IntraAlpha
Create free account Start free

Pacific Biosciences of California PACB

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-10-22T23:44:44.694Z

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 · 2026-10-22T23:44:16.875480994Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:44:42.780118+00:00

Share price$2.05
1D-4.2%
AH$2.04$2.08$2.13$2.17$2.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPACB
Sold putSold callAH

Pacific Biosciences of California options

Live interpolated PACB call and put midpoint premiums by absolute delta.Pacific Biosciences of California$0.04$0.27$0.51$0.74$0.97$0.88$1.58$2.28$2.98$3.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PACB spot · $2.05PACB PRICE$0.07$0.08$0.10$0.12$0.15$0.18$0.20$0.23$0.27$0.43$0.58$0.74$0.90$0.08$0.09$0.10$0.11$0.12$0.18$0.25$0.31$0.37$0.43$0.50$0.66$0.90
PutsCheap0.59×
CallsCheap0.80×
SkewBullish-42.67 pp
Implied moveBearish±$0.45
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.58136.8%78.0%1.59122.6%26.4%
25Δ3.05120.8%53.0%1.69108.9%22.0%
30Δ2.52104.9%27.9%1.7995.3%17.6%
35Δ2.42103.1%24.0%1.8981.6%13.2%
40Δ2.33101.9%21.1%1.9968.0%8.8%
45Δ2.25100.7%18.2%2.0771.2%7.8%
50Δ2.1699.6%15.3%2.1575.7%7.1%
55Δ2.0898.4%12.3%2.2380.2%6.3%
60Δ1.98101.5%9.7%2.3184.6%5.5%
65Δ1.81138.8%9.3%2.3989.1%4.8%
70Δ1.65176.0%8.9%2.4693.6%4.0%
75Δ1.48213.2%8.5%2.64103.3%3.3%
80Δ1.31250.5%8.1%2.90117.3%2.7%

20Δ

Calls
Pseudo strike
3.58
IV
136.8%
B/E move
78.0%
Puts
Pseudo strike
1.59
IV
122.6%
B/E move
26.4%

25Δ

Calls
Pseudo strike
3.05
IV
120.8%
B/E move
53.0%
Puts
Pseudo strike
1.69
IV
108.9%
B/E move
22.0%

30Δ

Calls
Pseudo strike
2.52
IV
104.9%
B/E move
27.9%
Puts
Pseudo strike
1.79
IV
95.3%
B/E move
17.6%

35Δ

Calls
Pseudo strike
2.42
IV
103.1%
B/E move
24.0%
Puts
Pseudo strike
1.89
IV
81.6%
B/E move
13.2%

40Δ

Calls
Pseudo strike
2.33
IV
101.9%
B/E move
21.1%
Puts
Pseudo strike
1.99
IV
68.0%
B/E move
8.8%

45Δ

Calls
Pseudo strike
2.25
IV
100.7%
B/E move
18.2%
Puts
Pseudo strike
2.07
IV
71.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
2.16
IV
99.6%
B/E move
15.3%
Puts
Pseudo strike
2.15
IV
75.7%
B/E move
7.1%

55Δ

Calls
Pseudo strike
2.08
IV
98.4%
B/E move
12.3%
Puts
Pseudo strike
2.23
IV
80.2%
B/E move
6.3%

60Δ

Calls
Pseudo strike
1.98
IV
101.5%
B/E move
9.7%
Puts
Pseudo strike
2.31
IV
84.6%
B/E move
5.5%

65Δ

Calls
Pseudo strike
1.81
IV
138.8%
B/E move
9.3%
Puts
Pseudo strike
2.39
IV
89.1%
B/E move
4.8%

70Δ

Calls
Pseudo strike
1.65
IV
176.0%
B/E move
8.9%
Puts
Pseudo strike
2.46
IV
93.6%
B/E move
4.0%

75Δ

Calls
Pseudo strike
1.48
IV
213.2%
B/E move
8.5%
Puts
Pseudo strike
2.64
IV
103.3%
B/E move
3.3%

80Δ

Calls
Pseudo strike
1.31
IV
250.5%
B/E move
8.1%
Puts
Pseudo strike
2.90
IV
117.3%
B/E move
2.7%

Options history

No recorded observations