Share price$8.82
1D+3.3%
Sold putSold callAH
Benitec Biopharma Inc. Common Stock BNTC
i
Market datapartial · fetched 2026-10-23T05:54:33.311Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:34:58.31681532Z
FundamentalsAlpha Vantage · unavailable
Benitec Biopharma Inc. Common Stock options
PutsExpensive2.59×
CallsExpensive2.72×
SkewBullish-38.94 pp
Implied move——
TiltBearish74.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.96 | 319.7% | 37.5% | |||
| 35Δ | 8.47 | 283.8% | 31.7% | |||
| 40Δ | 8.98 | 247.9% | 26.0% | |||
| 45Δ | 9.48 | 212.1% | 20.3% | |||
| 50Δ | 9.99 | 176.2% | 14.5% | |||
| 55Δ | 10.44 | 167.3% | 12.5% | |||
| 60Δ | 10.88 | 159.0% | 10.5% | |||
| 65Δ | 8.98 | 253.7% | 29.8% | 11.33 | 150.7% | 8.5% |
| 70Δ | 7.88 | 211.6% | 17.6% | 11.78 | 142.4% | 6.5% |
| 75Δ | 12.22 | 134.1% | 4.6% | |||
| 80Δ | 13.32 | 137.8% | 3.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.96
- IV
- 319.7%
- B/E move
- 37.5%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.47
- IV
- 283.8%
- B/E move
- 31.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.98
- IV
- 247.9%
- B/E move
- 26.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.48
- IV
- 212.1%
- B/E move
- 20.3%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.99
- IV
- 176.2%
- B/E move
- 14.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.44
- IV
- 167.3%
- B/E move
- 12.5%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.88
- IV
- 159.0%
- B/E move
- 10.5%
65Δ
- Pseudo strike
- 8.98
- IV
- 253.7%
- B/E move
- 29.8%
- Pseudo strike
- 11.33
- IV
- 150.7%
- B/E move
- 8.5%
70Δ
- Pseudo strike
- 7.88
- IV
- 211.6%
- B/E move
- 17.6%
- Pseudo strike
- 11.78
- IV
- 142.4%
- B/E move
- 6.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.22
- IV
- 134.1%
- B/E move
- 4.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 13.32
- IV
- 137.8%
- B/E move
- 3.1%
Options history
No recorded observations