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Pagaya Technologies Ltd. Class A Ordinary Shares PGY

i

Market dataready · fetched 2026-11-13T18:54:13.945Z

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 · 2026-11-13T18:53:37.500179672Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:54:13.379540+00:00

Share price$16.87
1D-0.8%
$16.39$16.56$16.72$16.89$17.065:30 AM6:30 AM9:00 AM1:00 PMPGY
Sold putSold call

Pagaya Technologies Ltd. Class A Ordinary Shares options

Live interpolated PGY call and put midpoint premiums by absolute delta.Pagaya Technologies Ltd. Class A Ordinary Shares$0.12$0.78$1.43$2.08$2.74$14.59$15.68$16.78$17.87$18.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PGY spot · $16.87PGY PRICE$0.19$0.25$0.32$0.40$0.48$0.56$0.64$0.76$0.88$1.00$1.12$0.22$0.28$0.35$0.44$0.53$0.62$0.71$0.86$1.02$1.18$1.34$1.84$2.55
PutsFair0.97×
Calls——
Skew——
Implied moveBearish±$1.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6176.0%11.4%15.4180.2%10.0%
25Δ18.2675.7%9.7%15.7676.9%8.2%
30Δ17.9475.3%8.2%16.0774.3%6.8%
35Δ17.6974.7%7.3%16.2973.6%6.0%
40Δ17.4574.1%6.3%16.5272.8%5.2%
45Δ17.2173.5%5.3%16.7472.0%4.5%
50Δ16.9772.9%4.4%16.9671.2%3.7%
55Δ16.7572.4%3.8%17.2071.5%3.1%
60Δ16.5471.8%3.2%17.4372.1%2.7%
65Δ16.3271.3%2.7%17.6772.6%2.2%
70Δ16.1170.8%2.1%17.9173.1%1.8%
75Δ18.4584.5%1.5%
80Δ19.19100.5%1.4%

20Δ

Calls
Pseudo strike
18.61
IV
76.0%
B/E move
11.4%
Puts
Pseudo strike
15.41
IV
80.2%
B/E move
10.0%

25Δ

Calls
Pseudo strike
18.26
IV
75.7%
B/E move
9.7%
Puts
Pseudo strike
15.76
IV
76.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
17.94
IV
75.3%
B/E move
8.2%
Puts
Pseudo strike
16.07
IV
74.3%
B/E move
6.8%

35Δ

Calls
Pseudo strike
17.69
IV
74.7%
B/E move
7.3%
Puts
Pseudo strike
16.29
IV
73.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
17.45
IV
74.1%
B/E move
6.3%
Puts
Pseudo strike
16.52
IV
72.8%
B/E move
5.2%

45Δ

Calls
Pseudo strike
17.21
IV
73.5%
B/E move
5.3%
Puts
Pseudo strike
16.74
IV
72.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
16.97
IV
72.9%
B/E move
4.4%
Puts
Pseudo strike
16.96
IV
71.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
16.75
IV
72.4%
B/E move
3.8%
Puts
Pseudo strike
17.20
IV
71.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.54
IV
71.8%
B/E move
3.2%
Puts
Pseudo strike
17.43
IV
72.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
16.32
IV
71.3%
B/E move
2.7%
Puts
Pseudo strike
17.67
IV
72.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.11
IV
70.8%
B/E move
2.1%
Puts
Pseudo strike
17.91
IV
73.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.45
IV
84.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.19
IV
100.5%
B/E move
1.4%

Options history

IV · four-Friday blend67.67%
Daily EOD
PGY63.1%71.8%80.4%2026-10-19: 74.79%2026-10-20: 76.69%2026-10-21: 74.86%2026-10-22: 77.45%2026-10-23: 77.62%2026-10-26: 79.25%2026-10-27: 78.09%2026-10-28: 76.76%2026-10-29: 64.30%2026-10-30: 67.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.79%
76.69%
74.86%
77.45%
77.62%
79.25%
78.09%
76.76%
64.30%
67.67%