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PagerDuty, Inc. PD

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T23:11:33.447Z

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 · 2026-11-03T21:24:44.792880431Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-03T23:11:33.107037+00:00

Share price$16.61
1D+2.1%
AH$16.05$16.30$16.55$16.79$17.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPD
Sold putSold callAH

PagerDuty, Inc. options

Live interpolated PD call and put midpoint premiums by absolute delta.PagerDuty, Inc.$0.12$1.33$2.54$3.76$4.97$13.56$15.00$16.43$17.87$19.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PD spot · $16.61PD PRICE$0.25$0.32$0.40$0.47$0.60$0.75$0.91$1.06$1.22$1.38$1.53$1.69$1.85$0.26$0.40$0.54$0.68$0.82$0.96$1.10$1.24$1.38$1.89$2.60$3.31$4.62
PutsExpensive1.32×
CallsExpensive1.22×
SkewBearish+9.92 pp
Implied moveBearish±$2.01
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1664.1%16.9%15.0360.6%11.1%
25Δ18.6762.6%14.4%15.3361.0%10.2%
30Δ18.1861.0%11.8%15.6261.3%9.2%
35Δ17.6959.4%9.3%15.9261.7%8.3%
40Δ17.3358.8%7.9%16.2162.1%7.3%
45Δ17.0458.9%7.1%16.5162.5%6.4%
50Δ16.7659.0%6.4%16.8162.8%5.4%
55Δ16.4759.0%5.6%17.1063.2%4.5%
60Δ16.1959.1%4.8%17.4063.6%3.5%
65Δ15.9059.1%4.0%18.0070.4%3.0%
70Δ15.6259.2%3.3%18.7780.6%2.7%
75Δ15.3459.2%2.5%19.5390.7%2.4%
80Δ15.0559.3%1.7%20.89107.2%2.1%

20Δ

Calls
Pseudo strike
19.16
IV
64.1%
B/E move
16.9%
Puts
Pseudo strike
15.03
IV
60.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
18.67
IV
62.6%
B/E move
14.4%
Puts
Pseudo strike
15.33
IV
61.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
18.18
IV
61.0%
B/E move
11.8%
Puts
Pseudo strike
15.62
IV
61.3%
B/E move
9.2%

35Δ

Calls
Pseudo strike
17.69
IV
59.4%
B/E move
9.3%
Puts
Pseudo strike
15.92
IV
61.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
17.33
IV
58.8%
B/E move
7.9%
Puts
Pseudo strike
16.21
IV
62.1%
B/E move
7.3%

45Δ

Calls
Pseudo strike
17.04
IV
58.9%
B/E move
7.1%
Puts
Pseudo strike
16.51
IV
62.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
16.76
IV
59.0%
B/E move
6.4%
Puts
Pseudo strike
16.81
IV
62.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
16.47
IV
59.0%
B/E move
5.6%
Puts
Pseudo strike
17.10
IV
63.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
16.19
IV
59.1%
B/E move
4.8%
Puts
Pseudo strike
17.40
IV
63.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
15.90
IV
59.1%
B/E move
4.0%
Puts
Pseudo strike
18.00
IV
70.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
15.62
IV
59.2%
B/E move
3.3%
Puts
Pseudo strike
18.77
IV
80.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.34
IV
59.2%
B/E move
2.5%
Puts
Pseudo strike
19.53
IV
90.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.05
IV
59.3%
B/E move
1.7%
Puts
Pseudo strike
20.89
IV
107.2%
B/E move
2.1%

Options history

IV · four-Friday blend57.37%
Daily EOD
PD51.3%59.1%66.9%2026-10-19: 65.85%2026-10-20: 60.80%2026-10-21: 59.22%2026-10-22: 58.85%2026-10-23: 61.87%2026-10-26: 60.33%2026-10-27: 59.51%2026-10-28: 52.41%2026-10-29: 60.47%2026-10-30: 57.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.85%
60.80%
59.22%
58.85%
61.87%
60.33%
59.51%
52.41%
60.47%
57.37%