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Perimeter Solutions, Inc. PRM

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Market datapartial · fetched 2026-10-22T14:46:43.649Z

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 · 2026-10-22T14:45:45.551662271Z

FundamentalsAlpha Vantage · unavailable

Share price$27.02
1D+0.0%
$26.89$26.98$27.08$27.18$27.275:30 AM6:30 AM9:00 AM1:00 PMPRM
Sold putSold call

Perimeter Solutions, Inc. options

Live interpolated PRM call and put midpoint premiums by absolute delta.Perimeter Solutions, Inc.$0.71$2.52$4.32$6.12$7.93$21.03$24.44$27.85$31.27$34.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRM spot · $27.02PRM PRICE$0.91$1.06$1.22$1.37$1.58$1.85$2.12$2.40$2.67$2.94$3.22$3.61$4.01$1.23$1.01$0.91$1.21$1.50$1.80$2.09$2.39$2.68$2.98$3.27$4.39$7.41
PutsExpensive1.19×
CallsExpensive1.77×
SkewBullish-21.79 pp
Implied moveBalanced±$4.22
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.43126.4%49.3%21.41123.3%25.3%
25Δ36.75113.9%39.9%23.8181.1%15.6%
30Δ34.07101.4%30.6%25.3054.0%9.7%
35Δ31.3988.9%21.2%25.8453.7%8.8%
40Δ29.6381.3%15.5%26.3853.4%7.9%
45Δ28.8579.1%13.6%26.9253.1%7.0%
50Δ28.0776.8%11.8%27.4652.8%6.1%
55Δ27.3074.5%9.9%28.0052.5%5.2%
60Δ26.5272.3%8.0%28.5452.2%4.3%
65Δ25.7470.0%6.2%29.0852.0%3.4%
70Δ24.9767.7%4.3%29.6251.7%2.5%
75Δ24.3664.5%3.5%30.9553.7%1.7%
80Δ23.7461.2%2.7%34.0961.1%1.3%

20Δ

Calls
Pseudo strike
39.43
IV
126.4%
B/E move
49.3%
Puts
Pseudo strike
21.41
IV
123.3%
B/E move
25.3%

25Δ

Calls
Pseudo strike
36.75
IV
113.9%
B/E move
39.9%
Puts
Pseudo strike
23.81
IV
81.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
34.07
IV
101.4%
B/E move
30.6%
Puts
Pseudo strike
25.30
IV
54.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
31.39
IV
88.9%
B/E move
21.2%
Puts
Pseudo strike
25.84
IV
53.7%
B/E move
8.8%

40Δ

Calls
Pseudo strike
29.63
IV
81.3%
B/E move
15.5%
Puts
Pseudo strike
26.38
IV
53.4%
B/E move
7.9%

45Δ

Calls
Pseudo strike
28.85
IV
79.1%
B/E move
13.6%
Puts
Pseudo strike
26.92
IV
53.1%
B/E move
7.0%

50Δ

Calls
Pseudo strike
28.07
IV
76.8%
B/E move
11.8%
Puts
Pseudo strike
27.46
IV
52.8%
B/E move
6.1%

55Δ

Calls
Pseudo strike
27.30
IV
74.5%
B/E move
9.9%
Puts
Pseudo strike
28.00
IV
52.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
26.52
IV
72.3%
B/E move
8.0%
Puts
Pseudo strike
28.54
IV
52.2%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.74
IV
70.0%
B/E move
6.2%
Puts
Pseudo strike
29.08
IV
52.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
24.97
IV
67.7%
B/E move
4.3%
Puts
Pseudo strike
29.62
IV
51.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
24.36
IV
64.5%
B/E move
3.5%
Puts
Pseudo strike
30.95
IV
53.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
23.74
IV
61.2%
B/E move
2.7%
Puts
Pseudo strike
34.09
IV
61.1%
B/E move
1.3%

Options history

No recorded observations