IntraAlpha
Create free account Start free

Perion Network Ltd. Ordinary Shares PERI

i

Market datapartial · fetched 2026-10-22T21:28:44.368Z

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 · 2026-10-22T20:00:00.390493075Z

FundamentalsAlpha Vantage · unavailable

Share price$8.75
1D+0.0%
AH$8.67$8.71$8.74$8.77$8.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPERI
Sold putSold callAH

Perion Network Ltd. Ordinary Shares options

Live interpolated PERI call and put midpoint premiums by absolute delta.Perion Network Ltd. Ordinary Shares$0.10$1.60$3.10$4.60$6.10$6.05$7.34$8.63$9.92$11.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PERI spot · $8.75PERI PRICE$0.50$0.31$0.43$0.55$0.67$0.79$0.90$1.02$1.14$1.26$1.38$1.50$0.26$0.37$0.51$0.65$0.79$0.93$1.07$1.21$1.34$1.48$2.01$3.28$5.67
PutsExpensive3.17×
CallsExpensive2.76×
SkewBearish+9.57 pp
Implied moveBearish±$1.85
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.3292.5%19.3%
25Δ14.18175.3%67.8%7.7378.6%15.9%
30Δ9.8766.8%16.4%8.0078.7%14.5%
35Δ9.6467.6%15.1%8.2678.7%13.1%
40Δ9.4068.4%13.7%8.5278.7%11.7%
45Δ9.1669.3%12.4%8.7878.7%10.3%
50Δ8.9370.1%11.0%9.0478.7%8.9%
55Δ8.6970.9%9.7%9.3078.8%7.5%
60Δ8.4571.8%8.3%9.5778.8%6.0%
65Δ8.2272.6%7.0%9.8378.8%4.6%
70Δ7.9873.4%5.6%10.4487.9%3.7%
75Δ7.7574.2%4.3%11.73114.8%3.5%
80Δ7.5175.1%2.9%14.12155.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.32
IV
92.5%
B/E move
19.3%

25Δ

Calls
Pseudo strike
14.18
IV
175.3%
B/E move
67.8%
Puts
Pseudo strike
7.73
IV
78.6%
B/E move
15.9%

30Δ

Calls
Pseudo strike
9.87
IV
66.8%
B/E move
16.4%
Puts
Pseudo strike
8.00
IV
78.7%
B/E move
14.5%

35Δ

Calls
Pseudo strike
9.64
IV
67.6%
B/E move
15.1%
Puts
Pseudo strike
8.26
IV
78.7%
B/E move
13.1%

40Δ

Calls
Pseudo strike
9.40
IV
68.4%
B/E move
13.7%
Puts
Pseudo strike
8.52
IV
78.7%
B/E move
11.7%

45Δ

Calls
Pseudo strike
9.16
IV
69.3%
B/E move
12.4%
Puts
Pseudo strike
8.78
IV
78.7%
B/E move
10.3%

50Δ

Calls
Pseudo strike
8.93
IV
70.1%
B/E move
11.0%
Puts
Pseudo strike
9.04
IV
78.7%
B/E move
8.9%

55Δ

Calls
Pseudo strike
8.69
IV
70.9%
B/E move
9.7%
Puts
Pseudo strike
9.30
IV
78.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
8.45
IV
71.8%
B/E move
8.3%
Puts
Pseudo strike
9.57
IV
78.8%
B/E move
6.0%

65Δ

Calls
Pseudo strike
8.22
IV
72.6%
B/E move
7.0%
Puts
Pseudo strike
9.83
IV
78.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
7.98
IV
73.4%
B/E move
5.6%
Puts
Pseudo strike
10.44
IV
87.9%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.75
IV
74.2%
B/E move
4.3%
Puts
Pseudo strike
11.73
IV
114.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
7.51
IV
75.1%
B/E move
2.9%
Puts
Pseudo strike
14.12
IV
155.9%
B/E move
3.4%

Options history

No recorded observations