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PRA Group Inc PRAA

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-23T04:07:27.441Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:27.020378+00:00

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 options

Live interpolated PRAA call and put midpoint premiums by absolute delta.PRA Group Inc$0.62$1.85$3.08$4.31$5.53$14.03$17.36$20.69$24.02$27.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRAA spot · $19.57PRAA PRICE$0.76$1.23$1.70$1.05$1.27$1.49$1.71$2.05$2.48$2.91$3.33$4.23$5.18$0.85$0.79$0.87$1.00$1.13$1.25$1.38
PutsExpensive1.74×
CallsExpensive2.38×
SkewBullish-40.96 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
20Δ28.65133.4%50.3%15.55121.4%24.9%
25Δ30.58175.2%62.5%17.0987.6%16.7%
30Δ32.46216.2%74.5%17.8675.4%13.2%
35Δ22.4993.5%20.3%18.3671.1%11.3%
40Δ21.7692.7%17.7%18.8566.7%9.4%
45Δ21.0392.0%15.1%19.3462.3%7.6%
50Δ20.3091.2%12.5%19.8457.9%5.7%
55Δ19.6093.3%10.6%
60Δ18.9297.2%9.4%
65Δ18.25101.2%8.1%
70Δ17.57105.2%6.8%
75Δ16.49117.7%5.9%
80Δ15.38131.1%5.0%

20Δ

Calls
Pseudo strike
28.65
IV
133.4%
B/E move
50.3%
Puts
Pseudo strike
15.55
IV
121.4%
B/E move
24.9%

25Δ

Calls
Pseudo strike
30.58
IV
175.2%
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
216.2%
B/E move
74.5%
Puts
Pseudo strike
17.86
IV
75.4%
B/E move
13.2%

35Δ

Calls
Pseudo strike
22.49
IV
93.5%
B/E move
20.3%
Puts
Pseudo strike
18.36
IV
71.1%
B/E move
11.3%

40Δ

Calls
Pseudo strike
21.76
IV
92.7%
B/E move
17.7%
Puts
Pseudo strike
18.85
IV
66.7%
B/E move
9.4%

45Δ

Calls
Pseudo strike
21.03
IV
92.0%
B/E move
15.1%
Puts
Pseudo strike
19.34
IV
62.3%
B/E move
7.6%

50Δ

Calls
Pseudo strike
20.30
IV
91.2%
B/E move
12.5%
Puts
Pseudo strike
19.84
IV
57.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
19.60
IV
93.3%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.92
IV
97.2%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.25
IV
101.2%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.57
IV
105.2%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.49
IV
117.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.38
IV
131.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations