IntraAlpha
Create free account Start free

Pagaya Technologies Ltd. Class A Ordinary Shares PGY

i

Market datapartial · fetched 2026-10-22T20:47:53.624Z

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 · 2026-10-22T20:29:14.554780567Z

FundamentalsAlpha Vantage · unavailable

Share price$19.28
1D+3.9%
AH$18.49$18.71$18.94$19.17$19.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGY
Sold putSold callAH

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$0.31$2.48$4.66$6.83$9.01$12.86$15.98$19.11$22.23$25.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGY spot · $19.28PGY PRICE$0.85$0.55$0.69$0.88$1.07$1.33$1.59$1.79$2.09$2.49$2.91$3.38$4.01$0.64$0.87$1.15$1.44$1.58$1.89$2.34$2.78$3.35$4.37$4.51$6.03$8.38
PutsExpensive1.39×
CallsExpensive1.25×
SkewBearish+6.35 pp
Implied moveBearish±$3.93
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.04173.8%75.8%16.0692.8%20.1%
25Δ22.7774.1%20.9%16.7693.2%17.6%
30Δ22.0574.0%18.0%17.4294.9%15.6%
35Δ21.4975.9%16.0%18.0796.2%13.8%
40Δ20.9578.1%14.2%18.7088.3%11.2%
45Δ20.4381.7%12.9%19.3486.9%9.5%
50Δ19.9084.2%11.4%19.9991.1%8.5%
55Δ19.3181.7%9.4%20.6691.6%7.2%
60Δ18.7282.5%7.9%21.4493.9%6.2%
65Δ18.1386.8%6.9%22.60102.3%5.4%
70Δ17.4988.9%5.8%23.0193.9%4.0%
75Δ16.7990.6%4.6%24.66104.1%3.4%
80Δ15.9793.0%3.6%27.12118.9%2.8%

20Δ

Calls
Pseudo strike
33.04
IV
173.8%
B/E move
75.8%
Puts
Pseudo strike
16.06
IV
92.8%
B/E move
20.1%

25Δ

Calls
Pseudo strike
22.77
IV
74.1%
B/E move
20.9%
Puts
Pseudo strike
16.76
IV
93.2%
B/E move
17.6%

30Δ

Calls
Pseudo strike
22.05
IV
74.0%
B/E move
18.0%
Puts
Pseudo strike
17.42
IV
94.9%
B/E move
15.6%

35Δ

Calls
Pseudo strike
21.49
IV
75.9%
B/E move
16.0%
Puts
Pseudo strike
18.07
IV
96.2%
B/E move
13.8%

40Δ

Calls
Pseudo strike
20.95
IV
78.1%
B/E move
14.2%
Puts
Pseudo strike
18.70
IV
88.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
20.43
IV
81.7%
B/E move
12.9%
Puts
Pseudo strike
19.34
IV
86.9%
B/E move
9.5%

50Δ

Calls
Pseudo strike
19.90
IV
84.2%
B/E move
11.4%
Puts
Pseudo strike
19.99
IV
91.1%
B/E move
8.5%

55Δ

Calls
Pseudo strike
19.31
IV
81.7%
B/E move
9.4%
Puts
Pseudo strike
20.66
IV
91.6%
B/E move
7.2%

60Δ

Calls
Pseudo strike
18.72
IV
82.5%
B/E move
7.9%
Puts
Pseudo strike
21.44
IV
93.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
18.13
IV
86.8%
B/E move
6.9%
Puts
Pseudo strike
22.60
IV
102.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
17.49
IV
88.9%
B/E move
5.8%
Puts
Pseudo strike
23.01
IV
93.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
16.79
IV
90.6%
B/E move
4.6%
Puts
Pseudo strike
24.66
IV
104.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
15.97
IV
93.0%
B/E move
3.6%
Puts
Pseudo strike
27.12
IV
118.9%
B/E move
2.8%

Options history

No recorded observations