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PDS Biotechnology Corp PDSB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:00:33.380Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:32.410148157Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:32.942767+00:00

Share price$1.27
1D+27.2%
$0.94$1.04$1.13$1.22$1.325:30 AM6:30 AM9:00 AM1:00 PMPDSB
Sold putSold call

PDS Biotechnology Corp options

Live interpolated PDSB call and put midpoint premiums by absolute delta.PDS Biotechnology Corp$0.00$0.45$0.90$1.36$1.81$0.66$0.98$1.29$1.60$1.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDSB spot · $1.26PDSB PRICE$0.04$0.12$0.22$0.28$0.28$0.28$0.28$0.28$0.28$0.28$0.28$0.28$0.28$0.06$0.09$0.12$0.15$0.18$0.21$0.24$0.28$0.31$0.61$1.11$1.39$1.68
PutsExpensive2.16×
CallsExpensive1.75×
SkewBullish-44.56 pp
Implied moveBullish±$0.52
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.62287.9%31.5%1.06337.3%21.0%
25Δ1.68445.4%42.0%1.11349.4%19.4%
30Δ1.89673.0%66.3%1.16361.4%17.8%
35Δ1.96779.0%76.9%1.21373.5%16.2%
40Δ1.88731.3%70.1%1.26385.6%14.6%
45Δ1.79683.7%63.4%1.32397.6%13.0%
50Δ1.71636.1%56.7%1.37409.7%11.4%
55Δ1.62588.5%49.9%1.42421.8%9.7%
60Δ1.54540.9%43.2%1.47433.9%8.1%
65Δ1.45493.2%36.5%1.73603.5%11.6%
70Δ1.37445.6%29.8%2.17800.0%15.9%
75Δ1.28398.0%23.0%2.48800.0%13.8%
80Δ1.20350.4%16.3%2.79800.0%11.8%

20Δ

Calls
Pseudo strike
1.62
IV
287.9%
B/E move
31.5%
Puts
Pseudo strike
1.06
IV
337.3%
B/E move
21.0%

25Δ

Calls
Pseudo strike
1.68
IV
445.4%
B/E move
42.0%
Puts
Pseudo strike
1.11
IV
349.4%
B/E move
19.4%

30Δ

Calls
Pseudo strike
1.89
IV
673.0%
B/E move
66.3%
Puts
Pseudo strike
1.16
IV
361.4%
B/E move
17.8%

35Δ

Calls
Pseudo strike
1.96
IV
779.0%
B/E move
76.9%
Puts
Pseudo strike
1.21
IV
373.5%
B/E move
16.2%

40Δ

Calls
Pseudo strike
1.88
IV
731.3%
B/E move
70.1%
Puts
Pseudo strike
1.26
IV
385.6%
B/E move
14.6%

45Δ

Calls
Pseudo strike
1.79
IV
683.7%
B/E move
63.4%
Puts
Pseudo strike
1.32
IV
397.6%
B/E move
13.0%

50Δ

Calls
Pseudo strike
1.71
IV
636.1%
B/E move
56.7%
Puts
Pseudo strike
1.37
IV
409.7%
B/E move
11.4%

55Δ

Calls
Pseudo strike
1.62
IV
588.5%
B/E move
49.9%
Puts
Pseudo strike
1.42
IV
421.8%
B/E move
9.7%

60Δ

Calls
Pseudo strike
1.54
IV
540.9%
B/E move
43.2%
Puts
Pseudo strike
1.47
IV
433.9%
B/E move
8.1%

65Δ

Calls
Pseudo strike
1.45
IV
493.2%
B/E move
36.5%
Puts
Pseudo strike
1.73
IV
603.5%
B/E move
11.6%

70Δ

Calls
Pseudo strike
1.37
IV
445.6%
B/E move
29.8%
Puts
Pseudo strike
2.17
IV
800.0%
B/E move
15.9%

75Δ

Calls
Pseudo strike
1.28
IV
398.0%
B/E move
23.0%
Puts
Pseudo strike
2.48
IV
800.0%
B/E move
13.8%

80Δ

Calls
Pseudo strike
1.20
IV
350.4%
B/E move
16.3%
Puts
Pseudo strike
2.79
IV
800.0%
B/E move
11.8%

Options history

No recorded observations