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Perma-Pipe International Holdings, Inc. Common Stock PPIH

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Market datapartial · fetched 2026-10-23T15:08:51.634Z

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 · 2026-10-23T14:57:35.771520531Z

FundamentalsAlpha Vantage · unavailable

Share price$28.27
1D+0.2%
$27.97$28.09$28.21$28.33$28.455:30 AM6:30 AM9:00 AM1:00 PMPPIH
Sold putSold call

Perma-Pipe International Holdings, Inc. Common Stock options

Live interpolated PPIH call and put midpoint premiums by absolute delta.Perma-Pipe International Holdings, Inc. Common Stock$0.57$1.44$2.30$3.17$4.04$22.84$25.52$28.20$30.88$33.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPIH spot · $28.27PPIH PRICE$1.14$1.47$1.80$2.13$2.46$2.79$3.12$3.45$3.79$0.66$0.85$1.03$1.21$1.39$1.58$1.76$1.94$2.13$2.31
PutsExpensive1.17×
CallsExpensive1.05×
SkewBearish+1.72 pp
Implied moveBalanced±$3.56
TiltBullish19.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.7568.3%18.3%
25Δ24.4365.6%16.6%
30Δ25.1162.8%14.8%
35Δ25.7960.0%13.1%
40Δ29.6851.5%9.0%26.4657.3%11.3%
45Δ29.1152.2%8.2%27.1454.5%9.6%
50Δ28.5452.8%7.3%27.8251.8%7.8%
55Δ27.9653.5%6.5%28.5049.0%6.1%
60Δ27.3954.2%5.6%29.1746.3%4.3%
65Δ26.8254.9%4.8%29.8543.5%2.6%
70Δ26.2555.5%3.9%
75Δ25.6856.2%3.1%
80Δ25.1156.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.75
IV
68.3%
B/E move
18.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.43
IV
65.6%
B/E move
16.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.11
IV
62.8%
B/E move
14.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.79
IV
60.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
29.68
IV
51.5%
B/E move
9.0%
Puts
Pseudo strike
26.46
IV
57.3%
B/E move
11.3%

45Δ

Calls
Pseudo strike
29.11
IV
52.2%
B/E move
8.2%
Puts
Pseudo strike
27.14
IV
54.5%
B/E move
9.6%

50Δ

Calls
Pseudo strike
28.54
IV
52.8%
B/E move
7.3%
Puts
Pseudo strike
27.82
IV
51.8%
B/E move
7.8%

55Δ

Calls
Pseudo strike
27.96
IV
53.5%
B/E move
6.5%
Puts
Pseudo strike
28.50
IV
49.0%
B/E move
6.1%

60Δ

Calls
Pseudo strike
27.39
IV
54.2%
B/E move
5.6%
Puts
Pseudo strike
29.17
IV
46.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
26.82
IV
54.9%
B/E move
4.8%
Puts
Pseudo strike
29.85
IV
43.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.25
IV
55.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.68
IV
56.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.11
IV
56.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations