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Pennant Investment Corp PNNT

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Market datapartial · fetched 2026-10-23T16:43:22.124Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T16:42:13.570516255Z

FundamentalsAlpha Vantage · unavailable

Share price$2.82
1D-2.9%
$2.79$2.82$2.85$2.88$2.915:30 AM6:30 AM9:00 AM1:00 PMPNNT
Sold putSold call

Pennant Investment Corp options

Live interpolated PNNT call and put midpoint premiums by absolute delta.Pennant Investment Corp$0.12$0.22$0.33$0.44$0.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPNNT PRICE$0.13$0.17$0.21$0.25$0.28$0.32$0.36$0.40$0.44$0.48$0.52
Puts——
CallsExpensive2.10×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.4885.7%63.8%
25Δ4.2985.2%58.3%
30Δ4.0984.8%52.8%
35Δ3.9084.3%47.2%
40Δ3.7083.9%41.7%
45Δ3.5183.5%36.2%
50Δ3.3283.0%30.6%
55Δ3.1282.6%25.1%
60Δ2.9382.1%19.6%
65Δ2.7381.7%14.0%
70Δ2.5481.3%8.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
4.48
IV
85.7%
B/E move
63.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.29
IV
85.2%
B/E move
58.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.09
IV
84.8%
B/E move
52.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.90
IV
84.3%
B/E move
47.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.70
IV
83.9%
B/E move
41.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.51
IV
83.5%
B/E move
36.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.32
IV
83.0%
B/E move
30.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.12
IV
82.6%
B/E move
25.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.93
IV
82.1%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.73
IV
81.7%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.54
IV
81.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations