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Paysafe Limited PSFE

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T15:11:46.321Z

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 · 2026-11-12T15:11:25.532880676Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T15:11:45.422162+00:00

Share price$4.25
1D-14.4%
$4.12$4.38$4.65$4.92$5.185:30 AM6:30 AM9:00 AM1:00 PMPSFE
Sold putSold call

Paysafe Limited options

Live interpolated PSFE call and put midpoint premiums by absolute delta.Paysafe Limited$0.07$0.51$0.95$1.40$1.84$2.09$3.52$4.94$6.37$7.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PSFE spot · $4.25PSFE PRICE$0.25$0.26$0.35$0.44$0.53$0.62$0.71$0.84$1.13$1.42$1.71$0.12$0.15$0.18$0.21$0.27$0.32$0.37$0.42$0.48$0.53$0.58$0.63$0.69
PutsCheap0.47×
Calls——
Skew——
Implied moveBullish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.46159.0%21.4%
25Δ3.66147.6%17.4%
30Δ5.65252.5%38.8%3.85136.2%13.5%
35Δ4.99198.1%23.4%4.02126.7%10.4%
40Δ4.81209.7%21.5%4.11123.0%9.4%
45Δ4.64221.3%19.5%4.21119.2%8.5%
50Δ4.47232.8%17.6%4.30115.5%7.6%
55Δ4.30244.4%15.7%4.39111.8%6.7%
60Δ4.13255.9%13.8%4.48108.0%5.8%
65Δ3.93279.2%12.3%4.57104.3%4.9%
70Δ3.62338.9%11.9%4.66100.5%4.0%
75Δ3.32398.7%11.6%4.7696.8%3.0%
80Δ3.02458.5%11.2%4.8593.0%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.46
IV
159.0%
B/E move
21.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
147.6%
B/E move
17.4%

30Δ

Calls
Pseudo strike
5.65
IV
252.5%
B/E move
38.8%
Puts
Pseudo strike
3.85
IV
136.2%
B/E move
13.5%

35Δ

Calls
Pseudo strike
4.99
IV
198.1%
B/E move
23.4%
Puts
Pseudo strike
4.02
IV
126.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
4.81
IV
209.7%
B/E move
21.5%
Puts
Pseudo strike
4.11
IV
123.0%
B/E move
9.4%

45Δ

Calls
Pseudo strike
4.64
IV
221.3%
B/E move
19.5%
Puts
Pseudo strike
4.21
IV
119.2%
B/E move
8.5%

50Δ

Calls
Pseudo strike
4.47
IV
232.8%
B/E move
17.6%
Puts
Pseudo strike
4.30
IV
115.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
4.30
IV
244.4%
B/E move
15.7%
Puts
Pseudo strike
4.39
IV
111.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
4.13
IV
255.9%
B/E move
13.8%
Puts
Pseudo strike
4.48
IV
108.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
3.93
IV
279.2%
B/E move
12.3%
Puts
Pseudo strike
4.57
IV
104.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
3.62
IV
338.9%
B/E move
11.9%
Puts
Pseudo strike
4.66
IV
100.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
3.32
IV
398.7%
B/E move
11.6%
Puts
Pseudo strike
4.76
IV
96.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
3.02
IV
458.5%
B/E move
11.2%
Puts
Pseudo strike
4.85
IV
93.0%
B/E move
2.1%

Options history

IV · four-Friday blend76.49%
Daily EOD
PSFE67.2%73.6%80.0%2026-10-19: 70.38%2026-10-20: 70.55%2026-10-21: 68.09%2026-10-22: 76.80%2026-10-23: 68.91%2026-10-26: 71.40%2026-10-27: 79.08%2026-10-28: 70.93%2026-10-29: 76.35%2026-10-30: 76.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.38%
70.55%
68.09%
76.80%
68.91%
71.40%
79.08%
70.93%
76.35%
76.49%