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Perma-Pipe International Holdings, Inc. Common Stock PPIH

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-13T02:14:40.395Z

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 · 2026-11-12T21:00:00.104928235Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T02:14:38.862199+00:00

Share price$28.77
1D+1.1%
AH$28.39$28.61$28.83$29.04$29.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPIH
Sold putSold callAH

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$0.28$1.25$2.21$3.17$4.14$25.89$27.67$29.45$31.22$33.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PPIH spot · $28.77PPIH PRICE$0.39$0.49$0.60$0.70$0.95$1.32$1.68$2.04$2.41$2.77$3.13$3.50$3.86$0.43$0.55$0.67$0.80$0.92$1.04$1.16$1.28$1.40$1.53
Puts——
CallsExpensive1.33×
Skew——
Implied moveBullish±$2.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.9282.7%15.8%25.6684.7%12.3%
25Δ32.0779.8%13.2%26.1081.3%11.2%
30Δ31.2276.9%10.6%26.5478.0%10.1%
35Δ30.3774.0%8.0%26.9874.6%9.0%
40Δ29.7074.5%6.6%27.4371.3%7.9%
45Δ29.1777.7%6.0%27.8767.9%6.7%
50Δ28.6480.8%5.4%28.3164.5%5.6%
55Δ28.1183.9%4.8%28.7661.2%4.5%
60Δ27.5887.1%4.2%29.2057.8%3.4%
65Δ27.0590.2%3.7%29.6454.5%2.3%
70Δ26.5293.3%3.1%
75Δ25.9996.5%2.5%
80Δ25.4699.6%1.9%

20Δ

Calls
Pseudo strike
32.92
IV
82.7%
B/E move
15.8%
Puts
Pseudo strike
25.66
IV
84.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
32.07
IV
79.8%
B/E move
13.2%
Puts
Pseudo strike
26.10
IV
81.3%
B/E move
11.2%

30Δ

Calls
Pseudo strike
31.22
IV
76.9%
B/E move
10.6%
Puts
Pseudo strike
26.54
IV
78.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
30.37
IV
74.0%
B/E move
8.0%
Puts
Pseudo strike
26.98
IV
74.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
29.70
IV
74.5%
B/E move
6.6%
Puts
Pseudo strike
27.43
IV
71.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
29.17
IV
77.7%
B/E move
6.0%
Puts
Pseudo strike
27.87
IV
67.9%
B/E move
6.7%

50Δ

Calls
Pseudo strike
28.64
IV
80.8%
B/E move
5.4%
Puts
Pseudo strike
28.31
IV
64.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
28.11
IV
83.9%
B/E move
4.8%
Puts
Pseudo strike
28.76
IV
61.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
27.58
IV
87.1%
B/E move
4.2%
Puts
Pseudo strike
29.20
IV
57.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
27.05
IV
90.2%
B/E move
3.7%
Puts
Pseudo strike
29.64
IV
54.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
26.52
IV
93.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.99
IV
96.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.46
IV
99.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.59%
Daily EOD
PPIH51.4%53.7%55.9%2026-10-19: 52.27%2026-10-20: 51.71%2026-10-21: 52.53%2026-10-22: 54.82%2026-10-23: 54.85%2026-10-26: 53.34%2026-10-27: 52.97%2026-10-28: 53.21%2026-10-29: 52.54%2026-10-30: 55.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.27%
51.71%
52.53%
54.82%
54.85%
53.34%
52.97%
53.21%
52.54%
55.59%