IntraAlpha
Create free account Start free

Puma Biotechnology Inc Common Stock PBYI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:44:26.765Z

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 · 2026-11-11T09:41:10.421289491Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:44:26.427267+00:00

Share price$8.30
1D
Price history unavailable.

Puma Biotechnology Inc Common Stock options

Live interpolated PBYI call and put midpoint premiums by absolute delta.Puma Biotechnology Inc Common Stock$1.17$1.82$2.48$3.13$3.78$4.84$6.75$8.66$10.58$12.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PBYI spot · $8.30PBYI PRICE$1.24$1.46$1.68$1.90$2.12$1.90$2.02$2.15$2.27$2.39$2.54$2.80$3.06$3.33$3.59
Puts——
Calls——
Skew——
Implied moveBearish±$3.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.86416.9%28.2%
40Δ8.30384.9%24.4%
45Δ8.71251.0%20.0%8.74352.9%20.6%
50Δ8.45276.2%19.4%9.18320.9%16.7%
55Δ8.18301.4%18.9%9.62288.9%12.9%
60Δ7.92326.6%18.3%10.05259.4%9.4%
65Δ7.66351.7%17.8%10.43244.5%8.1%
70Δ10.80229.6%6.7%
75Δ11.18214.7%5.4%
80Δ11.55199.8%4.0%

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
7.86
IV
416.9%
B/E move
28.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.30
IV
384.9%
B/E move
24.4%

45Δ

Calls
Pseudo strike
8.71
IV
251.0%
B/E move
20.0%
Puts
Pseudo strike
8.74
IV
352.9%
B/E move
20.6%

50Δ

Calls
Pseudo strike
8.45
IV
276.2%
B/E move
19.4%
Puts
Pseudo strike
9.18
IV
320.9%
B/E move
16.7%

55Δ

Calls
Pseudo strike
8.18
IV
301.4%
B/E move
18.9%
Puts
Pseudo strike
9.62
IV
288.9%
B/E move
12.9%

60Δ

Calls
Pseudo strike
7.92
IV
326.6%
B/E move
18.3%
Puts
Pseudo strike
10.05
IV
259.4%
B/E move
9.4%

65Δ

Calls
Pseudo strike
7.66
IV
351.7%
B/E move
17.8%
Puts
Pseudo strike
10.43
IV
244.5%
B/E move
8.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.80
IV
229.6%
B/E move
6.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.18
IV
214.7%
B/E move
5.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.55
IV
199.8%
B/E move
4.0%

Options history

IV · four-Friday blend80.32%
Daily EOD
PBYI77.4%98.6%119.9%2026-10-19: 99.57%2026-10-20: 81.08%2026-10-21: 95.35%2026-10-22: 88.94%2026-10-26: 116.95%2026-10-27: 112.56%2026-10-28: 101.99%2026-10-30: 80.32%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.57%
81.08%
95.35%
88.94%
116.95%
112.56%
101.99%
80.32%