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Playtika Holding Corp. Common Stock PLTK

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
i

Market dataready · fetched 2026-11-13T17:12:17.085Z

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: 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 · 2026-11-13T17:10:10.463504436Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T17:12:15.002369+00:00

Share price$2.51
1D+1.0%
$2.43$2.47$2.51$2.55$2.595:30 AM6:30 AM9:00 AM1:00 PMPLTK
Sold putSold call

Playtika Holding Corp. Common Stock options

Live interpolated PLTK call and put midpoint premiums by absolute delta.Playtika Holding Corp. Common Stock$0.17$0.27$0.37$0.47$0.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPLTK PRICE$0.18$0.27$0.36$0.45$0.54$0.30
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.75536.5%42.4%
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ2.49124.8%6.5%
60Δ2.39148.4%6.1%
65Δ2.29171.9%5.8%
70Δ2.20195.5%5.4%
75Δ2.10219.1%5.0%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
536.5%
B/E move
42.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.49
IV
124.8%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.39
IV
148.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.29
IV
171.9%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.20
IV
195.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.10
IV
219.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend90.51%
Daily EOD
PLTK87.2%111.0%134.9%2026-10-21: 114.82%2026-10-23: 131.58%2026-10-26: 110.32%2026-10-27: 98.39%2026-10-28: 96.29%2026-10-30: 90.51%Oct 21Oct 26Oct 30
6 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
114.82%
131.58%
110.32%
98.39%
96.29%
90.51%