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Photronics, Inc. Common Stock PLAB

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-12T00:50:44.976Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:32:14.534714005Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T00:50:44.286327+00:00

Share price$28.29
1D-2.4%
AH$28.50$28.80$29.10$29.41$29.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLAB
Sold putSold callAH

Photronics, Inc. Common Stock options

Live interpolated PLAB call and put midpoint premiums by absolute delta.Photronics, Inc. Common Stock$0.51$2.22$3.93$5.65$7.36$20.27$24.57$28.87$33.16$37.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAB spot · $28.29PLAB PRICE$0.69$0.93$1.22$1.52$1.81$2.10$2.59$3.15$3.70$4.26$4.82$5.72$6.87$0.78$1.03$1.34$1.66$1.98$2.30$2.62$2.94$3.39$3.98$4.57$5.16$5.75
PutsCheap0.87×
CallsExpensive1.11×
SkewBullish-22.23 pp
Implied moveBalanced±$5.21
TiltBullish2.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.0875.8%30.0%24.1767.5%17.3%
25Δ34.5275.9%25.3%25.1267.5%14.8%
30Δ33.4676.5%22.6%25.8766.4%13.3%
35Δ32.4077.2%19.9%26.6265.2%11.8%
40Δ31.3477.9%17.2%27.3764.1%10.3%
45Δ30.2878.6%14.4%28.1262.9%8.7%
50Δ29.2880.5%12.7%28.8761.8%7.2%
55Δ28.3182.9%11.2%29.6260.6%5.7%
60Δ27.3485.3%9.7%30.3959.3%4.6%
65Δ26.3787.7%8.3%31.1957.8%3.8%
70Δ25.4090.1%6.8%31.9956.2%3.1%
75Δ24.1695.3%5.6%32.7954.7%2.4%
80Δ22.73102.7%4.6%33.5953.2%1.6%

20Δ

Calls
Pseudo strike
36.08
IV
75.8%
B/E move
30.0%
Puts
Pseudo strike
24.17
IV
67.5%
B/E move
17.3%

25Δ

Calls
Pseudo strike
34.52
IV
75.9%
B/E move
25.3%
Puts
Pseudo strike
25.12
IV
67.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
33.46
IV
76.5%
B/E move
22.6%
Puts
Pseudo strike
25.87
IV
66.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
32.40
IV
77.2%
B/E move
19.9%
Puts
Pseudo strike
26.62
IV
65.2%
B/E move
11.8%

40Δ

Calls
Pseudo strike
31.34
IV
77.9%
B/E move
17.2%
Puts
Pseudo strike
27.37
IV
64.1%
B/E move
10.3%

45Δ

Calls
Pseudo strike
30.28
IV
78.6%
B/E move
14.4%
Puts
Pseudo strike
28.12
IV
62.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
29.28
IV
80.5%
B/E move
12.7%
Puts
Pseudo strike
28.87
IV
61.8%
B/E move
7.2%

55Δ

Calls
Pseudo strike
28.31
IV
82.9%
B/E move
11.2%
Puts
Pseudo strike
29.62
IV
60.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
27.34
IV
85.3%
B/E move
9.7%
Puts
Pseudo strike
30.39
IV
59.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
26.37
IV
87.7%
B/E move
8.3%
Puts
Pseudo strike
31.19
IV
57.8%
B/E move
3.8%

70Δ

Calls
Pseudo strike
25.40
IV
90.1%
B/E move
6.8%
Puts
Pseudo strike
31.99
IV
56.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
24.16
IV
95.3%
B/E move
5.6%
Puts
Pseudo strike
32.79
IV
54.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
22.73
IV
102.7%
B/E move
4.6%
Puts
Pseudo strike
33.59
IV
53.2%
B/E move
1.6%

Options history

IV · four-Friday blend58.31%
Daily EOD
PLAB56.5%57.6%58.8%2026-10-19: 56.63%2026-10-20: 56.63%2026-10-21: 57.85%2026-10-27: 58.43%2026-10-28: 58.65%2026-10-29: 58.31%Oct 19Oct 21Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
56.63%
56.63%
57.85%
58.43%
58.65%
58.31%