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Perimeter Solutions, Inc. PRM

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Market datapartial · fetched 2026-10-22T16:44:25.335Z

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 · 2026-10-22T16:44:19.405219066Z

FundamentalsAlpha Vantage · unavailable

Share price$27.03
1D+0.0%
$26.76$26.89$27.02$27.15$27.285:30 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.$0.70$2.63$4.56$6.50$8.43$19.29$23.17$27.04$30.92$34.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRM spot · $27.02PRM PRICE$0.91$1.05$1.19$1.34$1.56$1.83$2.11$2.38$2.66$2.93$3.21$3.65$4.08$1.23$1.40$1.62$1.83$2.05$2.26$2.47$2.69$2.90$3.12$3.33$4.56$7.88
PutsExpensive1.61×
CallsExpensive1.74×
SkewBullish-0.51 pp
Implied moveBearish±$4.58
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.41126.4%49.2%21.41123.5%25.3%
25Δ36.67113.1%39.6%22.86108.0%20.6%
30Δ33.9399.8%30.0%23.60102.2%18.7%
35Δ31.1986.5%20.4%24.3496.3%16.7%
40Δ29.5779.6%15.2%25.0790.5%14.8%
45Δ28.8077.6%13.4%25.8184.7%12.9%
50Δ28.0475.6%11.5%26.5578.8%10.9%
55Δ27.2773.6%9.7%27.2973.0%9.0%
60Δ26.5171.6%7.9%28.0367.2%7.0%
65Δ25.7469.6%6.1%28.7761.3%5.1%
70Δ24.9867.6%4.3%29.5055.5%3.2%
75Δ24.3265.1%3.5%31.1355.2%1.7%
80Δ23.6762.5%2.7%34.5666.1%1.3%

20Δ

Calls
Pseudo strike
39.41
IV
126.4%
B/E move
49.2%
Puts
Pseudo strike
21.41
IV
123.5%
B/E move
25.3%

25Δ

Calls
Pseudo strike
36.67
IV
113.1%
B/E move
39.6%
Puts
Pseudo strike
22.86
IV
108.0%
B/E move
20.6%

30Δ

Calls
Pseudo strike
33.93
IV
99.8%
B/E move
30.0%
Puts
Pseudo strike
23.60
IV
102.2%
B/E move
18.7%

35Δ

Calls
Pseudo strike
31.19
IV
86.5%
B/E move
20.4%
Puts
Pseudo strike
24.34
IV
96.3%
B/E move
16.7%

40Δ

Calls
Pseudo strike
29.57
IV
79.6%
B/E move
15.2%
Puts
Pseudo strike
25.07
IV
90.5%
B/E move
14.8%

45Δ

Calls
Pseudo strike
28.80
IV
77.6%
B/E move
13.4%
Puts
Pseudo strike
25.81
IV
84.7%
B/E move
12.9%

50Δ

Calls
Pseudo strike
28.04
IV
75.6%
B/E move
11.5%
Puts
Pseudo strike
26.55
IV
78.8%
B/E move
10.9%

55Δ

Calls
Pseudo strike
27.27
IV
73.6%
B/E move
9.7%
Puts
Pseudo strike
27.29
IV
73.0%
B/E move
9.0%

60Δ

Calls
Pseudo strike
26.51
IV
71.6%
B/E move
7.9%
Puts
Pseudo strike
28.03
IV
67.2%
B/E move
7.0%

65Δ

Calls
Pseudo strike
25.74
IV
69.6%
B/E move
6.1%
Puts
Pseudo strike
28.77
IV
61.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
24.98
IV
67.6%
B/E move
4.3%
Puts
Pseudo strike
29.50
IV
55.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
24.32
IV
65.1%
B/E move
3.5%
Puts
Pseudo strike
31.13
IV
55.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
23.67
IV
62.5%
B/E move
2.7%
Puts
Pseudo strike
34.56
IV
66.1%
B/E move
1.3%

Options history

No recorded observations