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Progress Software Corporation Common Stock (DE) PRGS

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Market datapartial · fetched 2026-10-22T22:54:06.834Z

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 · 2026-10-22T20:00:01.322402453Z

FundamentalsAlpha Vantage · unavailable

Share price$45.98
1D+4.5%
AH$43.82$44.48$45.14$45.79$46.455:30 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)$0.51$2.91$5.30$7.70$10.09$33.74$39.42$45.10$50.77$56.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGS spot · $45.98PRGS PRICE$1.01$0.77$1.03$1.35$1.66$1.99$2.40$2.82$3.23$3.61$4.00$4.38$6.12$0.93$1.29$1.67$2.13$2.58$2.99$3.38$3.86$4.81$5.80$7.00$8.20$9.40
PutsCheap0.88×
CallsCheap0.78×
SkewBearish+10.76 pp
Implied moveBearish±$5.78
TiltBearish22.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9981.1%28.3%40.9455.3%13.0%
25Δ50.7043.6%11.9%41.8458.5%11.8%
30Δ49.4042.1%9.7%42.7761.1%10.6%
35Δ48.7344.4%8.9%43.7861.9%9.4%
40Δ48.0646.7%8.1%44.8062.7%8.2%
45Δ47.3748.8%7.4%45.7660.9%7.0%
50Δ46.5649.6%6.5%46.7158.5%5.8%
55Δ45.7550.3%5.6%47.7057.0%4.6%
60Δ44.9450.8%4.8%48.9360.1%4.1%
65Δ44.1948.9%4.0%50.1962.8%3.5%
70Δ43.4347.0%3.2%51.6963.3%2.8%
75Δ42.6845.1%2.4%53.1963.8%2.2%
80Δ40.7351.6%1.9%54.6964.3%1.5%

20Δ

Calls
Pseudo strike
57.99
IV
81.1%
B/E move
28.3%
Puts
Pseudo strike
40.94
IV
55.3%
B/E move
13.0%

25Δ

Calls
Pseudo strike
50.70
IV
43.6%
B/E move
11.9%
Puts
Pseudo strike
41.84
IV
58.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
49.40
IV
42.1%
B/E move
9.7%
Puts
Pseudo strike
42.77
IV
61.1%
B/E move
10.6%

35Δ

Calls
Pseudo strike
48.73
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
43.78
IV
61.9%
B/E move
9.4%

40Δ

Calls
Pseudo strike
48.06
IV
46.7%
B/E move
8.1%
Puts
Pseudo strike
44.80
IV
62.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
47.37
IV
48.8%
B/E move
7.4%
Puts
Pseudo strike
45.76
IV
60.9%
B/E move
7.0%

50Δ

Calls
Pseudo strike
46.56
IV
49.6%
B/E move
6.5%
Puts
Pseudo strike
46.71
IV
58.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
45.75
IV
50.3%
B/E move
5.6%
Puts
Pseudo strike
47.70
IV
57.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
44.94
IV
50.8%
B/E move
4.8%
Puts
Pseudo strike
48.93
IV
60.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
44.19
IV
48.9%
B/E move
4.0%
Puts
Pseudo strike
50.19
IV
62.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
43.43
IV
47.0%
B/E move
3.2%
Puts
Pseudo strike
51.69
IV
63.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
42.68
IV
45.1%
B/E move
2.4%
Puts
Pseudo strike
53.19
IV
63.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
40.73
IV
51.6%
B/E move
1.9%
Puts
Pseudo strike
54.69
IV
64.3%
B/E move
1.5%

Options history

No recorded observations