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Pacific Biosciences of California, Inc. Common Stock PACB

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T02:23:40.733Z

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 · 2026-11-12T00:41:22.296550161Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:23:39.960947+00:00

Share price$2.09
1D-8.3%
AH$2.06$2.13$2.19$2.26$2.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPACB
Sold putSold callAH

Pacific Biosciences of California, Inc. Common Stock options

Live interpolated PACB call and put midpoint premiums by absolute delta.Pacific Biosciences of California, Inc. Common Stock$0.24$0.42$0.61$0.79$0.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPACB PRICE$0.26$0.29$0.33$0.36$0.93
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.33227.5%24.0%
50Δ2.24236.1%21.0%
55Δ2.14244.6%18.0%
60Δ2.04253.2%15.0%
65Δ
70Δ
75Δ
80Δ1.46525.9%14.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
2.33
IV
227.5%
B/E move
24.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.24
IV
236.1%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.14
IV
244.6%
B/E move
18.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.04
IV
253.2%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
1.46
IV
525.9%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend118.45%
Daily EOD
PACB105.1%145.0%184.9%2026-10-19: 132.79%2026-10-20: 137.35%2026-10-21: 145.78%2026-10-22: 129.91%2026-10-23: 179.37%2026-10-26: 161.54%2026-10-27: 129.35%2026-10-28: 110.60%2026-10-29: 126.57%2026-10-30: 118.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
132.79%
137.35%
145.78%
129.91%
179.37%
161.54%
129.35%
110.60%
126.57%
118.45%