IntraAlpha
Create free account Start free

Perma-Pipe International Holdings, Inc. Common Stock PPIH

i

Market datapartial · fetched 2026-10-22T21:54:23.936Z

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 · 2026-10-22T20:00:00.492841996Z

FundamentalsAlpha Vantage · unavailable

Share price$28.50
1D-1.7%
AH$28.19$28.44$28.69$28.94$29.195:30 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$0.35$1.69$3.04$4.38$5.73$23.37$26.10$28.84$31.57$34.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPIH spot · $28.50PPIH PRICE$0.49$0.64$0.79$0.94$1.10$1.52$1.95$2.37$2.80$3.22$3.65$4.08$4.79$0.56$0.77$0.98$1.19$1.40$1.61$1.82$2.03$2.24$2.84$3.67$4.51$5.34
PutsExpensive1.08×
CallsExpensive1.13×
SkewBullish-8.43 pp
Implied moveBullish±$3.77
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6456.5%19.8%25.2954.9%13.2%
25Δ32.7255.2%17.0%25.8553.9%12.0%
30Δ31.8053.9%14.3%26.4152.9%10.8%
35Δ30.8752.6%11.6%26.9751.8%9.5%
40Δ29.9751.5%9.0%27.5350.8%8.3%
45Δ29.3253.9%8.2%28.1049.8%7.1%
50Δ28.6756.3%7.4%28.6648.7%5.8%
55Δ28.0258.7%6.6%29.2247.7%4.6%
60Δ27.3761.1%5.8%29.7846.7%3.4%
65Δ26.7263.5%5.1%30.5947.6%2.6%
70Δ26.0765.9%4.3%31.5649.8%2.2%
75Δ25.4268.3%3.5%32.5251.9%1.7%
80Δ24.5072.6%2.8%33.4954.1%1.2%

20Δ

Calls
Pseudo strike
33.64
IV
56.5%
B/E move
19.8%
Puts
Pseudo strike
25.29
IV
54.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
32.72
IV
55.2%
B/E move
17.0%
Puts
Pseudo strike
25.85
IV
53.9%
B/E move
12.0%

30Δ

Calls
Pseudo strike
31.80
IV
53.9%
B/E move
14.3%
Puts
Pseudo strike
26.41
IV
52.9%
B/E move
10.8%

35Δ

Calls
Pseudo strike
30.87
IV
52.6%
B/E move
11.6%
Puts
Pseudo strike
26.97
IV
51.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
29.97
IV
51.5%
B/E move
9.0%
Puts
Pseudo strike
27.53
IV
50.8%
B/E move
8.3%

45Δ

Calls
Pseudo strike
29.32
IV
53.9%
B/E move
8.2%
Puts
Pseudo strike
28.10
IV
49.8%
B/E move
7.1%

50Δ

Calls
Pseudo strike
28.67
IV
56.3%
B/E move
7.4%
Puts
Pseudo strike
28.66
IV
48.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
28.02
IV
58.7%
B/E move
6.6%
Puts
Pseudo strike
29.22
IV
47.7%
B/E move
4.6%

60Δ

Calls
Pseudo strike
27.37
IV
61.1%
B/E move
5.8%
Puts
Pseudo strike
29.78
IV
46.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
26.72
IV
63.5%
B/E move
5.1%
Puts
Pseudo strike
30.59
IV
47.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.07
IV
65.9%
B/E move
4.3%
Puts
Pseudo strike
31.56
IV
49.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.42
IV
68.3%
B/E move
3.5%
Puts
Pseudo strike
32.52
IV
51.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.50
IV
72.6%
B/E move
2.8%
Puts
Pseudo strike
33.49
IV
54.1%
B/E move
1.2%

Options history

No recorded observations