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Pacira BioSciences, Inc. PCRX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-22T21:31:24.620Z

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 · 2026-10-22T20:00:02.06166055Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:25:28.247828+00:00

Share price$36.34
1D-0.2%
AH$36.29$36.32$36.36$36.39$36.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCRX
Sold putSold callAH

Pacira BioSciences, Inc. options

Live interpolated PCRX call and put midpoint premiums by absolute delta.Pacira BioSciences, Inc.$1.11$1.72$2.34$2.95$3.57$20.88$30.16$39.44$48.72$58.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCRX spot · $36.34PCRX PRICE$1.18$1.22$1.32$1.41$1.50$1.59$1.68$1.77$1.86$1.95$2.27$2.67$1.47$1.63$1.79$1.95$2.11$2.27$2.43$2.59$2.75$2.91$3.07$3.23$3.39
PutsExpensive3.76×
CallsCheap0.28×
SkewBearish+49.91 pp
Implied moveBearish±$4.02
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.54156.7%36.5%
25Δ44.3886.8%25.4%25.66147.2%33.9%
30Δ42.0373.2%19.0%26.78137.8%31.2%
35Δ41.1867.7%16.9%27.90128.3%28.6%
40Δ40.3362.2%14.9%29.02118.8%25.9%
45Δ39.4856.6%12.8%30.15109.4%23.3%
50Δ38.6351.1%10.7%31.2799.9%20.6%
55Δ37.7845.6%8.6%32.3990.4%18.0%
60Δ36.9340.1%6.5%33.5180.9%15.3%
65Δ36.0834.5%4.4%34.6371.5%12.7%
70Δ35.2329.0%2.3%35.7662.0%10.0%
75Δ34.6326.9%1.5%36.8852.5%7.4%
80Δ34.1426.0%1.3%38.0043.0%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.54
IV
156.7%
B/E move
36.5%

25Δ

Calls
Pseudo strike
44.38
IV
86.8%
B/E move
25.4%
Puts
Pseudo strike
25.66
IV
147.2%
B/E move
33.9%

30Δ

Calls
Pseudo strike
42.03
IV
73.2%
B/E move
19.0%
Puts
Pseudo strike
26.78
IV
137.8%
B/E move
31.2%

35Δ

Calls
Pseudo strike
41.18
IV
67.7%
B/E move
16.9%
Puts
Pseudo strike
27.90
IV
128.3%
B/E move
28.6%

40Δ

Calls
Pseudo strike
40.33
IV
62.2%
B/E move
14.9%
Puts
Pseudo strike
29.02
IV
118.8%
B/E move
25.9%

45Δ

Calls
Pseudo strike
39.48
IV
56.6%
B/E move
12.8%
Puts
Pseudo strike
30.15
IV
109.4%
B/E move
23.3%

50Δ

Calls
Pseudo strike
38.63
IV
51.1%
B/E move
10.7%
Puts
Pseudo strike
31.27
IV
99.9%
B/E move
20.6%

55Δ

Calls
Pseudo strike
37.78
IV
45.6%
B/E move
8.6%
Puts
Pseudo strike
32.39
IV
90.4%
B/E move
18.0%

60Δ

Calls
Pseudo strike
36.93
IV
40.1%
B/E move
6.5%
Puts
Pseudo strike
33.51
IV
80.9%
B/E move
15.3%

65Δ

Calls
Pseudo strike
36.08
IV
34.5%
B/E move
4.4%
Puts
Pseudo strike
34.63
IV
71.5%
B/E move
12.7%

70Δ

Calls
Pseudo strike
35.23
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
35.76
IV
62.0%
B/E move
10.0%

75Δ

Calls
Pseudo strike
34.63
IV
26.9%
B/E move
1.5%
Puts
Pseudo strike
36.88
IV
52.5%
B/E move
7.4%

80Δ

Calls
Pseudo strike
34.14
IV
26.0%
B/E move
1.3%
Puts
Pseudo strike
38.00
IV
43.0%
B/E move
4.8%

Options history

No recorded observations