IntraAlpha
Create free account Start free

Paysign, Inc. Common Stock PAYS

i

Market dataready · fetched 2026-11-04T00:48:16.106Z

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 · 2026-11-03T21:53:10.792778919Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:48:15.625610+00:00

Share price$15.06
1D+3.5%
AH$14.16$14.48$14.80$15.11$15.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPAYS
Sold putSold callAH

Paysign, Inc. Common Stock options

Live interpolated PAYS call and put midpoint premiums by absolute delta.Paysign, Inc. Common Stock$0.22$1.56$2.89$4.22$5.55$10.59$12.82$15.05$17.28$19.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYS spot · $15.06PAYS PRICE$0.37$0.48$0.60$0.78$0.97$1.16$1.35$1.54$1.76$1.99$2.22$2.45$2.69$0.47$0.66$0.84$1.03$1.22$1.42$1.72$2.03$2.33$2.64$2.94$4.01$5.17
PutsExpensive1.45×
CallsExpensive1.36×
SkewBearish+0.78 pp
Implied moveBearish±$3.07
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.15110.9%29.6%12.63113.3%19.3%
25Δ18.34109.6%25.0%13.12112.6%17.3%
30Δ17.53108.2%20.4%13.61111.9%15.3%
35Δ17.03110.1%18.3%14.09111.2%13.3%
40Δ16.55112.2%16.3%14.58110.5%11.3%
45Δ16.06114.2%14.4%15.07109.8%9.4%
50Δ15.58116.3%12.4%15.54108.9%8.2%
55Δ15.10118.3%10.4%16.02108.0%7.1%
60Δ14.64115.7%8.9%16.50107.1%6.0%
65Δ14.20112.0%7.5%16.97106.2%4.8%
70Δ13.75108.2%6.1%17.45105.3%3.7%
75Δ13.31104.4%4.7%18.61116.6%3.0%
80Δ12.86100.7%3.3%19.86129.4%2.5%

20Δ

Calls
Pseudo strike
19.15
IV
110.9%
B/E move
29.6%
Puts
Pseudo strike
12.63
IV
113.3%
B/E move
19.3%

25Δ

Calls
Pseudo strike
18.34
IV
109.6%
B/E move
25.0%
Puts
Pseudo strike
13.12
IV
112.6%
B/E move
17.3%

30Δ

Calls
Pseudo strike
17.53
IV
108.2%
B/E move
20.4%
Puts
Pseudo strike
13.61
IV
111.9%
B/E move
15.3%

35Δ

Calls
Pseudo strike
17.03
IV
110.1%
B/E move
18.3%
Puts
Pseudo strike
14.09
IV
111.2%
B/E move
13.3%

40Δ

Calls
Pseudo strike
16.55
IV
112.2%
B/E move
16.3%
Puts
Pseudo strike
14.58
IV
110.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
16.06
IV
114.2%
B/E move
14.4%
Puts
Pseudo strike
15.07
IV
109.8%
B/E move
9.4%

50Δ

Calls
Pseudo strike
15.58
IV
116.3%
B/E move
12.4%
Puts
Pseudo strike
15.54
IV
108.9%
B/E move
8.2%

55Δ

Calls
Pseudo strike
15.10
IV
118.3%
B/E move
10.4%
Puts
Pseudo strike
16.02
IV
108.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
14.64
IV
115.7%
B/E move
8.9%
Puts
Pseudo strike
16.50
IV
107.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
14.20
IV
112.0%
B/E move
7.5%
Puts
Pseudo strike
16.97
IV
106.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
13.75
IV
108.2%
B/E move
6.1%
Puts
Pseudo strike
17.45
IV
105.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
13.31
IV
104.4%
B/E move
4.7%
Puts
Pseudo strike
18.61
IV
116.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
12.86
IV
100.7%
B/E move
3.3%
Puts
Pseudo strike
19.86
IV
129.4%
B/E move
2.5%

Options history

IV · four-Friday blend80.83%
Daily EOD
PAYS66.8%74.4%81.9%2026-10-19: 67.88%2026-10-20: 70.84%2026-10-21: 76.70%2026-10-22: 70.77%2026-10-23: 76.01%2026-10-26: 74.45%2026-10-27: 79.30%2026-10-28: 76.01%2026-10-29: 78.95%2026-10-30: 80.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.88%
70.84%
76.70%
70.77%
76.01%
74.45%
79.30%
76.01%
78.95%
80.83%