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Pacira BioSciences, Inc. Common Stock PCRX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T01:57:29.093Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:18:49.373136449Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:57:28.224359+00:00

Share price$36.48
1D-0.0%
AH$36.44$36.46$36.48$36.49$36.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCRX
Sold putSold callAH

Pacira BioSciences, Inc. Common Stock options

Live interpolated PCRX call and put midpoint premiums by absolute delta.Pacira BioSciences, Inc. Common Stock$1.16$1.29$1.42$1.54$1.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPCRX PRICE$1.18$1.18$1.18$1.26$1.33$1.41$1.48$1.56$1.63
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
25Δ44.5376.7%25.3%32.6062.8%13.9%
30Δ41.2859.3%16.4%33.3157.5%12.1%
35Δ34.0252.2%10.4%
40Δ34.7446.8%8.6%
45Δ35.4541.5%6.9%
50Δ36.1636.2%5.1%
55Δ36.8830.9%3.4%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
44.53
IV
76.7%
B/E move
25.3%
Puts
Pseudo strike
32.60
IV
62.8%
B/E move
13.9%

30Δ

Calls
Pseudo strike
41.28
IV
59.3%
B/E move
16.4%
Puts
Pseudo strike
33.31
IV
57.5%
B/E move
12.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.02
IV
52.2%
B/E move
10.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.74
IV
46.8%
B/E move
8.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.45
IV
41.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.16
IV
36.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.88
IV
30.9%
B/E move
3.4%

60Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations