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Patria Investments Limited Class A Common Shares PAX

i

Market datapartial · fetched 2026-11-04T02:47:46.633Z

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 · 2026-11-04T00:59:27.398590356Z

FundamentalsAlpha Vantage · unavailable

Share price$9.20
1D-1.0%
AH$9.03$9.15$9.27$9.39$9.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAX
Sold putSold callAH

Patria Investments Limited Class A Common Shares options

Live interpolated PAX call and put midpoint premiums by absolute delta.Patria Investments Limited Class A Common Shares$0.15$1.07$1.99$2.91$3.83$6.35$7.94$9.53$11.11$12.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PAX spot · $9.20PAX PRICE$0.25$0.44$0.62$0.81$1.00$1.19$1.37$1.56$1.75$1.94$2.18$0.65$0.89$1.14$1.38$1.62$1.86$2.10$2.35$2.59$2.83$3.07$3.31$3.57
PutsExpensive1.21×
Calls——
Skew——
Implied moveBearish±$3.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.3683.2%16.2%
25Δ8.7188.2%15.1%
30Δ9.9362.4%10.7%9.0593.2%14.0%
35Δ9.6970.6%10.1%9.4098.2%12.8%
40Δ9.4478.8%9.4%9.74103.2%11.7%
45Δ9.1987.0%8.8%10.09108.2%10.6%
50Δ8.9595.2%8.1%10.43113.2%9.5%
55Δ8.70103.4%7.5%10.78118.2%8.3%
60Δ8.46111.6%6.8%11.12123.2%7.2%
65Δ8.21119.8%6.2%11.47128.2%6.1%
70Δ7.96128.0%5.6%11.81133.3%5.0%
75Δ7.72136.3%4.9%12.16138.3%3.8%
80Δ7.41145.5%4.2%12.52143.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.36
IV
83.2%
B/E move
16.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
88.2%
B/E move
15.1%

30Δ

Calls
Pseudo strike
9.93
IV
62.4%
B/E move
10.7%
Puts
Pseudo strike
9.05
IV
93.2%
B/E move
14.0%

35Δ

Calls
Pseudo strike
9.69
IV
70.6%
B/E move
10.1%
Puts
Pseudo strike
9.40
IV
98.2%
B/E move
12.8%

40Δ

Calls
Pseudo strike
9.44
IV
78.8%
B/E move
9.4%
Puts
Pseudo strike
9.74
IV
103.2%
B/E move
11.7%

45Δ

Calls
Pseudo strike
9.19
IV
87.0%
B/E move
8.8%
Puts
Pseudo strike
10.09
IV
108.2%
B/E move
10.6%

50Δ

Calls
Pseudo strike
8.95
IV
95.2%
B/E move
8.1%
Puts
Pseudo strike
10.43
IV
113.2%
B/E move
9.5%

55Δ

Calls
Pseudo strike
8.70
IV
103.4%
B/E move
7.5%
Puts
Pseudo strike
10.78
IV
118.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
8.46
IV
111.6%
B/E move
6.8%
Puts
Pseudo strike
11.12
IV
123.2%
B/E move
7.2%

65Δ

Calls
Pseudo strike
8.21
IV
119.8%
B/E move
6.2%
Puts
Pseudo strike
11.47
IV
128.2%
B/E move
6.1%

70Δ

Calls
Pseudo strike
7.96
IV
128.0%
B/E move
5.6%
Puts
Pseudo strike
11.81
IV
133.3%
B/E move
5.0%

75Δ

Calls
Pseudo strike
7.72
IV
136.3%
B/E move
4.9%
Puts
Pseudo strike
12.16
IV
138.3%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.41
IV
145.5%
B/E move
4.2%
Puts
Pseudo strike
12.52
IV
143.3%
B/E move
2.7%

Options history

IV · four-Friday blend51.51%
Daily EOD
PAX44.7%48.4%52.0%2026-10-19: 50.78%2026-10-20: 48.77%2026-10-22: 45.22%2026-10-26: 48.00%2026-10-27: 51.51%Oct 19Oct 22Oct 27
5 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
50.78%
48.77%
45.22%
48.00%
51.51%