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Benitec Biopharma Inc. Common Stock BNTC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T14:58:44.154Z

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 · 2026-11-12T14:30:00.367125226Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T14:58:43.456818+00:00

Share price$9.39
1D+0.0%
$9.39$9.39$9.39$9.39$9.405:30 AM6:30 AM9:00 AM1:00 PMBNTC
Sold putSold call

Benitec Biopharma Inc. Common Stock options

Live interpolated BNTC call and put midpoint premiums by absolute delta.Benitec Biopharma Inc. Common Stock$2.43$2.58$2.73$2.88$3.02$3.07$5.13$7.19$9.25$11.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BNTC spot · $9.39BNTC PRICE$2.45$2.45$2.45$2.49$2.54$2.58$2.98$2.45$2.45$2.45$2.45$2.45$2.47$2.55$2.62$2.69$2.76$2.83$2.90$2.97
PutsExpensive4.80×
Calls——
Skew——
Implied moveBalanced±$5.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.72721.2%54.5%
25Δ7.73657.0%43.8%
30Δ8.35579.1%37.2%
35Δ8.97501.3%30.5%
40Δ9.59423.5%23.9%
45Δ10.09363.8%18.9%
50Δ18.50772.8%123.1%10.34338.5%17.0%
55Δ12.94618.6%63.9%10.59313.3%15.0%
60Δ10.42502.2%37.0%10.85288.0%13.1%
65Δ9.36433.0%26.2%11.10262.7%11.2%
70Δ8.57373.4%18.3%11.35237.4%9.2%
75Δ7.79313.8%10.5%11.61212.1%7.3%
80Δ7.02301.2%6.5%11.86186.9%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.72
IV
721.2%
B/E move
54.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.73
IV
657.0%
B/E move
43.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
579.1%
B/E move
37.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.97
IV
501.3%
B/E move
30.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.59
IV
423.5%
B/E move
23.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.09
IV
363.8%
B/E move
18.9%

50Δ

Calls
Pseudo strike
18.50
IV
772.8%
B/E move
123.1%
Puts
Pseudo strike
10.34
IV
338.5%
B/E move
17.0%

55Δ

Calls
Pseudo strike
12.94
IV
618.6%
B/E move
63.9%
Puts
Pseudo strike
10.59
IV
313.3%
B/E move
15.0%

60Δ

Calls
Pseudo strike
10.42
IV
502.2%
B/E move
37.0%
Puts
Pseudo strike
10.85
IV
288.0%
B/E move
13.1%

65Δ

Calls
Pseudo strike
9.36
IV
433.0%
B/E move
26.2%
Puts
Pseudo strike
11.10
IV
262.7%
B/E move
11.2%

70Δ

Calls
Pseudo strike
8.57
IV
373.4%
B/E move
18.3%
Puts
Pseudo strike
11.35
IV
237.4%
B/E move
9.2%

75Δ

Calls
Pseudo strike
7.79
IV
313.8%
B/E move
10.5%
Puts
Pseudo strike
11.61
IV
212.1%
B/E move
7.3%

80Δ

Calls
Pseudo strike
7.02
IV
301.2%
B/E move
6.5%
Puts
Pseudo strike
11.86
IV
186.9%
B/E move
5.3%

Options history

IV · four-Friday blend317.59%
Daily close
BNTC118.8%225.5%332.3%2026-08-14: 204.37%2026-08-17: 231.74%2026-08-18: 249.91%2026-08-19: 270.96%2026-08-21: 133.48%2026-08-24: 141.78%2026-08-25: 143.76%2026-08-26: 144.23%2026-08-27: 148.09%2026-08-28: 150.35%2026-08-31: 161.61%2026-09-01: 160.92%2026-09-02: 157.18%2026-09-03: 163.54%2026-09-04: 163.07%2026-09-08: 180.81%2026-09-09: 191.64%2026-09-10: 196.68%2026-09-11: 203.99%2026-09-14: 238.60%2026-09-15: 275.37%2026-09-18: 155.11%2026-09-21: 162.06%2026-09-22: 161.77%2026-09-23: 186.67%2026-09-24: 194.07%2026-09-25: 197.45%2026-09-28: 198.12%2026-09-30: 207.49%2026-10-05: 239.00%2026-10-06: 251.49%2026-10-07: 258.31%2026-10-08: 278.34%2026-10-09: 281.45%2026-10-12: 317.59%Aug 14Sep 10Oct 12
35 observations2026-08-14 — 2026-10-12
Table
DateIV (%)
204.37%
231.74%
249.91%
270.96%
133.48%
141.78%
143.76%
144.23%
148.09%
150.35%
161.61%
160.92%
157.18%
163.54%
163.07%
180.81%
191.64%
196.68%
203.99%
238.60%
275.37%
155.11%
162.06%
161.77%
186.67%
194.07%
197.45%
198.12%
207.49%
239.00%
251.49%
258.31%
278.34%
281.45%
317.59%