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Penguin Solutions, Inc. Common Stock PENG

i

Market dataready · fetched 2026-11-12T14:55:54.356Z

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: 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

PriceAlpaca · sip · 2026-11-12T14:55:27.442206009Z

FundamentalsSEC EDGAR · ready · as of 2026-08-28 · fetched 2026-11-12T14:55:53.114523+00:00

Share price$48.35
1D+3.6%
$45.85$46.55$47.26$47.96$48.665:30 AM6:30 AM9:00 AM1:00 PMPENG
Sold putSold call

Penguin Solutions, Inc. Common Stock options

Live interpolated PENG call and put midpoint premiums by absolute delta.Penguin Solutions, Inc. Common Stock$0.50$2.85$5.20$7.55$9.90$33.85$40.79$47.73$54.67$61.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PENG spot · $48.34PENG PRICE$0.75$1.06$1.40$1.75$2.09$2.43$2.87$3.31$3.74$4.18$4.62$1.01$1.30$1.60$2.12$2.64$3.16$3.69$4.23$4.92$5.62$6.31$7.01$9.22
PutsCheap0.72×
Calls——
Skew——
Implied moveBearish±$6.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.61100.8%16.6%42.17115.6%14.9%
25Δ54.22101.0%14.3%43.66110.9%12.4%
30Δ53.17103.2%12.9%45.10106.9%10.0%
35Δ52.13105.5%11.4%46.10108.2%9.0%
40Δ51.09107.7%10.0%47.10109.5%8.0%
45Δ50.05110.0%8.6%48.10110.7%7.0%
50Δ49.09108.1%7.5%49.11112.0%6.0%
55Δ48.14106.0%6.4%50.11112.9%5.1%
60Δ47.19104.0%5.3%51.17110.4%4.3%
65Δ46.23101.9%4.3%52.22107.9%3.6%
70Δ45.2899.9%3.2%53.27105.4%2.9%
75Δ54.33102.9%2.1%
80Δ56.79113.9%1.6%

20Δ

Calls
Pseudo strike
55.61
IV
100.8%
B/E move
16.6%
Puts
Pseudo strike
42.17
IV
115.6%
B/E move
14.9%

25Δ

Calls
Pseudo strike
54.22
IV
101.0%
B/E move
14.3%
Puts
Pseudo strike
43.66
IV
110.9%
B/E move
12.4%

30Δ

Calls
Pseudo strike
53.17
IV
103.2%
B/E move
12.9%
Puts
Pseudo strike
45.10
IV
106.9%
B/E move
10.0%

35Δ

Calls
Pseudo strike
52.13
IV
105.5%
B/E move
11.4%
Puts
Pseudo strike
46.10
IV
108.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
51.09
IV
107.7%
B/E move
10.0%
Puts
Pseudo strike
47.10
IV
109.5%
B/E move
8.0%

45Δ

Calls
Pseudo strike
50.05
IV
110.0%
B/E move
8.6%
Puts
Pseudo strike
48.10
IV
110.7%
B/E move
7.0%

50Δ

Calls
Pseudo strike
49.09
IV
108.1%
B/E move
7.5%
Puts
Pseudo strike
49.11
IV
112.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
48.14
IV
106.0%
B/E move
6.4%
Puts
Pseudo strike
50.11
IV
112.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
47.19
IV
104.0%
B/E move
5.3%
Puts
Pseudo strike
51.17
IV
110.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
46.23
IV
101.9%
B/E move
4.3%
Puts
Pseudo strike
52.22
IV
107.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
45.28
IV
99.9%
B/E move
3.2%
Puts
Pseudo strike
53.27
IV
105.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.33
IV
102.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.79
IV
113.9%
B/E move
1.6%

Options history

IV · four-Friday blend90.34%
Daily close
PENG76.4%92.4%108.5%2026-08-14: 95.20%2026-08-17: 97.05%2026-08-18: 97.96%2026-08-21: 94.45%2026-08-24: 94.60%2026-08-25: 93.55%2026-08-26: 93.67%2026-08-27: 91.94%2026-08-28: 90.62%2026-08-31: 88.13%2026-09-01: 88.06%2026-09-02: 86.64%2026-09-03: 86.02%2026-09-04: 86.94%2026-09-08: 90.16%2026-09-09: 88.44%2026-09-10: 88.57%2026-09-11: 83.83%2026-09-14: 89.80%2026-09-18: 87.14%2026-09-21: 90.65%2026-09-22: 92.00%2026-09-23: 93.25%2026-09-24: 93.69%2026-09-25: 95.46%2026-09-28: 95.47%2026-09-29: 96.34%2026-09-30: 96.23%2026-10-01: 98.46%2026-10-02: 98.98%2026-10-05: 101.76%2026-10-06: 106.27%2026-10-07: 79.84%2026-10-08: 78.58%2026-10-09: 79.07%2026-10-12: 84.39%2026-10-13: 88.33%2026-10-14: 92.96%2026-10-15: 97.01%2026-10-16: 88.13%2026-10-19: 86.24%2026-10-20: 88.25%2026-10-21: 88.20%2026-10-22: 91.63%2026-10-23: 90.71%2026-10-26: 89.52%2026-10-27: 87.40%2026-10-28: 87.07%2026-10-29: 87.52%2026-10-30: 90.34%Aug 14Sep 25Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
95.20%
97.05%
97.96%
94.45%
94.60%
93.55%
93.67%
91.94%
90.62%
88.13%
88.06%
86.64%
86.02%
86.94%
90.16%
88.44%
88.57%
83.83%
89.80%
87.14%
90.65%
92.00%
93.25%
93.69%
95.46%
95.47%
96.34%
96.23%
98.46%
98.98%
101.76%
106.27%
79.84%
78.58%
79.07%
84.39%
88.33%
92.96%
97.01%
88.13%
86.24%
88.25%
88.20%
91.63%
90.71%
89.52%
87.40%
87.07%
87.52%
90.34%