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Photronics, Inc. Common Stock PLAB

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-06T20:47:04.071Z

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 · 2026-11-06T20:47:00.615921404Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-06T20:47:03.280490+00:00

Share price$27.40
1D+2.0%
$26.24$26.59$26.95$27.30$27.655:30 AM6:30 AM9:00 AM1:00 PMPLAB
Sold putSold call

Photronics, Inc. Common Stock options

Live interpolated PLAB call and put midpoint premiums by absolute delta.Photronics, Inc. Common Stock$0.26$1.37$2.48$3.59$4.70$22.25$24.96$27.67$30.37$33.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PLAB spot · $27.40PLAB PRICE$0.38$0.47$0.70$0.93$1.16$1.39$1.63$1.86$2.09$2.32$2.55$2.79$0.46$0.63$0.85$1.08$1.30$1.52$1.75$1.97$2.20$2.42$2.64$2.87$4.38
PutsCheap0.85×
Calls——
Skew——
Implied moveBearish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.4171.9%19.7%24.5172.0%12.2%
25Δ30.0962.7%11.5%25.2269.2%10.3%
30Δ29.5462.8%10.4%25.6868.1%9.4%
35Δ29.0763.3%9.5%26.1467.0%8.5%
40Δ28.6063.8%8.6%26.6065.8%7.7%
45Δ28.1264.3%7.7%27.0664.7%6.8%
50Δ27.6564.7%6.8%27.5263.6%5.9%
55Δ27.1865.2%6.0%27.9862.5%5.1%
60Δ26.7065.7%5.1%28.4461.4%4.2%
65Δ26.2366.2%4.2%28.9160.2%3.3%
70Δ25.7666.6%3.3%29.3759.1%2.5%
75Δ25.2867.1%2.4%29.8358.0%1.6%
80Δ31.4669.8%1.2%

20Δ

Calls
Pseudo strike
32.41
IV
71.9%
B/E move
19.7%
Puts
Pseudo strike
24.51
IV
72.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
30.09
IV
62.7%
B/E move
11.5%
Puts
Pseudo strike
25.22
IV
69.2%
B/E move
10.3%

30Δ

Calls
Pseudo strike
29.54
IV
62.8%
B/E move
10.4%
Puts
Pseudo strike
25.68
IV
68.1%
B/E move
9.4%

35Δ

Calls
Pseudo strike
29.07
IV
63.3%
B/E move
9.5%
Puts
Pseudo strike
26.14
IV
67.0%
B/E move
8.5%

40Δ

Calls
Pseudo strike
28.60
IV
63.8%
B/E move
8.6%
Puts
Pseudo strike
26.60
IV
65.8%
B/E move
7.7%

45Δ

Calls
Pseudo strike
28.12
IV
64.3%
B/E move
7.7%
Puts
Pseudo strike
27.06
IV
64.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
27.65
IV
64.7%
B/E move
6.8%
Puts
Pseudo strike
27.52
IV
63.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
27.18
IV
65.2%
B/E move
6.0%
Puts
Pseudo strike
27.98
IV
62.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
26.70
IV
65.7%
B/E move
5.1%
Puts
Pseudo strike
28.44
IV
61.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
26.23
IV
66.2%
B/E move
4.2%
Puts
Pseudo strike
28.91
IV
60.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
25.76
IV
66.6%
B/E move
3.3%
Puts
Pseudo strike
29.37
IV
59.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
25.28
IV
67.1%
B/E move
2.4%
Puts
Pseudo strike
29.83
IV
58.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.46
IV
69.8%
B/E move
1.2%

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%