PDYN
Palladyne AI Corp.Open4.24−0.40 −8.62%USD
NasdaqGM · as of Oct 14, 12:51 ET · 15m delay
Open
4.51
Prev close
4.64
Day range
4.194.53
52-week range
4.1410.73
Volume
908.37K1.07×
Mkt cap
209.20M
P/E ttm
—
Fwd P/E
-5.81
EPS ttm
-0.6900
Div yield
0.00%
Earnings
Aug 6, 2026
From 52w high
−60.48%
PDYN market-implied price distribution
PDYN Price at Expiry
6 OTM quotes · ATM IV 98.7%
Days to expiry
37
Fri, Nov 20, 2026
P(finish above spot)
55%
spot 4.25
Expected price
4.38
forward 4.52
68% range
3–6
−33.4% / +35.2%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 1.53 | −63.9% |
| 16% | 2.83 | −33.4% |
| 25% | 3.48 | −18.1% |
| 50% (median) | 4.43 | +4.2% |
| 75% | 5.29 | +24.4% |
| 84% | 5.75 | +35.2% |
| 95% | 7.17 | +68.6% |
Move Odds
| Up 5% or more (4.46) | 49% |
|---|---|
| Up 10% or more (4.68) | 42% |
| Down 5% or more (4.04) | 38% |
| Down 10% or more (3.83) | 33% |
Options price a 10%+ drop at 33%, 0.9× the 36% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.