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Pattern Group Inc. Series A Common Stock PTRN

i

Market dataready · fetched 2026-11-12T03:19:33.639Z

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 · 2026-11-11T21:00:02.269225738Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:19:33.271372+00:00

Share price$20.36
1D+2.5%
AH$19.79$20.04$20.29$20.54$20.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTRN
Sold putSold callAH

Pattern Group Inc. Series A Common Stock options

Live interpolated PTRN call and put midpoint premiums by absolute delta.Pattern Group Inc. Series A Common Stock$0.17$1.96$3.75$5.54$7.33$15.48$17.80$20.11$22.43$24.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PTRN spot · $20.36PTRN PRICE$0.97$0.37$0.45$0.53$0.62$0.70$0.78$0.87$0.96$1.38$1.81$2.23$2.65$2.03$0.94$1.23$1.51$1.79$2.07$2.35$6.82
Puts——
CallsCheap0.85×
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.50351.1%89.0%14.63407.1%38.1%
25Δ22.4482.6%12.0%
30Δ22.0979.2%10.7%
35Δ21.7475.8%9.4%
40Δ21.3972.4%8.1%
45Δ21.0469.1%6.8%20.3074.7%4.9%
50Δ20.6965.7%5.5%20.6977.4%4.4%
55Δ20.3462.3%4.2%21.0780.1%3.9%
60Δ19.9959.2%2.9%21.4682.8%3.4%
65Δ19.5066.8%2.6%21.8485.5%2.9%
70Δ19.0274.4%2.3%22.2388.2%2.4%
75Δ18.5382.0%2.0%
80Δ18.0589.7%1.7%26.68169.8%2.4%

20Δ

Calls
Pseudo strike
37.50
IV
351.1%
B/E move
89.0%
Puts
Pseudo strike
14.63
IV
407.1%
B/E move
38.1%

25Δ

Calls
Pseudo strike
22.44
IV
82.6%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
22.09
IV
79.2%
B/E move
10.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
21.74
IV
75.8%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
21.39
IV
72.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
21.04
IV
69.1%
B/E move
6.8%
Puts
Pseudo strike
20.30
IV
74.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
20.69
IV
65.7%
B/E move
5.5%
Puts
Pseudo strike
20.69
IV
77.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
20.34
IV
62.3%
B/E move
4.2%
Puts
Pseudo strike
21.07
IV
80.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
19.99
IV
59.2%
B/E move
2.9%
Puts
Pseudo strike
21.46
IV
82.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
19.50
IV
66.8%
B/E move
2.6%
Puts
Pseudo strike
21.84
IV
85.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
19.02
IV
74.4%
B/E move
2.3%
Puts
Pseudo strike
22.23
IV
88.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
18.53
IV
82.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.05
IV
89.7%
B/E move
1.7%
Puts
Pseudo strike
26.68
IV
169.8%
B/E move
2.4%

Options history

IV · four-Friday blend85.10%
Daily EOD
PTRN78.1%81.8%85.6%2026-10-19: 79.90%2026-10-20: 81.45%2026-10-21: 83.58%2026-10-22: 82.39%2026-10-23: 80.94%2026-10-26: 80.40%2026-10-27: 80.47%2026-10-28: 80.01%2026-10-29: 78.58%2026-10-30: 85.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.90%
81.45%
83.58%
82.39%
80.94%
80.40%
80.47%
80.01%
78.58%
85.10%