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Perimeter Group Inc. PRM

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T00:51:07.952Z

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 · 2026-11-12T00:00:00.00203066Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:45:22.369939+00:00

Share price$30.67
1D-0.5%
AH$30.36$30.51$30.66$30.80$30.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRM
Sold putSold callAH

Perimeter Group Inc. options

Live interpolated PRM call and put midpoint premiums by absolute delta.Perimeter Group Inc.$0.14$3.14$6.14$9.14$12.14$24.58$27.57$30.55$33.54$36.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRM spot · $30.67PRM PRICE$0.46$0.68$0.89$1.11$1.33$1.54$1.76$1.97$2.29$3.07$3.85$4.63$5.41$0.62$0.69$0.77$0.84$1.16$2.43$3.69$4.96$6.22$7.48$8.75$10.01$11.28
PutsExpensive1.62×
CallsExpensive1.13×
SkewBearish+4.96 pp
Implied moveBearish±$5.45
TiltBearish34.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7586.0%14.8%25.02139.9%20.4%
25Δ34.1587.0%13.5%26.34120.1%16.4%
30Δ33.5488.0%12.3%27.65100.3%12.4%
35Δ32.9389.0%11.0%28.9680.5%8.3%
40Δ32.3290.0%9.7%30.2966.6%5.0%
45Δ31.7191.0%8.4%31.6875.0%4.6%
50Δ31.1191.9%7.2%33.0883.5%4.2%
55Δ30.5092.9%5.9%34.4791.9%3.8%
60Δ29.8395.3%4.7%35.87100.4%3.3%
65Δ28.88104.0%4.2%37.26108.8%2.9%
70Δ27.93112.7%3.6%38.66117.3%2.5%
75Δ26.98121.5%3.1%40.05125.7%2.1%
80Δ26.03130.2%2.5%41.45134.1%1.6%

20Δ

Calls
Pseudo strike
34.75
IV
86.0%
B/E move
14.8%
Puts
Pseudo strike
25.02
IV
139.9%
B/E move
20.4%

25Δ

Calls
Pseudo strike
34.15
IV
87.0%
B/E move
13.5%
Puts
Pseudo strike
26.34
IV
120.1%
B/E move
16.4%

30Δ

Calls
Pseudo strike
33.54
IV
88.0%
B/E move
12.3%
Puts
Pseudo strike
27.65
IV
100.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
32.93
IV
89.0%
B/E move
11.0%
Puts
Pseudo strike
28.96
IV
80.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
32.32
IV
90.0%
B/E move
9.7%
Puts
Pseudo strike
30.29
IV
66.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
31.71
IV
91.0%
B/E move
8.4%
Puts
Pseudo strike
31.68
IV
75.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
31.11
IV
91.9%
B/E move
7.2%
Puts
Pseudo strike
33.08
IV
83.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
30.50
IV
92.9%
B/E move
5.9%
Puts
Pseudo strike
34.47
IV
91.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
29.83
IV
95.3%
B/E move
4.7%
Puts
Pseudo strike
35.87
IV
100.4%
B/E move
3.3%

65Δ

Calls
Pseudo strike
28.88
IV
104.0%
B/E move
4.2%
Puts
Pseudo strike
37.26
IV
108.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
27.93
IV
112.7%
B/E move
3.6%
Puts
Pseudo strike
38.66
IV
117.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
26.98
IV
121.5%
B/E move
3.1%
Puts
Pseudo strike
40.05
IV
125.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
26.03
IV
130.2%
B/E move
2.5%
Puts
Pseudo strike
41.45
IV
134.1%
B/E move
1.6%

Options history

IV · four-Friday blend59.81%
Daily EOD
PRM51.1%55.8%60.5%2026-10-19: 56.11%2026-10-20: 55.37%2026-10-21: 51.71%2026-10-22: 56.91%2026-10-23: 56.70%2026-10-26: 56.59%2026-10-27: 54.30%2026-10-28: 56.31%2026-10-29: 55.77%2026-10-30: 59.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.11%
55.37%
51.71%
56.91%
56.70%
56.59%
54.30%
56.31%
55.77%
59.81%