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Pegasystems Inc. Common Stock PEGA

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T00:30:39.895Z

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 · 2026-11-03T22:26:16.934062301Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:30:39.294688+00:00

Share price$34.33
1D+3.3%
AH$32.89$33.40$33.92$34.43$34.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEGA
Sold putSold callAH

Pegasystems Inc. Common Stock options

Live interpolated PEGA call and put midpoint premiums by absolute delta.Pegasystems Inc. Common Stock$0.37$1.51$2.65$3.79$4.93$27.70$30.79$33.87$36.95$40.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PEGA spot · $34.33PEGA PRICE$0.50$0.66$0.82$0.98$1.14$1.30$1.69$2.18$2.66$3.14$3.63$4.11$4.60$0.58$0.77$0.97$1.16$1.36$1.56$1.75
Puts——
CallsFair0.97×
Skew——
Implied moveBalanced±$3.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7254.3%14.2%31.1152.5%11.1%
25Δ38.0154.4%12.6%31.6952.6%9.9%
30Δ37.3154.5%11.1%32.2652.7%8.8%
35Δ36.6154.6%9.5%32.8452.7%7.7%
40Δ35.9154.7%7.9%33.4152.8%6.6%
45Δ35.2154.9%6.3%33.9952.9%5.5%
50Δ34.5256.5%5.5%34.5652.9%4.4%
55Δ33.8458.8%4.9%
60Δ33.1561.1%4.3%
65Δ32.4763.5%3.7%
70Δ31.7965.8%3.2%
75Δ31.1168.1%2.6%
80Δ30.4370.4%2.0%

20Δ

Calls
Pseudo strike
38.72
IV
54.3%
B/E move
14.2%
Puts
Pseudo strike
31.11
IV
52.5%
B/E move
11.1%

25Δ

Calls
Pseudo strike
38.01
IV
54.4%
B/E move
12.6%
Puts
Pseudo strike
31.69
IV
52.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
37.31
IV
54.5%
B/E move
11.1%
Puts
Pseudo strike
32.26
IV
52.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
36.61
IV
54.6%
B/E move
9.5%
Puts
Pseudo strike
32.84
IV
52.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
35.91
IV
54.7%
B/E move
7.9%
Puts
Pseudo strike
33.41
IV
52.8%
B/E move
6.6%

45Δ

Calls
Pseudo strike
35.21
IV
54.9%
B/E move
6.3%
Puts
Pseudo strike
33.99
IV
52.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
34.52
IV
56.5%
B/E move
5.5%
Puts
Pseudo strike
34.56
IV
52.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
33.84
IV
58.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.15
IV
61.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.47
IV
63.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.79
IV
65.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.11
IV
68.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.43
IV
70.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.93%
Daily close
PEGA49.6%61.4%73.2%2026-08-05: 57.27%2026-08-06: 59.87%2026-08-21: 54.24%2026-08-24: 54.02%2026-08-25: 52.89%2026-08-26: 52.39%2026-08-27: 53.35%2026-08-28: 52.47%2026-08-31: 53.02%2026-09-09: 55.51%2026-09-18: 57.21%2026-09-21: 56.26%2026-09-22: 57.16%2026-09-23: 58.22%2026-09-24: 57.89%2026-09-25: 57.12%2026-09-28: 59.45%2026-10-01: 59.03%2026-10-02: 58.38%2026-10-05: 58.99%2026-10-06: 58.78%2026-10-07: 59.39%2026-10-16: 64.82%2026-10-19: 64.34%2026-10-20: 71.60%2026-10-21: 51.34%2026-10-22: 51.19%2026-10-23: 52.49%2026-10-26: 51.84%2026-10-27: 51.96%2026-10-28: 52.25%2026-10-29: 52.09%2026-10-30: 51.93%Aug 5Sep 28Oct 30
33 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
57.27%
59.87%
54.24%
54.02%
52.89%
52.39%
53.35%
52.47%
53.02%
55.51%
57.21%
56.26%
57.16%
58.22%
57.89%
57.12%
59.45%
59.03%
58.38%
58.99%
58.78%
59.39%
64.82%
64.34%
71.60%
51.34%
51.19%
52.49%
51.84%
51.96%
52.25%
52.09%
51.93%