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PDS Biotechnology Corporation Common Stock PDSB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-10T22:24:44.748Z

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 · 2026-11-10T22:22:34.47396105Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-10T22:24:43.916198+00:00

Share price$1.02
1D-1.7%
AH$0.97$1.00$1.02$1.04$1.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDSB
Sold putSold callAH

PDS Biotechnology Corporation Common Stock options

Live interpolated PDSB call and put midpoint premiums by absolute delta.PDS Biotechnology Corporation Common Stock$0.07$0.32$0.56$0.80$1.04$0.58$0.84$1.10$1.36$1.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 PDSB spot · $1.02PDSB PRICE$0.10$0.11$0.12$0.16$0.22$0.27$0.33$0.38$0.44$0.49$0.97
Puts——
Calls——
Skew——
Implied moveBearish±$0.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ1.34236.1%41.6%1.05205.6%12.9%
50Δ1.21212.9%29.8%1.12211.2%11.6%
55Δ1.08189.6%18.0%1.19216.8%10.2%
60Δ1.25222.4%8.9%
65Δ1.32228.1%7.5%
70Δ1.39233.7%6.2%
75Δ1.46239.3%4.8%
80Δ1.95274.9%3.7%

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
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
1.34
IV
236.1%
B/E move
41.6%
Puts
Pseudo strike
1.05
IV
205.6%
B/E move
12.9%

50Δ

Calls
Pseudo strike
1.21
IV
212.9%
B/E move
29.8%
Puts
Pseudo strike
1.12
IV
211.2%
B/E move
11.6%

55Δ

Calls
Pseudo strike
1.08
IV
189.6%
B/E move
18.0%
Puts
Pseudo strike
1.19
IV
216.8%
B/E move
10.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.25
IV
222.4%
B/E move
8.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.32
IV
228.1%
B/E move
7.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.39
IV
233.7%
B/E move
6.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.46
IV
239.3%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
274.9%
B/E move
3.7%

Options history

IV · four-Friday blend312.99%
Daily close
PDSB163.8%273.2%382.7%2026-09-18: 257.17%2026-09-21: 178.87%2026-09-22: 214.16%2026-09-23: 258.37%2026-10-09: 304.13%2026-10-28: 367.57%2026-10-29: 357.78%2026-10-30: 312.99%Sep 18Sep 23Oct 30
8 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
257.17%
178.87%
214.16%
258.37%
304.13%
367.57%
357.78%
312.99%