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AnaptysBio, Inc. Common Stock ANAB

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Market datapartial · fetched 2026-10-22T23:29:08.102Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:04.708091623Z

FundamentalsAlpha Vantage · unavailable

Share price$48.10
1D+1.1%
AH$46.70$47.19$47.67$48.16$48.645:30 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$1.59$5.47$9.34$13.22$17.09$31.89$40.00$48.11$56.22$64.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANAB spot · $48.10ANAB PRICE$2.04$2.31$2.58$3.12$3.68$4.26$5.07$5.89$6.70$7.77$8.86$10.03$2.01$2.44$3.10$3.76$4.43$5.10$5.77$6.89$8.06$9.24$11.20$13.17$15.97
PutsExpensive1.13×
CallsExpensive1.66×
SkewNeutral-0.12 pp
Implied moveBearish±$10.03
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.17121.6%24.8%
25Δ64.27119.2%37.9%41.35101.7%19.1%
30Δ59.80106.1%29.1%43.19100.9%16.6%
35Δ55.3292.9%20.4%45.04100.0%14.2%
40Δ53.3791.8%17.5%46.6396.7%12.3%
45Δ51.6291.6%15.0%48.2293.4%10.4%
50Δ49.8891.6%12.6%49.8290.1%8.4%
55Δ48.2992.8%10.9%51.5389.9%7.2%
60Δ46.7094.0%9.3%53.2690.2%6.0%
65Δ45.1095.2%7.7%54.9890.4%4.9%
70Δ43.3895.3%6.3%57.3892.1%4.0%
75Δ41.6595.2%5.0%59.7893.9%3.1%
80Δ39.8595.8%3.7%62.9895.7%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.17
IV
121.6%
B/E move
24.8%

25Δ

Calls
Pseudo strike
64.27
IV
119.2%
B/E move
37.9%
Puts
Pseudo strike
41.35
IV
101.7%
B/E move
19.1%

30Δ

Calls
Pseudo strike
59.80
IV
106.1%
B/E move
29.1%
Puts
Pseudo strike
43.19
IV
100.9%
B/E move
16.6%

35Δ

Calls
Pseudo strike
55.32
IV
92.9%
B/E move
20.4%
Puts
Pseudo strike
45.04
IV
100.0%
B/E move
14.2%

40Δ

Calls
Pseudo strike
53.37
IV
91.8%
B/E move
17.5%
Puts
Pseudo strike
46.63
IV
96.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
51.62
IV
91.6%
B/E move
15.0%
Puts
Pseudo strike
48.22
IV
93.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
49.88
IV
91.6%
B/E move
12.6%
Puts
Pseudo strike
49.82
IV
90.1%
B/E move
8.4%

55Δ

Calls
Pseudo strike
48.29
IV
92.8%
B/E move
10.9%
Puts
Pseudo strike
51.53
IV
89.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
46.70
IV
94.0%
B/E move
9.3%
Puts
Pseudo strike
53.26
IV
90.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
45.10
IV
95.2%
B/E move
7.7%
Puts
Pseudo strike
54.98
IV
90.4%
B/E move
4.9%

70Δ

Calls
Pseudo strike
43.38
IV
95.3%
B/E move
6.3%
Puts
Pseudo strike
57.38
IV
92.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
41.65
IV
95.2%
B/E move
5.0%
Puts
Pseudo strike
59.78
IV
93.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
39.85
IV
95.8%
B/E move
3.7%
Puts
Pseudo strike
62.98
IV
95.7%
B/E move
2.3%

Options history

ANAB79.8482.6585.452026-10-20: 85.07%2026-10-21: 80.23%Oct 20Oct 21
Table
DateIV
85.07%
80.23%