PRGS · Progress Software Corp /Ma

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$40.30 +1.64 (+4.24%) At close · Jul 28

Market Cap

$1.59B

41.01M

Options Chain

15-min delayed Underlying $40.30 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 32 contracts

Put / call OI

0.25

Call-heavy positioning

Open interest

1,472

contracts outstanding

Volume

traded today

Max pain

$37.50

$2.80 below spot

ATM implied vol

55.2%

market's expected move

Open interest by strike

Calls Puts

17.5

22.5

27.5

32.5

37.5

42.5

47.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Dec 18 142d Jan 15 170d Mar 19 233d Jan 21 541d Dec 15 870d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	188.4%	0.976	—		$0.10	-0.038	221.2%	1	1
Call · $17.5 In the money Last — Breakeven — Implied vol 188.4% Delta 0.976 ≈98% ITM Gamma 0.003 Theta -0.024 Vega 0.007 Open interest 0 Model this call Put · $17.5 Last $0.10 Breakeven $17.40 Implied vol 221.2% Delta -0.038 ≈4% ITM Gamma 0.004 Theta -0.04 Vega 0.007 Open interest 1 Model this put
0	—	142.9%	0.983	—		$0.45	-0.042	187.2%	2	2
Call · $20 In the money Last — Breakeven — Implied vol 142.9% Delta 0.983 ≈98% ITM Gamma 0.003 Theta -0.015 Vega 0.004 Open interest 0 Model this call Put · $20 Last $0.45 Breakeven $19.55 Implied vol 187.2% Delta -0.042 ≈4% ITM Gamma 0.005 Theta -0.037 Vega 0.012 Open interest 2 Model this put
1	1	120.3%	0.981	$10.60		$0.03	-0.063	174.3%	1	1
Call · $22.5 In the money Last $10.60 Breakeven $33.10 Implied vol 120.3% Delta 0.981 ≈98% ITM Gamma 0.004 Theta -0.014 Vega 0.004 Open interest 1 Model this call Put · $22.5 Last $0.03 Breakeven $22.47 Implied vol 174.3% Delta -0.063 ≈6% ITM Gamma 0.007 Theta -0.047 Vega 0.013 Open interest 1 Model this put
4	3	113.1%	0.963	$13.04		$0.62	-0.065	139.2%	1	4
Call · $25 In the money Last $13.04 Breakeven $38.04 Implied vol 113.1% Delta 0.963 ≈96% ITM Gamma 0.007 Theta -0.022 Vega 0.008 Open interest 4 Model this call Put · $25 Last $0.62 Breakeven $24.38 Implied vol 139.2% Delta -0.065 ≈6% ITM Gamma 0.009 Theta -0.038 Vega 0.014 Open interest 4 Model this put
1	1	—	—	$11.49		$1.06	-0.07	111.2%	10	11
Call · $27.5 In the money Last $11.49 Breakeven $38.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $27.5 Last $1.06 Breakeven $26.44 Implied vol 111.2% Delta -0.07 ≈7% ITM Gamma 0.012 Theta -0.032 Vega 0.015 Open interest 11 Model this put
20	1	86%	0.925	$5.80		$0.15	-0.059	79.1%	1	23
Call · $30 In the money Last $5.80 Breakeven $35.80 Implied vol 86% Delta 0.925 ≈92% ITM Gamma 0.016 Theta -0.029 Vega 0.015 Open interest 20 Model this call Put · $30 Last $0.15 Breakeven $29.85 Implied vol 79.1% Delta -0.059 ≈6% ITM Gamma 0.015 Theta -0.02 Vega 0.015 Open interest 23 Model this put
4	1	105.1%	0.822	$6.20		$0.50	-0.115	75.8%	9	68
Call · $32.5 In the money Last $6.20 Breakeven $38.70 Implied vol 105.1% Delta 0.822 ≈82% ITM Gamma 0.025 Theta -0.062 Vega 0.024 Open interest 4 Model this call Put · $32.5 Last $0.50 Breakeven $32.00 Implied vol 75.8% Delta -0.115 ≈12% ITM Gamma 0.026 Theta -0.032 Vega 0.024 Open interest 68 Model this put
59	2	59.1%	0.836	$6.79		$1.20	-0.225	82.2%	3	90
Call · $35 In the money Last $6.79 Breakeven $41.79 Implied vol 59.1% Delta 0.836 ≈84% ITM Gamma 0.041 Theta -0.034 Vega 0.025 Open interest 59 Model this call Put · $35 Last $1.20 Breakeven $33.80 Implied vol 82.2% Delta -0.225 ≈23% ITM Gamma 0.036 Theta -0.053 Vega 0.033 Open interest 90 Model this put
28	2	54.9%	0.708	$2.32		$1.97	-0.318	68.5%	2	83
Call · $37.5 In the money Last $2.32 Breakeven $39.82 Implied vol 54.9% Delta 0.708 ≈71% ITM Gamma 0.062 Theta -0.044 Vega 0.034 Open interest 28 Model this call Put · $37.5 Last $1.97 Breakeven $35.53 Implied vol 68.5% Delta -0.318 ≈32% ITM Gamma 0.053 Theta -0.053 Vega 0.034 Open interest 83 Model this put
220	13	54.2%	0.534	$2.84		$3.35	-0.467	56.3%	1	2
Call · $40 In the money Last $2.84 Breakeven $42.84 Implied vol 54.2% Delta 0.534 ≈53% ITM Gamma 0.074 Theta -0.049 Vega 0.04 Open interest 220 Model this call Put · $40 Last $3.35 Breakeven $36.65 Implied vol 56.3% Delta -0.467 ≈47% ITM Gamma 0.071 Theta -0.048 Vega 0.04 Open interest 2 Model this put
Underlying $40.30
674	12	65.4%	0.392	$1.37		$4.31	-0.654	50.6%	1	11
Call · $42.5 Last $1.37 Breakeven $43.87 Implied vol 65.4% Delta 0.392 ≈39% ITM Gamma 0.059 Theta -0.057 Vega 0.042 Open interest 674 Model this call Put · $42.5 In the money Last $4.31 Breakeven $38.19 Implied vol 50.6% Delta -0.654 ≈65% ITM Gamma 0.073 Theta -0.038 Vega 0.036 Open interest 11 Model this put
77	2	52%	0.21	$0.75		—	-0.843	44.3%	—	0
Call · $45 Last $0.75 Breakeven $45.75 Implied vol 52% Delta 0.21 ≈21% ITM Gamma 0.055 Theta -0.033 Vega 0.029 Open interest 77 Model this call Put · $45 In the money Last — Breakeven — Implied vol 44.3% Delta -0.843 ≈84% ITM Gamma 0.057 Theta -0.021 Vega 0.028 Open interest 0 Model this put
58	8	58.2%	0.14	$0.35		—	-0.85	62.1%	—	0
Call · $47.5 Last $0.35 Breakeven $47.85 Implied vol 58.2% Delta 0.14 ≈14% ITM Gamma 0.038 Theta -0.029 Vega 0.02 Open interest 58 Model this call Put · $47.5 In the money Last — Breakeven — Implied vol 62.1% Delta -0.85 ≈85% ITM Gamma 0.039 Theta -0.029 Vega 0.028 Open interest 0 Model this put
30	1	56.9%	0.071	$0.20		—	-0.899	65.7%	—	0
Call · $50 Last $0.20 Breakeven $50.20 Implied vol 56.9% Delta 0.071 ≈7% ITM Gamma 0.024 Theta -0.017 Vega 0.012 Open interest 30 Model this call Put · $50 In the money Last — Breakeven — Implied vol 65.7% Delta -0.899 ≈90% ITM Gamma 0.028 Theta -0.022 Vega 0.019 Open interest 0 Model this put
0	—	90.9%	0.104	—		—	-0.939	78.4%	—	0
Call · $55 Last — Breakeven — Implied vol 90.9% Delta 0.104 ≈10% ITM Gamma 0.02 Theta -0.036 Vega 0.021 Open interest 0 Model this call Put · $55 In the money Last — Breakeven — Implied vol 78.4% Delta -0.939 ≈94% ITM Gamma 0.017 Theta -0.018 Vega 0.012 Open interest 0 Model this put
0	—	109.6%	0.091	—		—	—	—	—	0
Call · $60 Last — Breakeven — Implied vol 109.6% Delta 0.091 ≈9% ITM Gamma 0.015 Theta -0.04 Vega 0.022 Open interest 0 Model this call Put · $60 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 876167 CUSIP 743312100 13F (30d) 62 filings 61 filers Visit website Investor relations