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Perma-Pipe International Holdings, Inc. Common Stock PPIH

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Market datapartial · fetched 2026-10-22T18:28:48.439Z

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 · 2026-10-22T18:18:16.929068924Z

FundamentalsAlpha Vantage · unavailable

Share price$28.63
1D-1.3%
$28.19$28.44$28.69$28.94$29.195:30 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$0.43$2.74$5.04$7.35$9.66$22.96$25.87$28.78$31.70$34.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPIH spot · $28.63PPIH PRICE$0.68$0.97$1.26$1.56$1.85$2.14$2.43$2.72$3.01$3.30$3.59$3.88$4.17$0.91$1.58$2.26$2.93$3.60$4.28$4.95$5.62$6.30$6.97$7.64$8.32$8.99
PutsExpensive1.18×
CallsExpensive1.15×
SkewBullish-3.96 pp
Implied moveBearish±$7.38
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0359.2%21.3%25.7054.2%13.4%
25Δ33.2959.4%19.7%26.6354.6%12.5%
30Δ32.5659.5%18.2%27.5654.9%11.6%
35Δ31.8259.7%16.6%28.4855.2%10.7%
40Δ31.0959.8%15.0%29.4155.5%9.9%
45Δ30.3560.0%13.5%30.3455.8%9.0%
50Δ29.6160.1%11.9%31.2656.2%8.1%
55Δ28.8860.3%10.4%32.1956.5%7.2%
60Δ28.1460.4%8.8%33.1256.8%6.3%
65Δ27.4160.6%7.3%34.0457.1%5.4%
70Δ26.6760.7%5.7%34.9757.4%4.5%
75Δ25.9360.9%4.2%35.9057.8%3.7%
80Δ25.2061.0%2.6%36.8258.1%2.8%

20Δ

Calls
Pseudo strike
34.03
IV
59.2%
B/E move
21.3%
Puts
Pseudo strike
25.70
IV
54.2%
B/E move
13.4%

25Δ

Calls
Pseudo strike
33.29
IV
59.4%
B/E move
19.7%
Puts
Pseudo strike
26.63
IV
54.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
32.56
IV
59.5%
B/E move
18.2%
Puts
Pseudo strike
27.56
IV
54.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
31.82
IV
59.7%
B/E move
16.6%
Puts
Pseudo strike
28.48
IV
55.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
31.09
IV
59.8%
B/E move
15.0%
Puts
Pseudo strike
29.41
IV
55.5%
B/E move
9.9%

45Δ

Calls
Pseudo strike
30.35
IV
60.0%
B/E move
13.5%
Puts
Pseudo strike
30.34
IV
55.8%
B/E move
9.0%

50Δ

Calls
Pseudo strike
29.61
IV
60.1%
B/E move
11.9%
Puts
Pseudo strike
31.26
IV
56.2%
B/E move
8.1%

55Δ

Calls
Pseudo strike
28.88
IV
60.3%
B/E move
10.4%
Puts
Pseudo strike
32.19
IV
56.5%
B/E move
7.2%

60Δ

Calls
Pseudo strike
28.14
IV
60.4%
B/E move
8.8%
Puts
Pseudo strike
33.12
IV
56.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
27.41
IV
60.6%
B/E move
7.3%
Puts
Pseudo strike
34.04
IV
57.1%
B/E move
5.4%

70Δ

Calls
Pseudo strike
26.67
IV
60.7%
B/E move
5.7%
Puts
Pseudo strike
34.97
IV
57.4%
B/E move
4.5%

75Δ

Calls
Pseudo strike
25.93
IV
60.9%
B/E move
4.2%
Puts
Pseudo strike
35.90
IV
57.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
25.20
IV
61.0%
B/E move
2.6%
Puts
Pseudo strike
36.82
IV
58.1%
B/E move
2.8%

Options history

No recorded observations