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Benitec Biopharma Inc. BNTC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T04:11:33.383Z

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 · 2026-10-22T20:34:58.31681532Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:08:58.588945+00:00

Share price$8.82
1D+3.3%
AH$8.28$8.43$8.57$8.72$8.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNTC
Sold putSold callAH

Benitec Biopharma Inc. options

Live interpolated BNTC call and put midpoint premiums by absolute delta.Benitec Biopharma Inc.$2.38$3.03$3.67$4.32$4.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBNTC PRICE$2.47$2.49$2.45$2.45$2.45$2.45$2.45$2.72$2.99$3.26$3.53$3.81$4.78
PutsExpensive2.42×
CallsExpensive2.64×
SkewBullish-39.04 pp
Implied move——
TiltBearish74.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.96319.3%37.5%
35Δ8.47283.5%31.7%
40Δ8.98247.6%26.0%
45Δ9.48211.8%20.3%
50Δ9.99176.0%14.5%
55Δ10.44167.1%12.5%
60Δ10.88158.8%10.5%
65Δ8.98253.5%29.8%11.33150.5%8.5%
70Δ7.88211.6%17.6%11.78142.2%6.5%
75Δ12.22133.9%4.6%
80Δ13.33137.7%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.96
IV
319.3%
B/E move
37.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.47
IV
283.5%
B/E move
31.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
247.6%
B/E move
26.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.48
IV
211.8%
B/E move
20.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.99
IV
176.0%
B/E move
14.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
167.1%
B/E move
12.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.88
IV
158.8%
B/E move
10.5%

65Δ

Calls
Pseudo strike
8.98
IV
253.5%
B/E move
29.8%
Puts
Pseudo strike
11.33
IV
150.5%
B/E move
8.5%

70Δ

Calls
Pseudo strike
7.88
IV
211.6%
B/E move
17.6%
Puts
Pseudo strike
11.78
IV
142.2%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.22
IV
133.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.33
IV
137.7%
B/E move
3.1%

Options history

No recorded observations