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AnaptysBio, Inc. Common Stock ANAB

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Market datapartial · fetched 2026-11-12T03:01:21.985Z

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 · 2026-11-11T22:22:12.623317936Z

FundamentalsAlpha Vantage · unavailable

Share price$49.00
1D+0.5%
AH$48.37$48.54$48.71$48.88$49.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANAB
Sold putSold callAH

AnaptysBio, Inc. Common Stock options

Live interpolated ANAB call and put midpoint premiums by absolute delta.AnaptysBio, Inc. Common Stock$1.46$3.84$6.22$8.60$10.98$36.92$41.52$46.12$50.72$55.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ANAB spot · $49.00ANAB PRICE$1.91$2.42$2.58$2.72$2.85$3.07$3.69$4.31$4.93$5.55$6.64$7.96$1.72$2.35$2.98$3.38$3.55$3.72$3.89$4.68$5.61$6.54$7.47$8.87$10.29
PutsExpensive2.34×
Calls——
Skew——
Implied moveBearish±$6.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.47172.3%20.9%
25Δ61.49179.9%29.4%42.28172.5%18.5%
30Δ60.07194.1%27.5%44.09172.7%16.1%
35Δ56.18164.9%19.9%45.67164.5%13.7%
40Δ53.59142.8%14.9%47.03147.6%11.3%
45Δ51.59124.6%11.1%48.39130.8%8.8%
50Δ49.78110.2%7.9%49.74113.9%6.4%
55Δ48.67111.0%6.9%51.06112.2%5.4%
60Δ47.57111.9%5.9%52.36113.9%4.6%
65Δ46.46112.8%4.9%53.66115.6%3.8%
70Δ45.35113.7%3.9%54.96117.3%3.1%
75Δ43.88117.0%3.1%56.67116.8%2.4%
80Δ42.24121.4%2.4%58.40116.1%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.47
IV
172.3%
B/E move
20.9%

25Δ

Calls
Pseudo strike
61.49
IV
179.9%
B/E move
29.4%
Puts
Pseudo strike
42.28
IV
172.5%
B/E move
18.5%

30Δ

Calls
Pseudo strike
60.07
IV
194.1%
B/E move
27.5%
Puts
Pseudo strike
44.09
IV
172.7%
B/E move
16.1%

35Δ

Calls
Pseudo strike
56.18
IV
164.9%
B/E move
19.9%
Puts
Pseudo strike
45.67
IV
164.5%
B/E move
13.7%

40Δ

Calls
Pseudo strike
53.59
IV
142.8%
B/E move
14.9%
Puts
Pseudo strike
47.03
IV
147.6%
B/E move
11.3%

45Δ

Calls
Pseudo strike
51.59
IV
124.6%
B/E move
11.1%
Puts
Pseudo strike
48.39
IV
130.8%
B/E move
8.8%

50Δ

Calls
Pseudo strike
49.78
IV
110.2%
B/E move
7.9%
Puts
Pseudo strike
49.74
IV
113.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
48.67
IV
111.0%
B/E move
6.9%
Puts
Pseudo strike
51.06
IV
112.2%
B/E move
5.4%

60Δ

Calls
Pseudo strike
47.57
IV
111.9%
B/E move
5.9%
Puts
Pseudo strike
52.36
IV
113.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
46.46
IV
112.8%
B/E move
4.9%
Puts
Pseudo strike
53.66
IV
115.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
45.35
IV
113.7%
B/E move
3.9%
Puts
Pseudo strike
54.96
IV
117.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
43.88
IV
117.0%
B/E move
3.1%
Puts
Pseudo strike
56.67
IV
116.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
42.24
IV
121.4%
B/E move
2.4%
Puts
Pseudo strike
58.40
IV
116.1%
B/E move
1.8%

Options history

IV · four-Friday blend83.87%
Daily close
ANAB63.4%90.2%116.9%2026-08-13: 79.49%2026-08-14: 79.51%2026-08-17: 86.46%2026-08-18: 91.87%2026-08-19: 89.92%2026-08-21: 68.38%2026-08-24: 71.28%2026-08-25: 68.61%2026-08-26: 68.19%2026-08-27: 68.27%2026-08-28: 67.09%2026-08-31: 67.84%2026-09-01: 67.86%2026-09-02: 70.44%2026-09-03: 67.55%2026-09-04: 68.78%2026-09-08: 73.61%2026-09-09: 73.79%2026-09-10: 76.79%2026-09-11: 70.69%2026-09-14: 84.03%2026-09-15: 82.84%2026-09-16: 88.16%2026-09-17: 93.28%2026-09-18: 70.21%2026-09-21: 69.27%2026-09-22: 72.15%2026-09-23: 72.53%2026-09-24: 71.26%2026-09-25: 72.31%2026-09-28: 74.65%2026-09-29: 73.07%2026-09-30: 75.36%2026-10-01: 76.60%2026-10-02: 77.13%2026-10-05: 79.13%2026-10-06: 80.91%2026-10-08: 81.42%2026-10-13: 103.37%2026-10-14: 113.23%2026-10-16: 82.58%2026-10-19: 85.12%2026-10-20: 85.11%2026-10-21: 78.67%2026-10-22: 83.70%2026-10-23: 81.31%2026-10-26: 79.91%2026-10-27: 78.50%2026-10-28: 75.89%2026-10-29: 76.72%2026-10-30: 83.87%Aug 13Sep 21Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
79.49%
79.51%
86.46%
91.87%
89.92%
68.38%
71.28%
68.61%
68.19%
68.27%
67.09%
67.84%
67.86%
70.44%
67.55%
68.78%
73.61%
73.79%
76.79%
70.69%
84.03%
82.84%
88.16%
93.28%
70.21%
69.27%
72.15%
72.53%
71.26%
72.31%
74.65%
73.07%
75.36%
76.60%
77.13%
79.13%
80.91%
81.42%
103.37%
113.23%
82.58%
85.12%
85.11%
78.67%
83.70%
81.31%
79.91%
78.50%
75.89%
76.72%
83.87%