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Ascendis Pharma A/S Ordinary Share ASND

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Market datapartial · fetched 2026-10-22T23:28:02.436Z

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 · 2026-10-22T20:00:07.216536847Z

FundamentalsAlpha Vantage · unavailable

Share price$241.70
1D+2.0%
AH$236$238$240$242$2445:30 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$2.69$10.47$18.26$26.04$33.83$203.89$223.96$244.03$264.11$284.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASND spot · $241.70ASND PRICE$3.54$4.70$6.04$7.46$9.06$10.73$12.80$14.87$17.41$20.01$23.19$26.68$31.58$3.53$5.01$6.50$8.07$9.70$11.38$13.38$15.38$17.71$20.33$23.00$26.41$29.82
PutsExpensive1.39×
CallsExpensive1.52×
SkewBullish-6.87 pp
Implied moveBearish±$26.18
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ275.4549.2%15.4%220.3543.4%10.3%
25Δ268.9249.2%13.2%224.3644.7%9.2%
30Δ263.6249.5%11.6%228.3846.1%8.2%
35Δ258.5349.8%10.0%232.4346.3%7.2%
40Δ253.9050.0%8.8%236.5045.9%6.2%
45Δ249.3050.3%7.6%240.5445.4%5.2%
50Δ244.9450.8%6.6%244.3844.9%4.4%
55Δ240.5851.3%5.7%248.2244.4%3.7%
60Δ236.0851.7%4.9%252.1743.9%3.0%
65Δ231.5552.1%4.1%256.2043.4%2.4%
70Δ226.6552.5%3.4%260.2642.9%1.8%
75Δ221.5653.0%2.7%264.8142.2%1.4%
80Δ215.2754.5%2.1%269.3541.4%0.9%

20Δ

Calls
Pseudo strike
275.45
IV
49.2%
B/E move
15.4%
Puts
Pseudo strike
220.35
IV
43.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
268.92
IV
49.2%
B/E move
13.2%
Puts
Pseudo strike
224.36
IV
44.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
263.62
IV
49.5%
B/E move
11.6%
Puts
Pseudo strike
228.38
IV
46.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
258.53
IV
49.8%
B/E move
10.0%
Puts
Pseudo strike
232.43
IV
46.3%
B/E move
7.2%

40Δ

Calls
Pseudo strike
253.90
IV
50.0%
B/E move
8.8%
Puts
Pseudo strike
236.50
IV
45.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
249.30
IV
50.3%
B/E move
7.6%
Puts
Pseudo strike
240.54
IV
45.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
244.94
IV
50.8%
B/E move
6.6%
Puts
Pseudo strike
244.38
IV
44.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
240.58
IV
51.3%
B/E move
5.7%
Puts
Pseudo strike
248.22
IV
44.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
236.08
IV
51.7%
B/E move
4.9%
Puts
Pseudo strike
252.17
IV
43.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
231.55
IV
52.1%
B/E move
4.1%
Puts
Pseudo strike
256.20
IV
43.4%
B/E move
2.4%

70Δ

Calls
Pseudo strike
226.65
IV
52.5%
B/E move
3.4%
Puts
Pseudo strike
260.26
IV
42.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
221.56
IV
53.0%
B/E move
2.7%
Puts
Pseudo strike
264.81
IV
42.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
215.27
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
269.35
IV
41.4%
B/E move
0.9%

Options history

ASND41.4241.5141.602026-10-20: 41.46%2026-10-21: 41.56%Oct 20Oct 21
Table
DateIV
41.46%
41.56%