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Penguin Solutions, Inc. Common Stock PENG

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Market datapartial · fetched 2026-10-22T21:58:46.645Z

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 · 2026-10-22T21:53:49.002982988Z

FundamentalsAlpha Vantage · unavailable

Share price$51.69
1D-6.4%
AH$51$52$54$55$565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPENG
Sold putSold callAH

Penguin Solutions, Inc. Common Stock options

Live interpolated PENG call and put midpoint premiums by absolute delta.Penguin Solutions, Inc. Common Stock$0.97$5.14$9.30$13.47$17.63$31.52$44.89$58.26$71.63$84.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PENG spot · $51.69PENG PRICE$1.42$1.90$2.35$2.84$3.46$4.09$4.83$5.64$6.45$7.59$8.79$10.25$12.40$1.82$2.40$3.09$3.79$4.52$5.48$6.45$7.59$9.38$11.16$12.77$14.38$16.43
PutsCheap0.92×
CallsCheap0.87×
SkewBullish-4.82 pp
Implied moveBearish±$11.28
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.0597.6%34.4%42.6895.7%20.9%
25Δ65.1899.5%29.8%44.8195.5%17.9%
30Δ62.2796.8%25.0%46.6494.6%15.7%
35Δ59.5794.6%20.7%48.4393.5%13.6%
40Δ57.6295.2%18.2%50.2192.6%11.6%
45Δ55.6795.9%15.6%51.9392.3%10.1%
50Δ53.8296.6%13.5%53.6592.1%8.7%
55Δ52.0297.3%11.6%55.5092.6%7.3%
60Δ50.2298.0%9.6%57.7996.2%6.3%
65Δ48.3299.9%8.2%60.0899.4%5.3%
70Δ46.39102.0%6.8%62.2697.2%4.3%
75Δ44.26105.5%5.4%64.4395.0%3.2%
80Δ41.56113.0%4.4%66.9692.4%2.2%

20Δ

Calls
Pseudo strike
68.05
IV
97.6%
B/E move
34.4%
Puts
Pseudo strike
42.68
IV
95.7%
B/E move
20.9%

25Δ

Calls
Pseudo strike
65.18
IV
99.5%
B/E move
29.8%
Puts
Pseudo strike
44.81
IV
95.5%
B/E move
17.9%

30Δ

Calls
Pseudo strike
62.27
IV
96.8%
B/E move
25.0%
Puts
Pseudo strike
46.64
IV
94.6%
B/E move
15.7%

35Δ

Calls
Pseudo strike
59.57
IV
94.6%
B/E move
20.7%
Puts
Pseudo strike
48.43
IV
93.5%
B/E move
13.6%

40Δ

Calls
Pseudo strike
57.62
IV
95.2%
B/E move
18.2%
Puts
Pseudo strike
50.21
IV
92.6%
B/E move
11.6%

45Δ

Calls
Pseudo strike
55.67
IV
95.9%
B/E move
15.6%
Puts
Pseudo strike
51.93
IV
92.3%
B/E move
10.1%

50Δ

Calls
Pseudo strike
53.82
IV
96.6%
B/E move
13.5%
Puts
Pseudo strike
53.65
IV
92.1%
B/E move
8.7%

55Δ

Calls
Pseudo strike
52.02
IV
97.3%
B/E move
11.6%
Puts
Pseudo strike
55.50
IV
92.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
50.22
IV
98.0%
B/E move
9.6%
Puts
Pseudo strike
57.79
IV
96.2%
B/E move
6.3%

65Δ

Calls
Pseudo strike
48.32
IV
99.9%
B/E move
8.2%
Puts
Pseudo strike
60.08
IV
99.4%
B/E move
5.3%

70Δ

Calls
Pseudo strike
46.39
IV
102.0%
B/E move
6.8%
Puts
Pseudo strike
62.26
IV
97.2%
B/E move
4.3%

75Δ

Calls
Pseudo strike
44.26
IV
105.5%
B/E move
5.4%
Puts
Pseudo strike
64.43
IV
95.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
41.56
IV
113.0%
B/E move
4.4%
Puts
Pseudo strike
66.96
IV
92.4%
B/E move
2.2%

Options history

No recorded observations