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Penguin Solutions, Inc. Common Stock PENG

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Market datapartial · fetched 2026-10-23T16:47:56.124Z

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 · 2026-10-23T16:47:39.561769426Z

FundamentalsAlpha Vantage · unavailable

Share price$55.04
1D+5.1%
$50$51$53$54$565:30 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$0.99$5.62$10.25$14.88$19.51$34.09$46.75$59.41$72.06$84.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PENG spot · $55.04PENG PRICE$1.49$1.98$2.47$3.02$3.60$4.27$5.04$5.82$6.71$7.63$8.60$9.95$11.30$1.89$2.54$3.18$4.05$4.95$5.90$7.07$8.24$9.78$11.61$13.51$15.49$18.17
PutsCheap0.92×
CallsCheap0.82×
SkewBearish+0.43 pp
Implied moveBearish±$12.11
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.0897.7%33.7%45.6396.5%20.5%
25Δ69.0498.8%29.0%47.7095.5%17.9%
30Δ65.9997.0%24.4%49.7894.6%15.3%
35Δ63.4695.9%20.8%51.6495.0%13.5%
40Δ61.1995.1%17.7%53.4795.4%11.8%
45Δ59.1095.0%15.1%55.3295.9%10.2%
50Δ57.2195.8%13.1%57.2495.9%8.8%
55Δ55.3396.5%11.1%59.1795.9%7.5%
60Δ53.4896.0%9.4%61.3696.8%6.3%
65Δ51.6495.3%7.7%63.7698.5%5.2%
70Δ49.7894.7%6.1%66.2398.7%4.2%
75Δ47.7694.8%4.9%68.7797.4%3.2%
80Δ45.7494.9%3.6%71.9697.2%2.3%

20Δ

Calls
Pseudo strike
72.08
IV
97.7%
B/E move
33.7%
Puts
Pseudo strike
45.63
IV
96.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
69.04
IV
98.8%
B/E move
29.0%
Puts
Pseudo strike
47.70
IV
95.5%
B/E move
17.9%

30Δ

Calls
Pseudo strike
65.99
IV
97.0%
B/E move
24.4%
Puts
Pseudo strike
49.78
IV
94.6%
B/E move
15.3%

35Δ

Calls
Pseudo strike
63.46
IV
95.9%
B/E move
20.8%
Puts
Pseudo strike
51.64
IV
95.0%
B/E move
13.5%

40Δ

Calls
Pseudo strike
61.19
IV
95.1%
B/E move
17.7%
Puts
Pseudo strike
53.47
IV
95.4%
B/E move
11.8%

45Δ

Calls
Pseudo strike
59.10
IV
95.0%
B/E move
15.1%
Puts
Pseudo strike
55.32
IV
95.9%
B/E move
10.2%

50Δ

Calls
Pseudo strike
57.21
IV
95.8%
B/E move
13.1%
Puts
Pseudo strike
57.24
IV
95.9%
B/E move
8.8%

55Δ

Calls
Pseudo strike
55.33
IV
96.5%
B/E move
11.1%
Puts
Pseudo strike
59.17
IV
95.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
53.48
IV
96.0%
B/E move
9.4%
Puts
Pseudo strike
61.36
IV
96.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
51.64
IV
95.3%
B/E move
7.7%
Puts
Pseudo strike
63.76
IV
98.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
49.78
IV
94.7%
B/E move
6.1%
Puts
Pseudo strike
66.23
IV
98.7%
B/E move
4.2%

75Δ

Calls
Pseudo strike
47.76
IV
94.8%
B/E move
4.9%
Puts
Pseudo strike
68.77
IV
97.4%
B/E move
3.2%

80Δ

Calls
Pseudo strike
45.74
IV
94.9%
B/E move
3.6%
Puts
Pseudo strike
71.96
IV
97.2%
B/E move
2.3%

Options history

No recorded observations