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MBX Biosciences, Inc. Common Stock MBX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:00:24.321Z

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 · 2026-11-12T00:26:05.824263996Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:00:23.516348+00:00

Share price$59.00
1D+3.3%
AH$55.35$56.17$57.00$57.82$58.645:30 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$1.44$6.53$11.62$16.71$21.80$45.65$51.86$58.07$64.28$70.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MBX spot · $59.00MBX PRICE$1.99$2.22$2.59$2.95$3.34$3.82$4.30$4.78$5.27$2.08$2.56$2.81$3.31$4.10$4.90$5.87$7.35$8.84$11.46$14.86$20.33
Puts——
Calls——
Skew——
Implied moveBearish±$9.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.71173.6%21.0%
25Δ71.89156.9%25.2%51.12165.9%17.7%
30Δ53.62144.0%13.9%
35Δ64.29112.3%12.7%55.70132.4%11.2%
40Δ62.77107.8%10.8%57.26133.3%9.9%
45Δ61.24103.2%8.8%58.83134.2%8.6%
50Δ59.8098.9%7.0%60.49136.3%7.4%
55Δ58.7396.0%6.0%62.47142.3%6.6%
60Δ57.6693.0%5.0%64.45148.3%5.7%
65Δ56.5990.1%4.0%67.45161.4%5.1%
70Δ55.5287.2%3.0%71.21178.3%4.5%
75Δ77.02203.6%3.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.71
IV
173.6%
B/E move
21.0%

25Δ

Calls
Pseudo strike
71.89
IV
156.9%
B/E move
25.2%
Puts
Pseudo strike
51.12
IV
165.9%
B/E move
17.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.62
IV
144.0%
B/E move
13.9%

35Δ

Calls
Pseudo strike
64.29
IV
112.3%
B/E move
12.7%
Puts
Pseudo strike
55.70
IV
132.4%
B/E move
11.2%

40Δ

Calls
Pseudo strike
62.77
IV
107.8%
B/E move
10.8%
Puts
Pseudo strike
57.26
IV
133.3%
B/E move
9.9%

45Δ

Calls
Pseudo strike
61.24
IV
103.2%
B/E move
8.8%
Puts
Pseudo strike
58.83
IV
134.2%
B/E move
8.6%

50Δ

Calls
Pseudo strike
59.80
IV
98.9%
B/E move
7.0%
Puts
Pseudo strike
60.49
IV
136.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
58.73
IV
96.0%
B/E move
6.0%
Puts
Pseudo strike
62.47
IV
142.3%
B/E move
6.6%

60Δ

Calls
Pseudo strike
57.66
IV
93.0%
B/E move
5.0%
Puts
Pseudo strike
64.45
IV
148.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
56.59
IV
90.1%
B/E move
4.0%
Puts
Pseudo strike
67.45
IV
161.4%
B/E move
5.1%

70Δ

Calls
Pseudo strike
55.52
IV
87.2%
B/E move
3.0%
Puts
Pseudo strike
71.21
IV
178.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.02
IV
203.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend110.84%
Daily EOD
MBX103.4%107.4%111.4%2026-10-19: 105.25%2026-10-20: 104.72%2026-10-21: 103.96%2026-10-22: 104.85%2026-10-23: 107.32%2026-10-26: 109.88%2026-10-27: 108.94%2026-10-28: 106.94%2026-10-29: 108.33%2026-10-30: 110.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.25%
104.72%
103.96%
104.85%
107.32%
109.88%
108.94%
106.94%
108.33%
110.84%