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Parabilis Medicines, Inc. Common Stock PBLS

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Market datapartial · fetched 2026-10-22T21:58:03.107Z

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 · 2026-10-22T20:22:03.857580248Z

FundamentalsAlpha Vantage · unavailable

Share price$26.55
1D-3.5%
AH$26.42$26.89$27.35$27.81$28.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBLS
Sold putSold callAH

Parabilis Medicines, Inc. Common Stock options

Live interpolated PBLS call and put midpoint premiums by absolute delta.Parabilis Medicines, Inc. Common Stock$2.03$3.25$4.47$5.69$6.91$16.24$21.70$27.16$32.62$38.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBLS spot · $26.55PBLS PRICE$2.45$2.43$2.16$2.37$2.75$3.13$3.51$3.93$4.58$5.23$6.37$2.45$2.45$2.47$2.49$2.75$3.07$3.39$3.71$4.03$4.35$4.96$5.76$6.56
PutsExpensive1.10×
CallsExpensive1.24×
SkewBullish-16.34 pp
Implied moveBearish±$6.14
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.19214.9%37.0%
25Δ21.55171.1%28.1%
30Δ46.95234.3%86.1%23.29141.0%21.6%
35Δ36.87178.2%48.0%24.71117.6%16.3%
40Δ31.20124.2%25.6%25.64108.2%13.8%
45Δ29.16109.4%18.7%26.45102.4%12.0%
50Δ28.07107.4%16.1%27.2696.6%10.1%
55Δ26.99105.5%13.4%28.0690.9%8.3%
60Δ25.91103.6%10.8%28.8785.1%6.4%
65Δ24.83102.2%8.3%29.6879.3%4.6%
70Δ23.80103.6%6.9%30.6075.5%3.4%
75Δ22.77105.0%5.5%31.5973.0%2.7%
80Δ21.34113.0%4.4%32.5870.5%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.19
IV
214.9%
B/E move
37.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.55
IV
171.1%
B/E move
28.1%

30Δ

Calls
Pseudo strike
46.95
IV
234.3%
B/E move
86.1%
Puts
Pseudo strike
23.29
IV
141.0%
B/E move
21.6%

35Δ

Calls
Pseudo strike
36.87
IV
178.2%
B/E move
48.0%
Puts
Pseudo strike
24.71
IV
117.6%
B/E move
16.3%

40Δ

Calls
Pseudo strike
31.20
IV
124.2%
B/E move
25.6%
Puts
Pseudo strike
25.64
IV
108.2%
B/E move
13.8%

45Δ

Calls
Pseudo strike
29.16
IV
109.4%
B/E move
18.7%
Puts
Pseudo strike
26.45
IV
102.4%
B/E move
12.0%

50Δ

Calls
Pseudo strike
28.07
IV
107.4%
B/E move
16.1%
Puts
Pseudo strike
27.26
IV
96.6%
B/E move
10.1%

55Δ

Calls
Pseudo strike
26.99
IV
105.5%
B/E move
13.4%
Puts
Pseudo strike
28.06
IV
90.9%
B/E move
8.3%

60Δ

Calls
Pseudo strike
25.91
IV
103.6%
B/E move
10.8%
Puts
Pseudo strike
28.87
IV
85.1%
B/E move
6.4%

65Δ

Calls
Pseudo strike
24.83
IV
102.2%
B/E move
8.3%
Puts
Pseudo strike
29.68
IV
79.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
23.80
IV
103.6%
B/E move
6.9%
Puts
Pseudo strike
30.60
IV
75.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
22.77
IV
105.0%
B/E move
5.5%
Puts
Pseudo strike
31.59
IV
73.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
21.34
IV
113.0%
B/E move
4.4%
Puts
Pseudo strike
32.58
IV
70.5%
B/E move
2.0%

Options history

No recorded observations