IntraAlpha
Create free account Start free

MBX Biosciences, Inc. Common Stock MBX

i

Market datapartial · fetched 2026-10-22T23:42:44.481Z

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 · 2026-10-22T20:00:00.431878978Z

FundamentalsAlpha Vantage · unavailable

Share price$50.46
1D-5.4%
AH$50$51$52$54$555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMBX
Sold putSold callAH

MBX Biosciences, Inc. Common Stock options

Live interpolated MBX call and put midpoint premiums by absolute delta.MBX Biosciences, Inc. Common Stock$2.04$5.84$9.64$13.45$17.25$33.51$42.73$51.95$61.18$70.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MBX spot · $50.46MBX PRICE$2.45$2.79$3.09$3.81$4.53$5.27$6.01$7.04$8.39$9.72$10.77$11.83$2.45$2.60$2.95$3.64$4.33$5.12$6.06$7.01$8.11$9.55$11.00$13.36$16.15
PutsExpensive1.47×
CallsExpensive1.65×
SkewBullish-21.07 pp
Implied moveBearish±$11.33
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.85128.9%25.9%
25Δ71.26139.1%46.1%43.01107.3%19.9%
30Δ64.46122.5%33.3%45.6193.4%15.5%
35Δ59.58107.5%24.2%47.2992.0%13.5%
40Δ57.46109.6%21.4%48.9790.6%11.5%
45Δ55.35111.8%18.7%50.6389.5%9.8%
50Δ53.24110.8%15.9%52.2688.9%8.4%
55Δ51.12109.2%13.2%53.8988.2%7.1%
60Δ49.02110.9%11.1%55.6287.8%5.8%
65Δ46.94116.3%9.7%57.5788.0%4.8%
70Δ44.87121.1%8.2%59.5388.2%3.8%
75Δ42.88115.8%6.3%62.3190.5%3.0%
80Δ40.89110.5%4.5%65.5093.5%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.85
IV
128.9%
B/E move
25.9%

25Δ

Calls
Pseudo strike
71.26
IV
139.1%
B/E move
46.1%
Puts
Pseudo strike
43.01
IV
107.3%
B/E move
19.9%

30Δ

Calls
Pseudo strike
64.46
IV
122.5%
B/E move
33.3%
Puts
Pseudo strike
45.61
IV
93.4%
B/E move
15.5%

35Δ

Calls
Pseudo strike
59.58
IV
107.5%
B/E move
24.2%
Puts
Pseudo strike
47.29
IV
92.0%
B/E move
13.5%

40Δ

Calls
Pseudo strike
57.46
IV
109.6%
B/E move
21.4%
Puts
Pseudo strike
48.97
IV
90.6%
B/E move
11.5%

45Δ

Calls
Pseudo strike
55.35
IV
111.8%
B/E move
18.7%
Puts
Pseudo strike
50.63
IV
89.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
53.24
IV
110.8%
B/E move
15.9%
Puts
Pseudo strike
52.26
IV
88.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
51.12
IV
109.2%
B/E move
13.2%
Puts
Pseudo strike
53.89
IV
88.2%
B/E move
7.1%

60Δ

Calls
Pseudo strike
49.02
IV
110.9%
B/E move
11.1%
Puts
Pseudo strike
55.62
IV
87.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
46.94
IV
116.3%
B/E move
9.7%
Puts
Pseudo strike
57.57
IV
88.0%
B/E move
4.8%

70Δ

Calls
Pseudo strike
44.87
IV
121.1%
B/E move
8.2%
Puts
Pseudo strike
59.53
IV
88.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
42.88
IV
115.8%
B/E move
6.3%
Puts
Pseudo strike
62.31
IV
90.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
40.89
IV
110.5%
B/E move
4.5%
Puts
Pseudo strike
65.50
IV
93.5%
B/E move
2.2%

Options history

No recorded observations