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Photronics, Inc. Common Stock PLAB

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-04T03:00:53.951Z

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 · 2026-11-04T00:43:45.318109909Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-04T03:00:53.324539+00:00

Share price$27.81
1D+0.1%
AH$27.92$28.22$28.52$28.81$29.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLAB
Sold putSold callAH

Photronics, Inc. Common Stock options

Live interpolated PLAB call and put midpoint premiums by absolute delta.Photronics, Inc. Common Stock$0.34$1.23$2.12$3.02$3.91$22.74$25.23$27.72$30.21$32.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PLAB spot · $27.81PLAB PRICE$0.44$0.56$0.68$0.91$1.20$1.48$1.77$2.05$2.34$2.62$2.90$3.19$3.65$0.45$0.65$0.85$1.05$1.25$1.45$1.66$1.86$2.06$2.26$2.46
Puts——
CallsFair1.04×
Skew——
Implied moveBullish±$3.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.2062.8%17.4%25.2655.9%10.8%
25Δ31.2662.9%14.4%25.7155.4%9.9%
30Δ30.3263.0%11.5%26.1554.9%9.0%
35Δ29.6563.5%9.9%26.5954.4%8.1%
40Δ29.1264.2%9.0%27.0453.9%7.3%
45Δ28.5964.9%8.1%27.4853.4%6.4%
50Δ28.0665.6%7.2%27.9252.8%5.5%
55Δ27.5266.3%6.3%28.3752.3%4.7%
60Δ26.9967.0%5.4%28.8151.8%3.8%
65Δ26.4667.7%4.6%29.2551.3%2.9%
70Δ25.9368.4%3.7%29.7050.8%2.1%
75Δ25.3969.1%2.8%
80Δ24.7271.1%2.0%

20Δ

Calls
Pseudo strike
32.20
IV
62.8%
B/E move
17.4%
Puts
Pseudo strike
25.26
IV
55.9%
B/E move
10.8%

25Δ

Calls
Pseudo strike
31.26
IV
62.9%
B/E move
14.4%
Puts
Pseudo strike
25.71
IV
55.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
30.32
IV
63.0%
B/E move
11.5%
Puts
Pseudo strike
26.15
IV
54.9%
B/E move
9.0%

35Δ

Calls
Pseudo strike
29.65
IV
63.5%
B/E move
9.9%
Puts
Pseudo strike
26.59
IV
54.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
29.12
IV
64.2%
B/E move
9.0%
Puts
Pseudo strike
27.04
IV
53.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
28.59
IV
64.9%
B/E move
8.1%
Puts
Pseudo strike
27.48
IV
53.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
28.06
IV
65.6%
B/E move
7.2%
Puts
Pseudo strike
27.92
IV
52.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
27.52
IV
66.3%
B/E move
6.3%
Puts
Pseudo strike
28.37
IV
52.3%
B/E move
4.7%

60Δ

Calls
Pseudo strike
26.99
IV
67.0%
B/E move
5.4%
Puts
Pseudo strike
28.81
IV
51.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
26.46
IV
67.7%
B/E move
4.6%
Puts
Pseudo strike
29.25
IV
51.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.93
IV
68.4%
B/E move
3.7%
Puts
Pseudo strike
29.70
IV
50.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
25.39
IV
69.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.72
IV
71.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.31%
Daily EOD
PLAB56.5%57.6%58.8%2026-10-19: 56.63%2026-10-20: 56.63%2026-10-21: 57.85%2026-10-27: 58.43%2026-10-28: 58.65%2026-10-29: 58.31%Oct 19Oct 21Oct 29
6 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
56.63%
56.63%
57.85%
58.43%
58.65%
58.31%