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Connect Biopharma Holdings Limited Ordinary Shares CNTB

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Market datapartial · fetched 2026-10-22T04:41:15.759Z

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 · 2026-10-21T23:53:27.560249751Z

FundamentalsAlpha Vantage · unavailable

Share price$0.80
1D-5.8%
AH$0.78$0.81$0.83$0.86$0.885:30 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$0.49$0.54$0.58$0.62$0.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECNTB PRICE$0.50$0.50$0.50$0.50$0.51$0.50$0.50$0.50$0.50$0.52$0.53$0.55$0.57$0.58$0.60$0.62$0.63$0.65
PutsExpensive1.90×
CallsExpensive3.34×
SkewBullish-411.44 pp
Implied move——
TiltBearish48.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.72631.5%73.0%
25Δ0.81555.5%60.9%
30Δ0.91479.5%48.7%
35Δ1.00407.5%37.3%
40Δ1.04383.6%34.1%
45Δ1.09359.7%31.0%
50Δ1.13335.9%27.9%
55Δ1.17312.0%24.8%
60Δ6.50792.9%775.2%1.21288.1%21.7%
65Δ5.15783.3%606.0%1.25264.2%18.5%
70Δ3.80773.7%436.9%1.29240.3%15.4%
75Δ2.44764.2%267.7%1.34216.4%12.3%
80Δ1.27738.0%123.1%1.38192.6%9.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
631.5%
B/E move
73.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
555.5%
B/E move
60.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
479.5%
B/E move
48.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.00
IV
407.5%
B/E move
37.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
383.6%
B/E move
34.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
359.7%
B/E move
31.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
335.9%
B/E move
27.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
312.0%
B/E move
24.8%

60Δ

Calls
Pseudo strike
6.50
IV
792.9%
B/E move
775.2%
Puts
Pseudo strike
1.21
IV
288.1%
B/E move
21.7%

65Δ

Calls
Pseudo strike
5.15
IV
783.3%
B/E move
606.0%
Puts
Pseudo strike
1.25
IV
264.2%
B/E move
18.5%

70Δ

Calls
Pseudo strike
3.80
IV
773.7%
B/E move
436.9%
Puts
Pseudo strike
1.29
IV
240.3%
B/E move
15.4%

75Δ

Calls
Pseudo strike
2.44
IV
764.2%
B/E move
267.7%
Puts
Pseudo strike
1.34
IV
216.4%
B/E move
12.3%

80Δ

Calls
Pseudo strike
1.27
IV
738.0%
B/E move
123.1%
Puts
Pseudo strike
1.38
IV
192.6%
B/E move
9.2%

Options history

No recorded observations