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Paysafe Limited PSFE

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Market datapartial · fetched 2026-10-23T04:06:31.616Z

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 · 2026-10-22T23:00:00.003691211Z

FundamentalsAlpha Vantage · unavailable

Share price$5.93
1D+5.9%
AH$5.56$5.66$5.76$5.86$5.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSFE
Sold putSold callAH

Paysafe Limited options

Live interpolated PSFE call and put midpoint premiums by absolute delta.Paysafe Limited$0.14$1.05$1.95$2.86$3.76$3.41$4.82$6.23$7.64$9.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSFE spot · $5.93PSFE PRICE$0.33$0.25$0.24$0.30$0.35$0.41$0.47$0.72$1.22$1.73$2.24$2.74$3.25$0.27$0.29$0.39$0.49$0.59$0.69$0.92$1.16$1.41$2.08$3.50
PutsExpensive1.82×
CallsExpensive2.33×
SkewBullish-36.20 pp
Implied moveBearish±$1.38
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.55229.0%117.3%4.70127.8%25.3%
25Δ7.86117.0%36.7%5.1497.4%18.2%
30Δ6.9584.7%21.2%5.3598.7%16.4%
35Δ6.7483.7%18.6%5.56100.0%14.5%
40Δ6.5382.7%16.1%5.77101.3%12.7%
45Δ6.3281.6%13.6%5.98102.6%10.8%
50Δ6.1280.6%11.1%6.27108.5%9.7%
55Δ5.7699.0%9.2%6.58115.0%8.7%
60Δ5.20143.0%8.4%6.88121.5%7.6%
65Δ4.65187.0%7.6%7.58145.1%7.3%
70Δ4.09231.0%6.7%9.00187.4%7.3%
75Δ3.53275.0%5.9%
80Δ2.98319.0%5.0%

20Δ

Calls
Pseudo strike
12.55
IV
229.0%
B/E move
117.3%
Puts
Pseudo strike
4.70
IV
127.8%
B/E move
25.3%

25Δ

Calls
Pseudo strike
7.86
IV
117.0%
B/E move
36.7%
Puts
Pseudo strike
5.14
IV
97.4%
B/E move
18.2%

30Δ

Calls
Pseudo strike
6.95
IV
84.7%
B/E move
21.2%
Puts
Pseudo strike
5.35
IV
98.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
6.74
IV
83.7%
B/E move
18.6%
Puts
Pseudo strike
5.56
IV
100.0%
B/E move
14.5%

40Δ

Calls
Pseudo strike
6.53
IV
82.7%
B/E move
16.1%
Puts
Pseudo strike
5.77
IV
101.3%
B/E move
12.7%

45Δ

Calls
Pseudo strike
6.32
IV
81.6%
B/E move
13.6%
Puts
Pseudo strike
5.98
IV
102.6%
B/E move
10.8%

50Δ

Calls
Pseudo strike
6.12
IV
80.6%
B/E move
11.1%
Puts
Pseudo strike
6.27
IV
108.5%
B/E move
9.7%

55Δ

Calls
Pseudo strike
5.76
IV
99.0%
B/E move
9.2%
Puts
Pseudo strike
6.58
IV
115.0%
B/E move
8.7%

60Δ

Calls
Pseudo strike
5.20
IV
143.0%
B/E move
8.4%
Puts
Pseudo strike
6.88
IV
121.5%
B/E move
7.6%

65Δ

Calls
Pseudo strike
4.65
IV
187.0%
B/E move
7.6%
Puts
Pseudo strike
7.58
IV
145.1%
B/E move
7.3%

70Δ

Calls
Pseudo strike
4.09
IV
231.0%
B/E move
6.7%
Puts
Pseudo strike
9.00
IV
187.4%
B/E move
7.3%

75Δ

Calls
Pseudo strike
3.53
IV
275.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.98
IV
319.0%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations