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Pangaea Logistics Solutions Ltd. Common Shares PANL

i

Market datapartial · fetched 2026-11-05T15:13:02.703Z

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 · 2026-11-05T15:11:12.625495491Z

FundamentalsAlpha Vantage · unavailable

Share price$7.49
1D-0.9%
$7.45$7.50$7.54$7.58$7.625:30 AM6:30 AM9:00 AM1:00 PMPANL
Sold putSold call

Pangaea Logistics Solutions Ltd. Common Shares options

Live interpolated PANL call and put midpoint premiums by absolute delta.Pangaea Logistics Solutions Ltd. Common Shares$0.09$0.75$1.42$2.09$2.76$6.40$7.20$7.99$8.79$9.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ 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 —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PANL spot · $7.49PANL PRICE$0.16$0.20$0.25$0.29$0.34$0.38$0.42$0.61$1.00$1.40$1.79$2.18$2.57$0.55$0.92$1.30$1.67$2.04$2.41
Puts——
CallsExpensive2.19×
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.2279.6%25.3%
25Δ8.9678.8%22.4%
30Δ8.7078.1%19.5%
35Δ8.4477.3%16.6%
40Δ8.1776.6%13.7%
45Δ7.9175.8%10.8%
50Δ7.6575.1%7.9%7.6968.1%4.7%
55Δ7.3387.3%6.2%8.0881.4%4.3%
60Δ6.94117.6%6.1%8.4894.8%4.0%
65Δ6.54147.9%6.1%8.87108.1%3.7%
70Δ6.15178.1%6.0%9.27121.5%3.4%
75Δ5.75208.4%6.0%9.67134.9%3.1%
80Δ5.36238.7%5.9%

20Δ

Calls
Pseudo strike
9.22
IV
79.6%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.96
IV
78.8%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.70
IV
78.1%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.44
IV
77.3%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.17
IV
76.6%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.91
IV
75.8%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.65
IV
75.1%
B/E move
7.9%
Puts
Pseudo strike
7.69
IV
68.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
7.33
IV
87.3%
B/E move
6.2%
Puts
Pseudo strike
8.08
IV
81.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
6.94
IV
117.6%
B/E move
6.1%
Puts
Pseudo strike
8.48
IV
94.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
6.54
IV
147.9%
B/E move
6.1%
Puts
Pseudo strike
8.87
IV
108.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
6.15
IV
178.1%
B/E move
6.0%
Puts
Pseudo strike
9.27
IV
121.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
5.75
IV
208.4%
B/E move
6.0%
Puts
Pseudo strike
9.67
IV
134.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.36
IV
238.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend67.12%
Daily EOD
PANL58.9%63.3%67.7%2026-10-19: 63.26%2026-10-20: 59.51%2026-10-21: 64.55%2026-10-22: 62.79%2026-10-23: 67.12%Oct 19Oct 21Oct 23
5 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
63.26%
59.51%
64.55%
62.79%
67.12%