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PRA Group, Inc. Common Stock PRAA

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Market datapartial · fetched 2026-10-23T03:14:45.541Z

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 · 2026-10-22T21:14:31.891416056Z

FundamentalsAlpha Vantage · unavailable

Share price$19.57
1D-2.9%
AH$19.76$20.08$20.39$20.71$21.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRAA
Sold putSold callAH

PRA Group, Inc. Common Stock options

Live interpolated PRAA call and put midpoint premiums by absolute delta.PRA Group, Inc. Common Stock$0.62$1.85$3.08$4.30$5.53$14.06$17.37$20.67$23.98$27.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRAA spot · $19.57PRAA PRICE$0.76$1.23$1.70$1.05$1.27$1.49$1.71$2.05$2.48$2.90$3.33$4.23$5.18$0.85$0.79$0.87$1.00$1.13$1.25$1.38
PutsExpensive1.74×
CallsExpensive2.36×
SkewBullish-40.21 pp
Implied moveBullish±$3.09
TiltBullish60.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.65133.3%50.3%15.55121.3%24.9%
25Δ30.58175.0%62.5%17.0987.6%16.7%
30Δ32.46216.1%74.5%17.8675.3%13.2%
35Δ22.4993.4%20.3%18.3670.7%11.3%
40Δ21.7692.2%17.7%18.8566.1%9.4%
45Δ21.0391.0%15.1%19.3561.6%7.6%
50Δ20.3089.8%12.5%19.8457.0%5.7%
55Δ19.6091.6%10.6%
60Δ18.9395.5%9.4%
65Δ18.2599.4%8.1%
70Δ17.57103.3%6.8%
75Δ16.50115.5%5.9%
80Δ15.38128.7%5.0%

20Δ

Calls
Pseudo strike
28.65
IV
133.3%
B/E move
50.3%
Puts
Pseudo strike
15.55
IV
121.3%
B/E move
24.9%

25Δ

Calls
Pseudo strike
30.58
IV
175.0%
B/E move
62.5%
Puts
Pseudo strike
17.09
IV
87.6%
B/E move
16.7%

30Δ

Calls
Pseudo strike
32.46
IV
216.1%
B/E move
74.5%
Puts
Pseudo strike
17.86
IV
75.3%
B/E move
13.2%

35Δ

Calls
Pseudo strike
22.49
IV
93.4%
B/E move
20.3%
Puts
Pseudo strike
18.36
IV
70.7%
B/E move
11.3%

40Δ

Calls
Pseudo strike
21.76
IV
92.2%
B/E move
17.7%
Puts
Pseudo strike
18.85
IV
66.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
21.03
IV
91.0%
B/E move
15.1%
Puts
Pseudo strike
19.35
IV
61.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
20.30
IV
89.8%
B/E move
12.5%
Puts
Pseudo strike
19.84
IV
57.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
19.60
IV
91.6%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.93
IV
95.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.25
IV
99.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.57
IV
103.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.50
IV
115.5%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.38
IV
128.7%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations