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Pagaya Technologies Ltd. Class A Ordinary Shares PGY

i

Market dataready · fetched 2026-11-04T00:59:34.889Z

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 · 2026-11-04T00:43:28.759694943Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:59:33.835767+00:00

Share price$17.81
1D-1.2%
AH$17.70$17.87$18.04$18.21$18.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGY
Sold putSold callAH

Pagaya Technologies Ltd. Class A Ordinary Shares options

Live interpolated PGY call and put midpoint premiums by absolute delta.Pagaya Technologies Ltd. Class A Ordinary Shares$0.22$1.27$2.32$3.37$4.42$12.55$15.36$18.17$20.98$23.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PGY spot · $17.81PGY PRICE$0.33$0.43$0.55$0.69$0.83$0.87$0.92$1.17$1.42$1.67$1.82$1.96$2.11$0.43$0.59$0.61$0.81$1.01$1.19$1.29$1.38$1.48$2.90$4.12
Puts——
CallsCheap0.59×
Skew——
Implied moveBearish±$2.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.1283.6%20.5%15.5286.4%15.3%
25Δ20.4581.9%17.3%15.9291.9%13.9%
30Δ19.8680.8%14.6%
35Δ19.4282.3%12.9%17.1360.6%7.2%
40Δ18.9883.4%11.2%17.4464.3%6.6%
45Δ18.5174.5%8.8%17.7468.0%6.0%
50Δ18.0365.6%6.4%18.0470.4%5.4%
55Δ17.6769.8%5.7%18.3065.9%4.5%
60Δ17.3174.7%5.2%18.5661.5%3.6%
65Δ16.9678.5%4.6%18.8257.0%2.7%
70Δ16.6573.8%3.7%
75Δ16.3469.2%2.8%20.3576.0%2.0%
80Δ16.0364.5%1.8%21.6582.7%1.6%

20Δ

Calls
Pseudo strike
21.12
IV
83.6%
B/E move
20.5%
Puts
Pseudo strike
15.52
IV
86.4%
B/E move
15.3%

25Δ

Calls
Pseudo strike
20.45
IV
81.9%
B/E move
17.3%
Puts
Pseudo strike
15.92
IV
91.9%
B/E move
13.9%

30Δ

Calls
Pseudo strike
19.86
IV
80.8%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.42
IV
82.3%
B/E move
12.9%
Puts
Pseudo strike
17.13
IV
60.6%
B/E move
7.2%

40Δ

Calls
Pseudo strike
18.98
IV
83.4%
B/E move
11.2%
Puts
Pseudo strike
17.44
IV
64.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
18.51
IV
74.5%
B/E move
8.8%
Puts
Pseudo strike
17.74
IV
68.0%
B/E move
6.0%

50Δ

Calls
Pseudo strike
18.03
IV
65.6%
B/E move
6.4%
Puts
Pseudo strike
18.04
IV
70.4%
B/E move
5.4%

55Δ

Calls
Pseudo strike
17.67
IV
69.8%
B/E move
5.7%
Puts
Pseudo strike
18.30
IV
65.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
17.31
IV
74.7%
B/E move
5.2%
Puts
Pseudo strike
18.56
IV
61.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
16.96
IV
78.5%
B/E move
4.6%
Puts
Pseudo strike
18.82
IV
57.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
16.65
IV
73.8%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.34
IV
69.2%
B/E move
2.8%
Puts
Pseudo strike
20.35
IV
76.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
16.03
IV
64.5%
B/E move
1.8%
Puts
Pseudo strike
21.65
IV
82.7%
B/E move
1.6%

Options history

IV · four-Friday blend67.67%
Daily EOD
PGY63.1%71.8%80.4%2026-10-19: 74.79%2026-10-20: 76.69%2026-10-21: 74.86%2026-10-22: 77.45%2026-10-23: 77.62%2026-10-26: 79.25%2026-10-27: 78.09%2026-10-28: 76.76%2026-10-29: 64.30%2026-10-30: 67.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.79%
76.69%
74.86%
77.45%
77.62%
79.25%
78.09%
76.76%
64.30%
67.67%