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Pattern Group Inc. Series A Common Stock PTRN

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Market datapartial · fetched 2026-10-22T21:34:48.944Z

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 · 2026-10-22T20:05:02.976517696Z

FundamentalsAlpha Vantage · unavailable

Share price$16.66
1D-4.0%
AH$16.37$16.65$16.92$17.19$17.475:30 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$0.55$1.66$2.78$3.90$5.02$10.33$13.54$16.75$19.96$23.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTRN spot · $16.66PTRN PRICE$0.67$0.75$0.82$0.91$1.01$1.11$1.48$1.92$2.36$2.80$3.29$3.91$4.54$1.26$1.41$1.55$1.65$1.72$1.79$1.87$2.01$2.39$2.77$3.15$3.54$4.70
PutsExpensive1.53×
CallsExpensive1.75×
SkewBullish-3.75 pp
Implied moveBearish±$3.35
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.18161.9%73.2%11.77201.5%36.9%
25Δ24.66136.3%52.5%13.15172.5%29.5%
30Δ21.14110.7%31.8%14.53143.4%22.1%
35Δ19.4196.5%22.0%15.37125.3%17.6%
40Δ18.5487.9%17.4%15.93112.9%14.7%
45Δ17.6779.3%12.7%16.50100.5%11.8%
50Δ17.0685.6%11.3%17.0688.1%8.8%
55Δ16.5095.5%10.6%17.6278.2%6.3%
60Δ15.95105.4%9.9%18.1577.5%5.4%
65Δ15.40115.3%9.3%18.6976.7%4.4%
70Δ14.76123.8%8.4%19.2376.0%3.5%
75Δ13.89128.3%6.9%19.7775.3%2.6%
80Δ13.01132.8%5.3%21.0482.7%1.9%

20Δ

Calls
Pseudo strike
28.18
IV
161.9%
B/E move
73.2%
Puts
Pseudo strike
11.77
IV
201.5%
B/E move
36.9%

25Δ

Calls
Pseudo strike
24.66
IV
136.3%
B/E move
52.5%
Puts
Pseudo strike
13.15
IV
172.5%
B/E move
29.5%

30Δ

Calls
Pseudo strike
21.14
IV
110.7%
B/E move
31.8%
Puts
Pseudo strike
14.53
IV
143.4%
B/E move
22.1%

35Δ

Calls
Pseudo strike
19.41
IV
96.5%
B/E move
22.0%
Puts
Pseudo strike
15.37
IV
125.3%
B/E move
17.6%

40Δ

Calls
Pseudo strike
18.54
IV
87.9%
B/E move
17.4%
Puts
Pseudo strike
15.93
IV
112.9%
B/E move
14.7%

45Δ

Calls
Pseudo strike
17.67
IV
79.3%
B/E move
12.7%
Puts
Pseudo strike
16.50
IV
100.5%
B/E move
11.8%

50Δ

Calls
Pseudo strike
17.06
IV
85.6%
B/E move
11.3%
Puts
Pseudo strike
17.06
IV
88.1%
B/E move
8.8%

55Δ

Calls
Pseudo strike
16.50
IV
95.5%
B/E move
10.6%
Puts
Pseudo strike
17.62
IV
78.2%
B/E move
6.3%

60Δ

Calls
Pseudo strike
15.95
IV
105.4%
B/E move
9.9%
Puts
Pseudo strike
18.15
IV
77.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
15.40
IV
115.3%
B/E move
9.3%
Puts
Pseudo strike
18.69
IV
76.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
14.76
IV
123.8%
B/E move
8.4%
Puts
Pseudo strike
19.23
IV
76.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
13.89
IV
128.3%
B/E move
6.9%
Puts
Pseudo strike
19.77
IV
75.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.01
IV
132.8%
B/E move
5.3%
Puts
Pseudo strike
21.04
IV
82.7%
B/E move
1.9%

Options history

No recorded observations