19
IV
122.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
36.10
IV
106.5%
B/E move
3.4%
Puts
Pseudo strike
37.59
IV
131.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.72
IV
106.2%
B/E move
2.6%
Puts
Pseudo strike
37.99
IV
140.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.35
IV
105.9%
B/E move
1.8%
Puts
Pseudo strike
38.38
IV
150.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
34.79
IV
113.7%
B/E move
1.1%
Puts
Pseudo strike
38.78
IV
159.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
32.01
IV
222.5%
B/E move
1.0%
Puts
Pseudo strike
39.18
IV
168.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
29.22
IV
331.2%
B/E move
0.9%
Puts
Pseudo strike
39.58
IV
178.2%
B/E move
0.9%