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Precision BioSciences, Inc. Common Stock DTIL

i

Market dataready · fetched 2026-11-12T01:52:37.426Z

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 · 2026-11-11T21:18:46.941264635Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:52:37.029014+00:00

Share price$9.01
1D-2.1%
AH$8.90$9.05$9.20$9.35$9.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDTIL
Sold putSold callAH

Precision BioSciences, Inc. Common Stock options

Live interpolated DTIL call and put midpoint premiums by absolute delta.Precision BioSciences, Inc. Common Stock$0.47$1.19$1.90$2.61$3.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEDTIL PRICE$0.55$0.64$0.73$0.87$1.19$1.51$1.84$2.16$2.48$2.80$3.12$1.00$1.28$1.55$1.83$2.10$2.37
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.98255.4%33.7%
25Δ7.53270.1%30.6%
30Δ12.08251.4%40.2%8.08284.7%27.5%
35Δ11.33236.4%32.9%8.64299.3%24.4%
40Δ10.58221.4%25.5%9.19313.9%21.3%
45Δ9.89210.9%19.5%9.74328.5%18.2%
50Δ9.40215.7%17.6%
55Δ8.92220.6%15.8%
60Δ8.43225.4%13.9%
65Δ7.94230.3%12.1%
70Δ7.46235.1%10.3%
75Δ6.97239.9%8.4%
80Δ6.48244.8%6.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.98
IV
255.4%
B/E move
33.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.53
IV
270.1%
B/E move
30.6%

30Δ

Calls
Pseudo strike
12.08
IV
251.4%
B/E move
40.2%
Puts
Pseudo strike
8.08
IV
284.7%
B/E move
27.5%

35Δ

Calls
Pseudo strike
11.33
IV
236.4%
B/E move
32.9%
Puts
Pseudo strike
8.64
IV
299.3%
B/E move
24.4%

40Δ

Calls
Pseudo strike
10.58
IV
221.4%
B/E move
25.5%
Puts
Pseudo strike
9.19
IV
313.9%
B/E move
21.3%

45Δ

Calls
Pseudo strike
9.89
IV
210.9%
B/E move
19.5%
Puts
Pseudo strike
9.74
IV
328.5%
B/E move
18.2%

50Δ

Calls
Pseudo strike
9.40
IV
215.7%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.92
IV
220.6%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.43
IV
225.4%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.94
IV
230.3%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.46
IV
235.1%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.97
IV
239.9%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.48
IV
244.8%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend197.13%
Daily EOD
DTIL196.9%197.1%197.3%2026-10-20: 197.13%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
197.13%