IntraAlpha
Create free account Start free

PubMatic, Inc. Class A Common Stock PUBM

i

Market datapartial · fetched 2026-10-22T23:03:23.825Z

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 · 2026-10-22T20:00:01.038237114Z

FundamentalsAlpha Vantage · unavailable

Share price$17.14
1D-2.8%
AH$16.93$17.14$17.34$17.54$17.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPUBM
Sold putSold callAH

PubMatic, Inc. Class A Common Stock options

Live interpolated PUBM call and put midpoint premiums by absolute delta.PubMatic, Inc. Class A Common Stock$0.27$1.74$3.21$4.68$6.15$11.84$14.53$17.21$19.89$22.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PUBM spot · $17.14PUBM PRICE$0.43$0.57$0.71$0.92$1.15$1.37$1.60$1.85$2.13$2.41$2.69$3.00$3.67$0.59$0.76$0.98$1.20$1.43$1.66$1.94$2.34$2.74$3.13$3.58$4.65$5.73
PutsExpensive2.00×
CallsExpensive2.00×
SkewBullish-2.92 pp
Implied moveBearish±$3.54
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7183.9%29.1%14.1293.8%21.1%
25Δ20.9585.5%25.5%14.9291.6%17.4%
30Δ20.1987.1%21.9%15.4990.1%15.3%
35Δ19.5689.1%19.5%16.0588.6%13.4%
40Δ18.9991.2%17.5%16.6087.1%11.5%
45Δ18.4193.3%15.4%17.1585.6%9.6%
50Δ17.8395.5%13.3%17.7184.7%8.0%
55Δ17.2596.1%11.4%18.2984.7%6.9%
60Δ16.6894.7%9.7%18.8884.7%5.8%
65Δ16.1093.3%8.0%19.4684.7%4.7%
70Δ15.5391.9%6.3%20.0985.1%3.7%
75Δ14.9390.9%4.6%21.2891.1%3.0%
80Δ14.1194.3%3.7%22.4897.0%2.3%

20Δ

Calls
Pseudo strike
21.71
IV
83.9%
B/E move
29.1%
Puts
Pseudo strike
14.12
IV
93.8%
B/E move
21.1%

25Δ

Calls
Pseudo strike
20.95
IV
85.5%
B/E move
25.5%
Puts
Pseudo strike
14.92
IV
91.6%
B/E move
17.4%

30Δ

Calls
Pseudo strike
20.19
IV
87.1%
B/E move
21.9%
Puts
Pseudo strike
15.49
IV
90.1%
B/E move
15.3%

35Δ

Calls
Pseudo strike
19.56
IV
89.1%
B/E move
19.5%
Puts
Pseudo strike
16.05
IV
88.6%
B/E move
13.4%

40Δ

Calls
Pseudo strike
18.99
IV
91.2%
B/E move
17.5%
Puts
Pseudo strike
16.60
IV
87.1%
B/E move
11.5%

45Δ

Calls
Pseudo strike
18.41
IV
93.3%
B/E move
15.4%
Puts
Pseudo strike
17.15
IV
85.6%
B/E move
9.6%

50Δ

Calls
Pseudo strike
17.83
IV
95.5%
B/E move
13.3%
Puts
Pseudo strike
17.71
IV
84.7%
B/E move
8.0%

55Δ

Calls
Pseudo strike
17.25
IV
96.1%
B/E move
11.4%
Puts
Pseudo strike
18.29
IV
84.7%
B/E move
6.9%

60Δ

Calls
Pseudo strike
16.68
IV
94.7%
B/E move
9.7%
Puts
Pseudo strike
18.88
IV
84.7%
B/E move
5.8%

65Δ

Calls
Pseudo strike
16.10
IV
93.3%
B/E move
8.0%
Puts
Pseudo strike
19.46
IV
84.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
15.53
IV
91.9%
B/E move
6.3%
Puts
Pseudo strike
20.09
IV
85.1%
B/E move
3.7%

75Δ

Calls
Pseudo strike
14.93
IV
90.9%
B/E move
4.6%
Puts
Pseudo strike
21.28
IV
91.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
14.11
IV
94.3%
B/E move
3.7%
Puts
Pseudo strike
22.48
IV
97.0%
B/E move
2.3%

Options history

No recorded observations