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Pagaya Technologies Ltd. PGY

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-23T00:02:48.111Z

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 · 2026-10-22T23:59:06.118148963Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:02:44.950352+00:00

Share price$19.10
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. options

Live interpolated PGY call and put midpoint premiums by absolute delta.Pagaya Technologies Ltd.$0.35$2.28$4.21$6.14$8.08$13.02$16.08$19.14$22.20$25.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGY spot · $19.10PGY PRICE$0.85$0.56$0.71$0.90$1.12$1.38$1.63$1.85$2.22$2.63$3.08$3.34$3.52$0.62$0.84$1.09$1.39$1.54$1.74$2.17$2.59$3.00$3.67$5.07$4.97$7.52
PutsExpensive1.31×
CallsExpensive1.28×
SkewBullish-1.36 pp
Implied moveBearish±$3.80
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.98176.3%77.1%15.9690.8%19.7%
25Δ22.7176.7%21.8%16.6590.5%17.2%
30Δ21.9876.9%18.8%17.3091.6%15.1%
35Δ21.4279.4%16.9%17.9293.6%13.4%
40Δ20.8682.2%15.1%18.5287.1%11.1%
45Δ20.3386.2%13.7%19.1281.7%9.0%
50Δ19.7787.9%12.0%19.7485.3%8.0%
55Δ19.1485.8%9.9%20.3786.8%6.9%
60Δ18.5389.1%8.6%21.0086.8%5.8%
65Δ17.9193.9%7.6%21.8490.1%4.9%
70Δ17.2396.5%6.3%23.34102.8%4.4%
75Δ16.6991.4%4.9%23.5189.5%2.9%
80Δ16.2182.5%3.3%26.13110.2%2.6%

20Δ

Calls
Pseudo strike
32.98
IV
176.3%
B/E move
77.1%
Puts
Pseudo strike
15.96
IV
90.8%
B/E move
19.7%

25Δ

Calls
Pseudo strike
22.71
IV
76.7%
B/E move
21.8%
Puts
Pseudo strike
16.65
IV
90.5%
B/E move
17.2%

30Δ

Calls
Pseudo strike
21.98
IV
76.9%
B/E move
18.8%
Puts
Pseudo strike
17.30
IV
91.6%
B/E move
15.1%

35Δ

Calls
Pseudo strike
21.42
IV
79.4%
B/E move
16.9%
Puts
Pseudo strike
17.92
IV
93.6%
B/E move
13.4%

40Δ

Calls
Pseudo strike
20.86
IV
82.2%
B/E move
15.1%
Puts
Pseudo strike
18.52
IV
87.1%
B/E move
11.1%

45Δ

Calls
Pseudo strike
20.33
IV
86.2%
B/E move
13.7%
Puts
Pseudo strike
19.12
IV
81.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
19.77
IV
87.9%
B/E move
12.0%
Puts
Pseudo strike
19.74
IV
85.3%
B/E move
8.0%

55Δ

Calls
Pseudo strike
19.14
IV
85.8%
B/E move
9.9%
Puts
Pseudo strike
20.37
IV
86.8%
B/E move
6.9%

60Δ

Calls
Pseudo strike
18.53
IV
89.1%
B/E move
8.6%
Puts
Pseudo strike
21.00
IV
86.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
17.91
IV
93.9%
B/E move
7.6%
Puts
Pseudo strike
21.84
IV
90.1%
B/E move
4.9%

70Δ

Calls
Pseudo strike
17.23
IV
96.5%
B/E move
6.3%
Puts
Pseudo strike
23.34
IV
102.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
16.69
IV
91.4%
B/E move
4.9%
Puts
Pseudo strike
23.51
IV
89.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
16.21
IV
82.5%
B/E move
3.3%
Puts
Pseudo strike
26.13
IV
110.2%
B/E move
2.6%

Options history

No recorded observations