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Connect Biopharma Holdings Limited Ordinary Shares CNTB

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Market datapartial · fetched 2026-10-22T08:07:44.570Z

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 · 2026-10-22T08:01:57.792417115Z

FundamentalsAlpha Vantage · unavailable

Share price$0.80
1D
Price history unavailable.

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$0.59$0.60$0.62$0.64$0.65
PutsExpensive1.91×
CallsExpensive3.35×
SkewBullish-411.10 pp
Implied move——
TiltBearish48.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.72632.0%73.1%
25Δ0.81556.1%60.9%
30Δ0.91480.1%48.7%
35Δ1.00408.5%37.3%
40Δ1.05384.6%34.1%
45Δ1.09360.7%31.0%
50Δ1.13336.8%27.9%
55Δ1.17312.8%24.7%
60Δ6.46792.8%769.1%1.21288.9%21.6%
65Δ5.11783.5%601.3%1.25265.0%18.5%
70Δ3.77774.3%433.5%1.30241.1%15.3%
75Δ2.43765.0%265.7%1.34217.1%12.2%
80Δ1.27738.7%122.4%1.38193.2%9.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
632.0%
B/E move
73.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
556.1%
B/E move
60.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
480.1%
B/E move
48.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.00
IV
408.5%
B/E move
37.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.05
IV
384.6%
B/E move
34.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.09
IV
360.7%
B/E move
31.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.13
IV
336.8%
B/E move
27.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
312.8%
B/E move
24.7%

60Δ

Calls
Pseudo strike
6.46
IV
792.8%
B/E move
769.1%
Puts
Pseudo strike
1.21
IV
288.9%
B/E move
21.6%

65Δ

Calls
Pseudo strike
5.11
IV
783.5%
B/E move
601.3%
Puts
Pseudo strike
1.25
IV
265.0%
B/E move
18.5%

70Δ

Calls
Pseudo strike
3.77
IV
774.3%
B/E move
433.5%
Puts
Pseudo strike
1.30
IV
241.1%
B/E move
15.3%

75Δ

Calls
Pseudo strike
2.43
IV
765.0%
B/E move
265.7%
Puts
Pseudo strike
1.34
IV
217.1%
B/E move
12.2%

80Δ

Calls
Pseudo strike
1.27
IV
738.7%
B/E move
122.4%
Puts
Pseudo strike
1.38
IV
193.2%
B/E move
9.1%

Options history

No recorded observations