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Paymentus Holdings, Inc. PAY

i

Market dataready · fetched 2026-11-03T16:00:02.134Z

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 · 2026-11-03T15:59:48.498126947Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T16:00:01.224213+00:00

Share price$32.13
1D-2.8%
$30.32$31.04$31.76$32.48$33.205:30 AM6:30 AM9:00 AM1:00 PMPAY
Sold putSold call

Paymentus Holdings, Inc. options

Live interpolated PAY call and put midpoint premiums by absolute delta.Paymentus Holdings, Inc.$0.58$2.52$4.45$6.38$8.31$25.42$28.49$31.55$34.61$37.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PAY spot · $32.13PAY PRICE$0.79$1.01$1.04$1.25$1.28$1.36$1.85$2.27$2.35$2.44$2.54$0.92$1.13$1.33$1.43$1.77$2.26$2.74$3.17$3.28$3.39$7.76
Puts——
Calls——
Skew——
Implied moveBearish±$3.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.24105.3%18.1%
25Δ36.5776.4%16.3%28.4898.3%14.9%
30Δ35.8179.7%14.6%29.6090.4%12.0%
35Δ
40Δ33.4155.3%7.2%31.3865.6%6.8%
45Δ32.9657.0%6.5%31.9568.4%6.1%
50Δ32.4549.9%5.0%32.6273.1%5.5%
55Δ31.9344.6%3.6%33.3075.8%4.9%
60Δ31.4252.3%3.6%34.0075.7%4.1%
65Δ30.9457.5%3.4%34.4068.9%3.2%
70Δ30.6252.1%2.6%34.8062.1%2.3%
75Δ30.3046.6%1.9%
80Δ29.9841.3%1.2%39.2697.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.24
IV
105.3%
B/E move
18.1%

25Δ

Calls
Pseudo strike
36.57
IV
76.4%
B/E move
16.3%
Puts
Pseudo strike
28.48
IV
98.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
35.81
IV
79.7%
B/E move
14.6%
Puts
Pseudo strike
29.60
IV
90.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
33.41
IV
55.3%
B/E move
7.2%
Puts
Pseudo strike
31.38
IV
65.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
32.96
IV
57.0%
B/E move
6.5%
Puts
Pseudo strike
31.95
IV
68.4%
B/E move
6.1%

50Δ

Calls
Pseudo strike
32.45
IV
49.9%
B/E move
5.0%
Puts
Pseudo strike
32.62
IV
73.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
31.93
IV
44.6%
B/E move
3.6%
Puts
Pseudo strike
33.30
IV
75.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
31.42
IV
52.3%
B/E move
3.6%
Puts
Pseudo strike
34.00
IV
75.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
30.94
IV
57.5%
B/E move
3.4%
Puts
Pseudo strike
34.40
IV
68.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
30.62
IV
52.1%
B/E move
2.6%
Puts
Pseudo strike
34.80
IV
62.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
30.30
IV
46.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.98
IV
41.3%
B/E move
1.2%
Puts
Pseudo strike
39.26
IV
97.3%
B/E move
1.9%

Options history

IV · four-Friday blend63.17%
Daily EOD
PAY57.4%61.8%66.1%2026-10-19: 60.83%2026-10-20: 59.05%2026-10-21: 60.06%2026-10-22: 60.25%2026-10-23: 58.04%2026-10-26: 62.06%2026-10-27: 65.47%2026-10-28: 62.22%2026-10-29: 62.51%2026-10-30: 63.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
60.83%
59.05%
60.06%
60.25%
58.04%
62.06%
65.47%
62.22%
62.51%
63.17%