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Vaxcyte Inc PCVX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:55:19.004Z

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 · 2026-10-22T20:00:02.285843364Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:49:12.039558+00:00

Share price$62.70
1D-1.0%
AH$61.50$62.30$63.10$63.90$64.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCVX
Sold putSold callAH

Vaxcyte Inc options

Live interpolated PCVX call and put midpoint premiums by absolute delta.Vaxcyte Inc$0.80$3.46$6.13$8.80$11.47$37.37$53.55$69.73$85.91$102.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCVX spot · $62.70PCVX PRICE$1.08$1.42$1.76$2.12$2.47$2.91$3.65$4.39$5.14$5.90$6.77$7.64$8.51$1.23$1.71$2.18$2.65$3.14$3.63$4.12$4.61$5.60$6.77$7.95$9.25$10.70
PutsCheap0.50×
CallsCheap0.35×
SkewBullish-2.04 pp
Implied moveBearish±$7.77
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4958.6%18.9%55.6955.9%13.2%
25Δ71.3257.8%16.0%57.0856.6%11.7%
30Δ69.3956.7%13.5%58.4657.2%10.2%
35Δ67.8154.9%11.5%59.8557.8%8.8%
40Δ66.2453.1%9.6%61.0756.2%7.6%
45Δ64.7452.2%7.9%62.2754.4%6.5%
50Δ63.5054.3%7.1%63.4752.6%5.4%
55Δ62.2656.4%6.3%64.6650.8%4.2%
60Δ61.0258.5%5.5%66.1051.5%3.5%
65Δ59.7660.1%4.7%67.6353.1%2.9%
70Δ58.3859.0%3.9%69.1654.7%2.4%
75Δ57.0057.9%3.1%70.8055.1%1.8%
80Δ55.6256.8%2.3%72.5954.0%1.3%

20Δ

Calls
Pseudo strike
73.49
IV
58.6%
B/E move
18.9%
Puts
Pseudo strike
55.69
IV
55.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
71.32
IV
57.8%
B/E move
16.0%
Puts
Pseudo strike
57.08
IV
56.6%
B/E move
11.7%

30Δ

Calls
Pseudo strike
69.39
IV
56.7%
B/E move
13.5%
Puts
Pseudo strike
58.46
IV
57.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
67.81
IV
54.9%
B/E move
11.5%
Puts
Pseudo strike
59.85
IV
57.8%
B/E move
8.8%

40Δ

Calls
Pseudo strike
66.24
IV
53.1%
B/E move
9.6%
Puts
Pseudo strike
61.07
IV
56.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
64.74
IV
52.2%
B/E move
7.9%
Puts
Pseudo strike
62.27
IV
54.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
63.50
IV
54.3%
B/E move
7.1%
Puts
Pseudo strike
63.47
IV
52.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
62.26
IV
56.4%
B/E move
6.3%
Puts
Pseudo strike
64.66
IV
50.8%
B/E move
4.2%

60Δ

Calls
Pseudo strike
61.02
IV
58.5%
B/E move
5.5%
Puts
Pseudo strike
66.10
IV
51.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
59.76
IV
60.1%
B/E move
4.7%
Puts
Pseudo strike
67.63
IV
53.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
58.38
IV
59.0%
B/E move
3.9%
Puts
Pseudo strike
69.16
IV
54.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
57.00
IV
57.9%
B/E move
3.1%
Puts
Pseudo strike
70.80
IV
55.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
55.62
IV
56.8%
B/E move
2.3%
Puts
Pseudo strike
72.59
IV
54.0%
B/E move
1.3%

Options history

No recorded observations