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Ascendis Pharma A/S Ordinary Share ASND

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:07:56.256Z

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 · 2026-11-12T00:57:28.875996461Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:07:55.888984+00:00

Share price$263.99
1D+1.2%
AH$256$258$260$262$2645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASND
Sold putSold callAH

Ascendis Pharma A/S Ordinary Share options

Live interpolated ASND call and put midpoint premiums by absolute delta.Ascendis Pharma A/S Ordinary Share$0.01$16.68$33.34$50.00$66.66$226.66$240.91$255.17$269.43$283.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASND spot · $263.99ASND PRICE$1.81$2.41$3.00$3.59$4.42$5.40$6.37$7.34$8.31$3.23$4.39$5.68$7.20$8.71$10.55$12.58$14.62$18.20$21.98$28.81$39.93$61.86
PutsExpensive2.85×
Calls——
Skew——
Implied moveBearish±$18.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ279.3440.1%6.5%245.0960.1%8.4%
25Δ276.5639.3%5.7%248.1264.3%7.7%
30Δ273.7838.5%4.8%251.3867.1%6.9%
35Δ271.0037.7%4.0%254.9967.9%6.1%
40Δ268.7237.6%3.5%258.6168.6%5.3%
45Δ266.7137.8%3.1%262.2569.2%4.7%
50Δ264.7138.0%2.7%265.9269.7%4.0%
55Δ262.7038.2%2.3%269.5870.3%3.4%
60Δ260.6938.4%1.9%274.2973.8%3.0%
65Δ279.1477.6%2.6%
70Δ286.7486.6%2.3%
75Δ298.38102.1%2.1%
80Δ320.66130.5%2.0%

20Δ

Calls
Pseudo strike
279.34
IV
40.1%
B/E move
6.5%
Puts
Pseudo strike
245.09
IV
60.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
276.56
IV
39.3%
B/E move
5.7%
Puts
Pseudo strike
248.12
IV
64.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
273.78
IV
38.5%
B/E move
4.8%
Puts
Pseudo strike
251.38
IV
67.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
271.00
IV
37.7%
B/E move
4.0%
Puts
Pseudo strike
254.99
IV
67.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
268.72
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
258.61
IV
68.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
266.71
IV
37.8%
B/E move
3.1%
Puts
Pseudo strike
262.25
IV
69.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
264.71
IV
38.0%
B/E move
2.7%
Puts
Pseudo strike
265.92
IV
69.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
262.70
IV
38.2%
B/E move
2.3%
Puts
Pseudo strike
269.58
IV
70.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
260.69
IV
38.4%
B/E move
1.9%
Puts
Pseudo strike
274.29
IV
73.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
279.14
IV
77.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
286.74
IV
86.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
298.38
IV
102.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
320.66
IV
130.5%
B/E move
2.0%

Options history

IV · four-Friday blend41.10%
Daily EOD
ASND38.9%41.4%43.9%2026-10-19: 42.55%2026-10-20: 41.46%2026-10-21: 41.56%2026-10-22: 43.35%2026-10-23: 43.54%2026-10-26: 43.23%2026-10-27: 41.16%2026-10-28: 40.52%2026-10-29: 39.26%2026-10-30: 41.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.55%
41.46%
41.56%
43.35%
43.54%
43.23%
41.16%
40.52%
39.26%
41.10%