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Photronics, Inc. Common Stock PLAB

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Market datapartial · fetched 2026-10-22T23:05:31.761Z

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 · 2026-10-22T20:27:39.763389945Z

FundamentalsAlpha Vantage · unavailable

Share price$28.00
1D-0.3%
AH$27.32$27.54$27.76$27.98$28.205:30 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$0.31$1.73$3.14$4.55$5.96$22.10$24.96$27.82$30.68$33.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLAB spot · $28.00PLAB PRICE$0.47$0.57$0.68$0.84$1.08$1.33$1.57$1.82$2.06$2.31$2.55$2.80$3.04$0.50$0.75$1.00$1.24$1.49$1.74$1.98$2.23$2.48$2.73$3.62$4.59$5.56
PutsCheap0.84×
CallsCheap0.84×
SkewBearish+3.88 pp
Implied moveBearish±$3.56
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1564.4%27.2%25.1649.9%11.9%
25Δ33.1957.6%20.6%25.7049.9%10.9%
30Δ31.2450.9%14.0%26.2349.9%9.9%
35Δ29.8346.4%9.5%26.7649.9%8.9%
40Δ29.3545.9%8.7%27.2949.9%7.9%
45Δ28.8745.3%7.9%27.8249.9%6.8%
50Δ28.4044.8%7.0%28.3549.9%5.8%
55Δ27.9244.2%6.2%28.8849.9%4.8%
60Δ27.4543.7%5.4%29.4249.9%3.8%
65Δ26.9743.1%4.6%29.9549.9%2.8%
70Δ26.5042.6%3.8%30.9952.1%2.3%
75Δ26.0242.0%2.9%32.0954.6%1.8%
80Δ25.5541.5%2.1%33.1957.1%1.3%

20Δ

Calls
Pseudo strike
35.15
IV
64.4%
B/E move
27.2%
Puts
Pseudo strike
25.16
IV
49.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
33.19
IV
57.6%
B/E move
20.6%
Puts
Pseudo strike
25.70
IV
49.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
31.24
IV
50.9%
B/E move
14.0%
Puts
Pseudo strike
26.23
IV
49.9%
B/E move
9.9%

35Δ

Calls
Pseudo strike
29.83
IV
46.4%
B/E move
9.5%
Puts
Pseudo strike
26.76
IV
49.9%
B/E move
8.9%

40Δ

Calls
Pseudo strike
29.35
IV
45.9%
B/E move
8.7%
Puts
Pseudo strike
27.29
IV
49.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
28.87
IV
45.3%
B/E move
7.9%
Puts
Pseudo strike
27.82
IV
49.9%
B/E move
6.8%

50Δ

Calls
Pseudo strike
28.40
IV
44.8%
B/E move
7.0%
Puts
Pseudo strike
28.35
IV
49.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
27.92
IV
44.2%
B/E move
6.2%
Puts
Pseudo strike
28.88
IV
49.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
27.45
IV
43.7%
B/E move
5.4%
Puts
Pseudo strike
29.42
IV
49.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.97
IV
43.1%
B/E move
4.6%
Puts
Pseudo strike
29.95
IV
49.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.50
IV
42.6%
B/E move
3.8%
Puts
Pseudo strike
30.99
IV
52.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
26.02
IV
42.0%
B/E move
2.9%
Puts
Pseudo strike
32.09
IV
54.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.55
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
33.19
IV
57.1%
B/E move
1.3%

Options history

No recorded observations