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Progress Software Corporation Common Stock (DE) PRGS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T00:45:06.775Z

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 · 2026-11-12T00:30:11.417755623Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:44:44.146193+00:00

Share price$43.80
1D+1.1%
AH$43.54$43.78$44.03$44.27$44.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRGS
Sold putSold callAH

Progress Software Corporation Common Stock (DE) options

Live interpolated PRGS call and put midpoint premiums by absolute delta.Progress Software Corporation Common Stock (DE)$0.34$1.48$2.63$3.78$4.93$38.63$41.48$44.32$47.17$50.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGS spot · $43.80PRGS PRICE$0.46$0.71$1.02$1.33$1.64$1.94$2.12$2.28$2.43$2.72$3.34$3.97$4.60$0.56$0.78$1.00$1.22$1.39$1.54$1.68$1.83$1.97$2.33$2.79$3.26$3.73
PutsExpensive1.40×
CallsExpensive1.59×
SkewBullish-15.30 pp
Implied moveBullish±$3.80
TiltBullish8.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.9963.5%10.6%40.3367.3%9.2%
25Δ47.1164.9%9.2%40.9768.4%8.2%
30Δ46.5971.1%8.7%41.6269.5%7.3%
35Δ46.0877.4%8.2%42.2770.5%6.3%
40Δ45.5783.6%7.8%42.8268.1%5.4%
45Δ45.0589.8%7.3%43.3263.8%4.6%
50Δ44.3884.5%6.2%43.8359.4%3.8%
55Δ43.6978.0%4.9%44.3355.1%3.0%
60Δ43.0071.5%3.7%44.8350.8%2.2%
65Δ42.2867.6%2.7%45.3949.7%1.7%
70Δ41.4871.1%2.3%45.9950.3%1.4%
75Δ40.6874.5%1.9%46.5851.0%1.1%
80Δ39.8876.8%1.5%47.1851.6%0.8%

20Δ

Calls
Pseudo strike
47.99
IV
63.5%
B/E move
10.6%
Puts
Pseudo strike
40.33
IV
67.3%
B/E move
9.2%

25Δ

Calls
Pseudo strike
47.11
IV
64.9%
B/E move
9.2%
Puts
Pseudo strike
40.97
IV
68.4%
B/E move
8.2%

30Δ

Calls
Pseudo strike
46.59
IV
71.1%
B/E move
8.7%
Puts
Pseudo strike
41.62
IV
69.5%
B/E move
7.3%

35Δ

Calls
Pseudo strike
46.08
IV
77.4%
B/E move
8.2%
Puts
Pseudo strike
42.27
IV
70.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
45.57
IV
83.6%
B/E move
7.8%
Puts
Pseudo strike
42.82
IV
68.1%
B/E move
5.4%

45Δ

Calls
Pseudo strike
45.05
IV
89.8%
B/E move
7.3%
Puts
Pseudo strike
43.32
IV
63.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
44.38
IV
84.5%
B/E move
6.2%
Puts
Pseudo strike
43.83
IV
59.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
43.69
IV
78.0%
B/E move
4.9%
Puts
Pseudo strike
44.33
IV
55.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
43.00
IV
71.5%
B/E move
3.7%
Puts
Pseudo strike
44.83
IV
50.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
42.28
IV
67.6%
B/E move
2.7%
Puts
Pseudo strike
45.39
IV
49.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
41.48
IV
71.1%
B/E move
2.3%
Puts
Pseudo strike
45.99
IV
50.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
40.68
IV
74.5%
B/E move
1.9%
Puts
Pseudo strike
46.58
IV
51.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
39.88
IV
76.8%
B/E move
1.5%
Puts
Pseudo strike
47.18
IV
51.6%
B/E move
0.8%

Options history

IV · four-Friday blend52.79%
Daily EOD
PRGS48.6%50.9%53.1%2026-10-19: 51.88%2026-10-20: 49.43%2026-10-21: 51.27%2026-10-22: 50.07%2026-10-23: 50.21%2026-10-26: 48.91%2026-10-27: 51.42%2026-10-28: 52.82%2026-10-29: 52.44%2026-10-30: 52.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.88%
49.43%
51.27%
50.07%
50.21%
48.91%
51.42%
52.82%
52.44%
52.79%