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Vaxcyte, Inc. Common Stock PCVX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:26:30.027Z

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 · 2026-11-11T23:25:35.90079734Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:26:29.684444+00:00

Share price$67.41
1D+3.2%
AH$66.31$67.00$67.69$68.38$69.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCVX
Sold putSold callAH

Vaxcyte, Inc. Common Stock options

Live interpolated PCVX call and put midpoint premiums by absolute delta.Vaxcyte, Inc. Common Stock$0.61$2.60$4.60$6.59$8.58$58.11$63.06$68.01$72.96$77.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PCVX spot · $67.41PCVX PRICE$0.82$1.17$1.51$1.85$2.19$2.81$3.46$4.11$4.76$5.49$6.33$7.17$8.01$0.97$1.30$1.62$1.94$2.08$2.21$2.35$2.48$2.62$2.75$2.88$3.02
Puts——
CallsExpensive1.21×
Skew——
Implied moveBullish±$5.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.6771.4%12.0%61.3873.6%10.4%
25Δ73.5372.9%10.8%62.5873.4%9.1%
30Δ72.3974.4%9.6%63.7873.2%7.8%
35Δ71.2576.0%8.4%64.9873.0%6.5%
40Δ70.1177.5%7.3%65.6168.2%5.8%
45Δ69.0080.4%6.5%66.2363.2%5.0%
50Δ67.8983.5%5.8%66.8558.2%4.3%
55Δ66.7786.6%5.2%67.4753.2%3.6%
60Δ65.6689.6%4.5%68.1048.2%2.9%
65Δ64.4891.0%3.8%68.7243.3%2.1%
70Δ63.1989.8%3.1%69.3438.3%1.4%
75Δ61.9088.6%2.5%69.9633.3%0.7%
80Δ60.6087.5%1.8%

20Δ

Calls
Pseudo strike
74.67
IV
71.4%
B/E move
12.0%
Puts
Pseudo strike
61.38
IV
73.6%
B/E move
10.4%

25Δ

Calls
Pseudo strike
73.53
IV
72.9%
B/E move
10.8%
Puts
Pseudo strike
62.58
IV
73.4%
B/E move
9.1%

30Δ

Calls
Pseudo strike
72.39
IV
74.4%
B/E move
9.6%
Puts
Pseudo strike
63.78
IV
73.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
71.25
IV
76.0%
B/E move
8.4%
Puts
Pseudo strike
64.98
IV
73.0%
B/E move
6.5%

40Δ

Calls
Pseudo strike
70.11
IV
77.5%
B/E move
7.3%
Puts
Pseudo strike
65.61
IV
68.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
69.00
IV
80.4%
B/E move
6.5%
Puts
Pseudo strike
66.23
IV
63.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
67.89
IV
83.5%
B/E move
5.8%
Puts
Pseudo strike
66.85
IV
58.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
66.77
IV
86.6%
B/E move
5.2%
Puts
Pseudo strike
67.47
IV
53.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
65.66
IV
89.6%
B/E move
4.5%
Puts
Pseudo strike
68.10
IV
48.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
64.48
IV
91.0%
B/E move
3.8%
Puts
Pseudo strike
68.72
IV
43.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
63.19
IV
89.8%
B/E move
3.1%
Puts
Pseudo strike
69.34
IV
38.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
61.90
IV
88.6%
B/E move
2.5%
Puts
Pseudo strike
69.96
IV
33.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.60
IV
87.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.38%
Daily close
PCVX45.8%76.0%106.2%2026-08-13: 62.76%2026-08-17: 63.15%2026-08-18: 64.05%2026-08-21: 65.63%2026-08-24: 65.50%2026-08-25: 65.68%2026-08-26: 66.17%2026-08-27: 65.61%2026-08-28: 65.23%2026-08-31: 65.77%2026-09-01: 65.91%2026-09-02: 65.68%2026-09-03: 63.60%2026-09-04: 66.06%2026-09-08: 84.00%2026-09-09: 80.87%2026-09-10: 86.45%2026-09-11: 82.92%2026-09-14: 89.79%2026-09-15: 96.09%2026-09-18: 97.04%2026-09-21: 90.70%2026-09-22: 92.60%2026-09-23: 91.72%2026-09-24: 91.24%2026-09-25: 89.62%2026-09-28: 98.06%2026-09-29: 98.49%2026-09-30: 100.04%2026-10-01: 102.01%2026-10-02: 101.26%2026-10-05: 64.03%2026-10-06: 52.40%2026-10-07: 50.47%2026-10-08: 50.29%2026-10-09: 50.25%2026-10-12: 52.87%2026-10-16: 49.97%2026-10-19: 50.82%2026-10-20: 51.14%2026-10-21: 53.71%2026-10-22: 53.23%2026-10-23: 53.57%2026-10-26: 53.70%2026-10-27: 55.95%2026-10-28: 55.78%2026-10-29: 56.74%2026-10-30: 55.38%Aug 13Sep 23Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
62.76%
63.15%
64.05%
65.63%
65.50%
65.68%
66.17%
65.61%
65.23%
65.77%
65.91%
65.68%
63.60%
66.06%
84.00%
80.87%
86.45%
82.92%
89.79%
96.09%
97.04%
90.70%
92.60%
91.72%
91.24%
89.62%
98.06%
98.49%
100.04%
102.01%
101.26%
64.03%
52.40%
50.47%
50.29%
50.25%
52.87%
49.97%
50.82%
51.14%
53.71%
53.23%
53.57%
53.70%
55.95%
55.78%
56.74%
55.38%