IntraAlpha
Create free account Start free

Pagaya Technologies Ltd. PGY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-24T17:19:18.551Z

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 · 2026-10-23T22:06:09.494330133Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:19:18.594377+00:00

Share price$19.00
1D+1.0%
AH$18.33$18.55$18.78$19.00$19.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGY
Sold putSold callAH

Pagaya Technologies Ltd. options

Live interpolated PGY call and put midpoint premiums by absolute delta.Pagaya Technologies Ltd.$0.42$2.56$4.70$6.83$8.97$12.87$15.97$19.06$22.16$25.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGY spot · $19.00PGY PRICE$0.75$0.71$0.71$0.89$1.09$1.30$1.60$1.94$2.26$2.61$3.00$3.48$3.94$0.66$0.84$1.06$1.33$1.53$1.71$2.22$2.61$2.87$3.41$4.10$6.34$8.36
PutsExpensive1.41×
CallsExpensive1.33×
SkewBullish-2.50 pp
Implied moveBearish±$3.82
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.66163.2%70.6%15.7598.7%20.6%
25Δ24.56108.3%33.0%16.5295.4%17.5%
30Δ21.8880.2%18.9%17.2392.6%14.8%
35Δ21.2881.7%16.7%17.8493.7%13.1%
40Δ20.7083.0%14.7%18.4389.8%11.1%
45Δ20.1384.2%12.8%19.0184.2%8.9%
50Δ19.5988.7%11.6%19.6790.3%8.2%
55Δ19.0694.2%10.5%20.2691.3%7.1%
60Δ18.4595.8%9.0%20.8087.0%5.7%
65Δ17.8296.8%7.5%21.5388.0%4.6%
70Δ17.1797.7%6.1%22.3790.7%3.8%
75Δ16.4599.5%4.9%24.66113.6%3.6%
80Δ15.7798.3%3.7%26.83123.6%2.8%

20Δ

Calls
Pseudo strike
31.66
IV
163.2%
B/E move
70.6%
Puts
Pseudo strike
15.75
IV
98.7%
B/E move
20.6%

25Δ

Calls
Pseudo strike
24.56
IV
108.3%
B/E move
33.0%
Puts
Pseudo strike
16.52
IV
95.4%
B/E move
17.5%

30Δ

Calls
Pseudo strike
21.88
IV
80.2%
B/E move
18.9%
Puts
Pseudo strike
17.23
IV
92.6%
B/E move
14.8%

35Δ

Calls
Pseudo strike
21.28
IV
81.7%
B/E move
16.7%
Puts
Pseudo strike
17.84
IV
93.7%
B/E move
13.1%

40Δ

Calls
Pseudo strike
20.70
IV
83.0%
B/E move
14.7%
Puts
Pseudo strike
18.43
IV
89.8%
B/E move
11.1%

45Δ

Calls
Pseudo strike
20.13
IV
84.2%
B/E move
12.8%
Puts
Pseudo strike
19.01
IV
84.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
19.59
IV
88.7%
B/E move
11.6%
Puts
Pseudo strike
19.67
IV
90.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
19.06
IV
94.2%
B/E move
10.5%
Puts
Pseudo strike
20.26
IV
91.3%
B/E move
7.1%

60Δ

Calls
Pseudo strike
18.45
IV
95.8%
B/E move
9.0%
Puts
Pseudo strike
20.80
IV
87.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.82
IV
96.8%
B/E move
7.5%
Puts
Pseudo strike
21.53
IV
88.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
17.17
IV
97.7%
B/E move
6.1%
Puts
Pseudo strike
22.37
IV
90.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
16.45
IV
99.5%
B/E move
4.9%
Puts
Pseudo strike
24.66
IV
113.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
15.77
IV
98.3%
B/E move
3.7%
Puts
Pseudo strike
26.83
IV
123.6%
B/E move
2.8%

Options history

No recorded observations