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PubMatic, Inc. Class A Common Stock PUBM

i

Market dataready · fetched 2026-11-12T03:22:01.920Z

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 · 2026-11-12T00:12:42.202280049Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:22:01.464806+00:00

Share price$17.95
1D+6.6%
AH$17.08$17.41$17.74$18.07$18.405:30 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$0.17$0.72$1.27$1.82$2.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPUBM PRICE$0.23$0.34$0.44$0.55$0.66$0.76$0.87$0.97$1.08$1.33$1.63$1.92$2.21$0.27$0.32$0.37$0.43
Puts——
CallsCheap0.58×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.7866.5%11.5%15.8389.4%13.3%
25Δ19.5167.7%10.5%16.3280.6%10.9%
30Δ19.2368.9%9.6%16.8171.8%8.4%
35Δ18.9570.1%8.6%17.3062.9%6.0%
40Δ18.6771.3%7.7%
45Δ18.3972.5%6.7%
50Δ18.1173.6%5.7%
55Δ17.8474.8%4.8%
60Δ17.5676.0%3.8%
65Δ17.2076.4%3.2%
70Δ16.8276.6%2.7%
75Δ16.4476.8%2.3%
80Δ16.0676.9%1.8%

20Δ

Calls
Pseudo strike
19.78
IV
66.5%
B/E move
11.5%
Puts
Pseudo strike
15.83
IV
89.4%
B/E move
13.3%

25Δ

Calls
Pseudo strike
19.51
IV
67.7%
B/E move
10.5%
Puts
Pseudo strike
16.32
IV
80.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
19.23
IV
68.9%
B/E move
9.6%
Puts
Pseudo strike
16.81
IV
71.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
18.95
IV
70.1%
B/E move
8.6%
Puts
Pseudo strike
17.30
IV
62.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
18.67
IV
71.3%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
18.39
IV
72.5%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
18.11
IV
73.6%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
17.84
IV
74.8%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
17.56
IV
76.0%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.20
IV
76.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.82
IV
76.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.44
IV
76.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.06
IV
76.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend82.12%
Daily EOD
PUBM75.6%79.1%82.6%2026-10-19: 78.14%2026-10-20: 76.22%2026-10-21: 77.49%2026-10-22: 76.11%2026-10-23: 78.23%2026-10-26: 80.74%2026-10-27: 80.23%2026-10-28: 81.07%2026-10-29: 82.16%2026-10-30: 82.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.14%
76.22%
77.49%
76.11%
78.23%
80.74%
80.23%
81.07%
82.16%
82.12%