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Connect Biopharma Holdings Limited Ordinary Shares CNTB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T05:55:04.050Z

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 · 2026-11-10T23:27:30.946453209Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T05:55:03.719436+00:00

Share price$0.69
1D-5.1%
AH$0.67$0.69$0.71$0.74$0.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNTB
Sold putSold callAH

Connect Biopharma Holdings Limited Ordinary Shares options

Live interpolated CNTB call and put midpoint premiums by absolute delta.Connect Biopharma Holdings Limited Ordinary Shares$0.11$0.22$0.34$0.46$0.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECNTB PRICE$0.12$0.18$0.24$0.30$0.36$0.42$0.48$0.50$0.50$0.50$0.50$0.50$0.50$0.50$0.52$0.53$0.54
Puts——
CallsExpensive3.20×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.30561.5%250.8%0.54795.0%95.0%
25Δ2.18598.7%241.2%0.66778.8%79.0%
30Δ2.05635.8%231.7%0.78762.6%63.0%
35Δ1.93673.0%222.2%0.91746.4%46.9%
40Δ1.80710.2%212.6%
45Δ1.68747.3%203.1%
50Δ1.55784.5%193.6%
55Δ1.38800.0%172.2%
60Δ1.17800.0%142.4%
65Δ0.98800.0%114.0%
70Δ0.83800.0%93.1%
75Δ0.69800.0%72.2%
80Δ0.54800.0%51.3%

20Δ

Calls
Pseudo strike
2.30
IV
561.5%
B/E move
250.8%
Puts
Pseudo strike
0.54
IV
795.0%
B/E move
95.0%

25Δ

Calls
Pseudo strike
2.18
IV
598.7%
B/E move
241.2%
Puts
Pseudo strike
0.66
IV
778.8%
B/E move
79.0%

30Δ

Calls
Pseudo strike
2.05
IV
635.8%
B/E move
231.7%
Puts
Pseudo strike
0.78
IV
762.6%
B/E move
63.0%

35Δ

Calls
Pseudo strike
1.93
IV
673.0%
B/E move
222.2%
Puts
Pseudo strike
0.91
IV
746.4%
B/E move
46.9%

40Δ

Calls
Pseudo strike
1.80
IV
710.2%
B/E move
212.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.68
IV
747.3%
B/E move
203.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.55
IV
784.5%
B/E move
193.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.38
IV
800.0%
B/E move
172.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.17
IV
800.0%
B/E move
142.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
0.98
IV
800.0%
B/E move
114.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
0.83
IV
800.0%
B/E move
93.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
0.69
IV
800.0%
B/E move
72.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
0.54
IV
800.0%
B/E move
51.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations