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Penguin Solutions, Inc. PENG

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T15:36:22.411Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:36:06.494031344Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T15:36:20.438576+00:00

Share price$53.63
1D-2.5%
$53.26$53.92$54.59$55.26$55.925:30 AM6:30 AM9:00 AM1:00 PMPENG
Sold putSold call

Penguin Solutions, Inc. options

Live interpolated PENG call and put midpoint premiums by absolute delta.Penguin Solutions, Inc.$0.91$5.49$10.08$14.66$19.24$32.82$45.83$58.84$71.85$84.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PENG spot · $53.63PENG PRICE$1.40$1.89$2.39$2.93$3.50$4.17$4.84$5.63$6.49$7.34$8.56$9.86$11.44$1.86$2.51$3.19$3.91$4.82$5.73$6.78$8.03$9.28$10.64$12.02$14.05$17.92
PutsCheap0.90×
CallsCheap0.83×
SkewBullish-0.55 pp
Implied moveBearish±$11.62
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.5593.3%32.3%44.3995.6%20.7%
25Δ66.7894.1%28.0%46.4595.0%18.1%
30Δ64.1794.4%24.1%48.4094.3%15.7%
35Δ61.8293.9%20.7%50.3193.7%13.5%
40Δ59.5793.4%17.6%52.1093.6%11.8%
45Δ57.6593.4%15.3%53.8993.5%10.2%
50Δ55.7393.4%12.9%55.7393.5%8.7%
55Δ53.8993.3%11.0%57.6693.6%7.5%
60Δ52.1193.2%9.3%59.5993.7%6.2%
65Δ50.3393.1%7.5%61.5592.0%5.1%
70Δ48.3994.1%6.2%63.5289.9%4.0%
75Δ46.4395.4%5.0%66.0990.2%3.0%
80Δ44.2297.7%3.8%70.3296.9%2.3%

20Δ

Calls
Pseudo strike
69.55
IV
93.3%
B/E move
32.3%
Puts
Pseudo strike
44.39
IV
95.6%
B/E move
20.7%

25Δ

Calls
Pseudo strike
66.78
IV
94.1%
B/E move
28.0%
Puts
Pseudo strike
46.45
IV
95.0%
B/E move
18.1%

30Δ

Calls
Pseudo strike
64.17
IV
94.4%
B/E move
24.1%
Puts
Pseudo strike
48.40
IV
94.3%
B/E move
15.7%

35Δ

Calls
Pseudo strike
61.82
IV
93.9%
B/E move
20.7%
Puts
Pseudo strike
50.31
IV
93.7%
B/E move
13.5%

40Δ

Calls
Pseudo strike
59.57
IV
93.4%
B/E move
17.6%
Puts
Pseudo strike
52.10
IV
93.6%
B/E move
11.8%

45Δ

Calls
Pseudo strike
57.65
IV
93.4%
B/E move
15.3%
Puts
Pseudo strike
53.89
IV
93.5%
B/E move
10.2%

50Δ

Calls
Pseudo strike
55.73
IV
93.4%
B/E move
12.9%
Puts
Pseudo strike
55.73
IV
93.5%
B/E move
8.7%

55Δ

Calls
Pseudo strike
53.89
IV
93.3%
B/E move
11.0%
Puts
Pseudo strike
57.66
IV
93.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
52.11
IV
93.2%
B/E move
9.3%
Puts
Pseudo strike
59.59
IV
93.7%
B/E move
6.2%

65Δ

Calls
Pseudo strike
50.33
IV
93.1%
B/E move
7.5%
Puts
Pseudo strike
61.55
IV
92.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
48.39
IV
94.1%
B/E move
6.2%
Puts
Pseudo strike
63.52
IV
89.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
46.43
IV
95.4%
B/E move
5.0%
Puts
Pseudo strike
66.09
IV
90.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
44.22
IV
97.7%
B/E move
3.8%
Puts
Pseudo strike
70.32
IV
96.9%
B/E move
2.3%

Options history

No recorded observations