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PRA Group, Inc. Common Stock PRAA

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-12T15:12:18.471Z

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 · 2026-11-12T15:12:03.233463618Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:12:18.021067+00:00

Share price$12.34
1D-3.3%
$12.29$12.41$12.54$12.66$12.785:30 AM6:30 AM9:00 AM1:00 PMPRAA
Sold putSold call

PRA Group, Inc. Common Stock options

Live interpolated PRAA call and put midpoint premiums by absolute delta.PRA Group, Inc. Common Stock$0.32$0.92$1.52$2.13$2.73$7.01$11.04$15.06$19.09$23.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRAA spot · $12.34PRAA PRICE$0.39$0.45$0.52$0.59$0.66$0.72$1.02$1.33$1.64$1.94$2.25$2.56$0.38$0.40$0.43$0.45$0.47$0.49$0.51$0.62$0.98$1.34$1.70$2.06$2.42
PutsCheap0.52×
Calls——
Skew——
Implied moveBullish±$1.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.14174.0%20.9%
25Δ14.93156.8%24.1%10.49157.1%18.3%
30Δ14.44147.0%20.8%10.84140.1%15.6%
35Δ13.96137.2%17.4%11.19123.1%12.9%
40Δ13.48127.4%14.1%11.54106.1%10.2%
45Δ13.00117.6%10.7%11.8989.2%7.6%
50Δ12.52107.9%7.3%12.2472.2%4.9%
55Δ12.13117.8%6.6%12.6162.2%2.8%
60Δ11.74128.5%5.9%13.0071.0%2.6%
65Δ11.35139.3%5.3%13.4079.8%2.3%
70Δ10.96150.0%4.6%13.7988.6%2.0%
75Δ10.57160.7%3.9%14.1897.4%1.7%
80Δ10.18171.4%3.3%14.58106.2%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.14
IV
174.0%
B/E move
20.9%

25Δ

Calls
Pseudo strike
14.93
IV
156.8%
B/E move
24.1%
Puts
Pseudo strike
10.49
IV
157.1%
B/E move
18.3%

30Δ

Calls
Pseudo strike
14.44
IV
147.0%
B/E move
20.8%
Puts
Pseudo strike
10.84
IV
140.1%
B/E move
15.6%

35Δ

Calls
Pseudo strike
13.96
IV
137.2%
B/E move
17.4%
Puts
Pseudo strike
11.19
IV
123.1%
B/E move
12.9%

40Δ

Calls
Pseudo strike
13.48
IV
127.4%
B/E move
14.1%
Puts
Pseudo strike
11.54
IV
106.1%
B/E move
10.2%

45Δ

Calls
Pseudo strike
13.00
IV
117.6%
B/E move
10.7%
Puts
Pseudo strike
11.89
IV
89.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
12.52
IV
107.9%
B/E move
7.3%
Puts
Pseudo strike
12.24
IV
72.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
12.13
IV
117.8%
B/E move
6.6%
Puts
Pseudo strike
12.61
IV
62.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
11.74
IV
128.5%
B/E move
5.9%
Puts
Pseudo strike
13.00
IV
71.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
11.35
IV
139.3%
B/E move
5.3%
Puts
Pseudo strike
13.40
IV
79.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
10.96
IV
150.0%
B/E move
4.6%
Puts
Pseudo strike
13.79
IV
88.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
10.57
IV
160.7%
B/E move
3.9%
Puts
Pseudo strike
14.18
IV
97.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.18
IV
171.4%
B/E move
3.3%
Puts
Pseudo strike
14.58
IV
106.2%
B/E move
1.4%

Options history

IV · four-Friday blend63.30%
Daily EOD
PRAA57.3%62.5%67.7%2026-10-19: 57.98%2026-10-20: 61.68%2026-10-21: 61.03%2026-10-22: 62.60%2026-10-23: 60.32%2026-10-26: 66.98%2026-10-27: 62.00%2026-10-28: 65.72%2026-10-29: 63.75%2026-10-30: 63.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.98%
61.68%
61.03%
62.60%
60.32%
66.98%
62.00%
65.72%
63.75%
63.30%