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Progress Software Corporation Common Stock (DE) PRGS

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-03T18:46:18.180Z

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 · 2026-11-03T18:39:32.572072858Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-03T18:46:17.462449+00:00

Share price$44.31
1D+0.9%
$43.41$43.73$44.06$44.38$44.705:30 AM6:30 AM9:00 AM1:00 PMPRGS
Sold putSold call

Progress Software Corporation Common Stock (DE) options

Live interpolated PRGS call and put midpoint premiums by absolute delta.Progress Software Corporation Common Stock (DE)$0.40$1.77$3.14$4.51$5.88$37.77$41.09$44.41$47.73$51.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRGS spot · $44.31PRGS PRICE$0.55$0.72$0.92$1.24$1.57$1.90$2.22$2.53$2.83$3.13$3.57$4.05$4.52$0.68$0.91$1.13$1.36$1.61$1.86$2.11$2.49$3.06$3.63$4.21$4.85$5.49
PutsExpensive1.12×
CallsExpensive1.20×
SkewBullish-2.06 pp
Implied moveBullish±$4.33
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.3253.2%12.5%40.1359.9%11.0%
25Δ48.3552.8%10.7%40.9958.7%9.5%
30Δ47.4252.7%9.1%41.8457.5%8.1%
35Δ46.7855.6%8.4%42.6656.2%6.8%
40Δ46.1358.5%7.7%43.3154.5%5.9%
45Δ45.4961.4%6.9%43.9752.9%5.0%
50Δ44.8263.2%6.2%44.6351.2%4.0%
55Δ44.1061.2%5.2%45.3351.0%3.3%
60Δ43.3859.3%4.3%46.1052.8%2.9%
65Δ42.6657.4%3.3%46.8754.6%2.4%
70Δ41.9456.0%2.7%47.6555.8%2.0%
75Δ41.2254.8%2.2%48.4854.6%1.5%
80Δ40.5053.6%1.6%49.3253.4%1.1%

20Δ

Calls
Pseudo strike
49.32
IV
53.2%
B/E move
12.5%
Puts
Pseudo strike
40.13
IV
59.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
48.35
IV
52.8%
B/E move
10.7%
Puts
Pseudo strike
40.99
IV
58.7%
B/E move
9.5%

30Δ

Calls
Pseudo strike
47.42
IV
52.7%
B/E move
9.1%
Puts
Pseudo strike
41.84
IV
57.5%
B/E move
8.1%

35Δ

Calls
Pseudo strike
46.78
IV
55.6%
B/E move
8.4%
Puts
Pseudo strike
42.66
IV
56.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
46.13
IV
58.5%
B/E move
7.7%
Puts
Pseudo strike
43.31
IV
54.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
45.49
IV
61.4%
B/E move
6.9%
Puts
Pseudo strike
43.97
IV
52.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
44.82
IV
63.2%
B/E move
6.2%
Puts
Pseudo strike
44.63
IV
51.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
44.10
IV
61.2%
B/E move
5.2%
Puts
Pseudo strike
45.33
IV
51.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
43.38
IV
59.3%
B/E move
4.3%
Puts
Pseudo strike
46.10
IV
52.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
42.66
IV
57.4%
B/E move
3.3%
Puts
Pseudo strike
46.87
IV
54.6%
B/E move
2.4%

70Δ

Calls
Pseudo strike
41.94
IV
56.0%
B/E move
2.7%
Puts
Pseudo strike
47.65
IV
55.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
41.22
IV
54.8%
B/E move
2.2%
Puts
Pseudo strike
48.48
IV
54.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
40.50
IV
53.6%
B/E move
1.6%
Puts
Pseudo strike
49.32
IV
53.4%
B/E move
1.1%

Options history

IV · four-Friday blend52.79%
Daily EOD
PRGS48.6%50.9%53.1%2026-10-19: 51.88%2026-10-20: 49.43%2026-10-21: 51.27%2026-10-22: 50.07%2026-10-23: 50.21%2026-10-26: 48.91%2026-10-27: 51.42%2026-10-28: 52.82%2026-10-29: 52.44%2026-10-30: 52.79%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.88%
49.43%
51.27%
50.07%
50.21%
48.91%
51.42%
52.82%
52.44%
52.79%