IntraAlpha
Create free account Start free

Pegasystems Inc PEGA

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-16T01:04:08.707Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:03:32.89187311Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:08.190964+00:00

Share price$36.03
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$0.52$3.57$6.61$9.66$12.70$25.14$30.49$35.84$41.19$46.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEGA spot · $36.03PEGA PRICE$0.85$1.16$1.48$1.80$2.17$2.61$3.05$3.50$3.94$4.61$5.29$5.97$6.65$1.15$1.57$1.99$2.41$2.84$3.54$4.23$4.92$5.61$6.73$8.08$9.43$11.82
PutsExpensive1.52×
CallsExpensive1.47×
SkewBearish+3.42 pp
Implied moveBearish±$7.28
TiltBearish19.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5074.9%28.6%30.2179.5%19.3%
25Δ43.7474.6%24.6%31.4278.6%17.2%
30Δ42.3175.1%21.5%32.6277.8%15.0%
35Δ40.8775.5%18.4%33.8377.0%12.8%
40Δ39.5675.7%15.8%35.0376.2%10.7%
45Δ38.4375.6%13.9%36.1876.3%9.4%
50Δ37.3075.5%12.0%37.3276.4%8.2%
55Δ36.1775.4%10.1%38.4676.5%6.9%
60Δ35.0375.3%8.2%39.6076.5%5.7%
65Δ33.9274.6%6.9%41.0977.5%4.6%
70Δ32.8073.9%5.7%42.7579.0%3.8%
75Δ31.6973.3%4.5%44.4280.5%2.9%
80Δ30.5872.6%3.3%47.0984.5%2.1%

20Δ

Calls
Pseudo strike
45.50
IV
74.9%
B/E move
28.6%
Puts
Pseudo strike
30.21
IV
79.5%
B/E move
19.3%

25Δ

Calls
Pseudo strike
43.74
IV
74.6%
B/E move
24.6%
Puts
Pseudo strike
31.42
IV
78.6%
B/E move
17.2%

30Δ

Calls
Pseudo strike
42.31
IV
75.1%
B/E move
21.5%
Puts
Pseudo strike
32.62
IV
77.8%
B/E move
15.0%

35Δ

Calls
Pseudo strike
40.87
IV
75.5%
B/E move
18.4%
Puts
Pseudo strike
33.83
IV
77.0%
B/E move
12.8%

40Δ

Calls
Pseudo strike
39.56
IV
75.7%
B/E move
15.8%
Puts
Pseudo strike
35.03
IV
76.2%
B/E move
10.7%

45Δ

Calls
Pseudo strike
38.43
IV
75.6%
B/E move
13.9%
Puts
Pseudo strike
36.18
IV
76.3%
B/E move
9.4%

50Δ

Calls
Pseudo strike
37.30
IV
75.5%
B/E move
12.0%
Puts
Pseudo strike
37.32
IV
76.4%
B/E move
8.2%

55Δ

Calls
Pseudo strike
36.17
IV
75.4%
B/E move
10.1%
Puts
Pseudo strike
38.46
IV
76.5%
B/E move
6.9%

60Δ

Calls
Pseudo strike
35.03
IV
75.3%
B/E move
8.2%
Puts
Pseudo strike
39.60
IV
76.5%
B/E move
5.7%

65Δ

Calls
Pseudo strike
33.92
IV
74.6%
B/E move
6.9%
Puts
Pseudo strike
41.09
IV
77.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
32.80
IV
73.9%
B/E move
5.7%
Puts
Pseudo strike
42.75
IV
79.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.69
IV
73.3%
B/E move
4.5%
Puts
Pseudo strike
44.42
IV
80.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
30.58
IV
72.6%
B/E move
3.3%
Puts
Pseudo strike
47.09
IV
84.5%
B/E move
2.1%