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Palladyne AI Corp. Common Stock PDYN

i

Market datapartial · fetched 2026-11-03T18:46:38.226Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T18:44:36.132847566Z

FundamentalsAlpha Vantage · unavailable

Share price$3.27
1D-4.4%
$3.19$3.27$3.35$3.43$3.515:30 AM6:30 AM9:00 AM1:00 PMPDYN
Sold putSold call

Palladyne AI Corp. Common Stock options

Live interpolated PDYN call and put midpoint premiums by absolute delta.Palladyne AI Corp. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPDYN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend179.23%
Daily close
PDYN79.6%133.1%186.6%2026-08-05: 131.89%2026-08-06: 130.88%2026-08-07: 136.82%2026-08-10: 137.78%2026-08-11: 124.02%2026-08-12: 111.71%2026-08-13: 113.28%2026-08-18: 103.66%2026-08-21: 102.33%2026-08-24: 102.54%2026-08-25: 106.20%2026-08-26: 109.98%2026-08-27: 103.13%2026-08-28: 93.72%2026-08-31: 105.91%2026-09-01: 123.63%2026-09-02: 115.48%2026-09-04: 93.28%2026-09-09: 100.58%2026-09-10: 135.79%2026-09-11: 149.59%2026-09-18: 97.81%2026-09-21: 98.21%2026-09-22: 120.10%2026-09-23: 97.90%2026-09-24: 124.29%2026-09-25: 112.83%2026-09-28: 116.50%2026-09-29: 121.44%2026-09-30: 115.36%2026-10-02: 119.29%2026-10-05: 119.24%2026-10-07: 116.45%2026-10-08: 121.72%2026-10-09: 113.93%2026-10-16: 87.01%2026-10-19: 101.51%2026-10-20: 155.01%2026-10-22: 164.88%2026-10-23: 135.49%2026-10-26: 122.82%2026-10-27: 142.83%2026-10-28: 150.80%2026-10-29: 101.34%2026-10-30: 179.23%Aug 5Sep 21Oct 30
45 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
131.89%
130.88%
136.82%
137.78%
124.02%
111.71%
113.28%
103.66%
102.33%
102.54%
106.20%
109.98%
103.13%
93.72%
105.91%
123.63%
115.48%
93.28%
100.58%
135.79%
149.59%
97.81%
98.21%
120.10%
97.90%
124.29%
112.83%
116.50%
121.44%
115.36%
119.29%
119.24%
116.45%
121.72%
113.93%
87.01%
101.51%
155.01%
164.88%
135.49%
122.82%
142.83%
150.80%
101.34%
179.23%