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PDS Biotechnology Corp PDSB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:52:00.627Z

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

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 · 2026-10-21T17:51:59.011588743Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:51:59.743822+00:00

Share price$1.25
1D+24.7%
$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$0.40$0.79$1.19$1.58$0.57$0.91$1.25$1.58$1.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDSB spot · $1.25PDSB PRICE$0.03$0.13$0.24$0.28$0.28$0.28$0.28$0.29$0.29$0.29$0.29$0.30$0.30$0.12$0.20$0.29$0.38$0.46$0.55$0.64$0.72$0.81$0.89$0.61$0.77$1.47
PutsExpensive2.51×
CallsExpensive1.84×
SkewBearish+8.08 pp
Implied moveBearish±$0.92
TiltBearish41.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.52264.6%23.9%1.10364.6%21.4%
25Δ1.71485.3%47.2%1.19409.8%20.8%
30Δ1.92718.0%72.9%1.29454.9%20.3%
35Δ1.93774.7%76.8%1.38500.0%19.7%
40Δ1.83735.7%68.8%1.47545.1%19.2%
45Δ1.73696.6%60.9%1.57590.3%18.6%
50Δ1.63657.6%52.9%1.66635.4%18.0%
55Δ1.52618.6%44.9%1.75680.5%17.5%
60Δ1.42579.5%36.9%1.85725.6%16.9%
65Δ1.32540.5%28.9%1.94770.8%16.4%
70Δ1.22501.4%21.0%1.74562.5%9.8%
75Δ1.11462.4%13.0%1.90526.1%9.6%
80Δ1.01423.4%5.0%2.49797.6%17.9%

20Δ

Calls
Pseudo strike
1.52
IV
264.6%
B/E move
23.9%
Puts
Pseudo strike
1.10
IV
364.6%
B/E move
21.4%

25Δ

Calls
Pseudo strike
1.71
IV
485.3%
B/E move
47.2%
Puts
Pseudo strike
1.19
IV
409.8%
B/E move
20.8%

30Δ

Calls
Pseudo strike
1.92
IV
718.0%
B/E move
72.9%
Puts
Pseudo strike
1.29
IV
454.9%
B/E move
20.3%

35Δ

Calls
Pseudo strike
1.93
IV
774.7%
B/E move
76.8%
Puts
Pseudo strike
1.38
IV
500.0%
B/E move
19.7%

40Δ

Calls
Pseudo strike
1.83
IV
735.7%
B/E move
68.8%
Puts
Pseudo strike
1.47
IV
545.1%
B/E move
19.2%

45Δ

Calls
Pseudo strike
1.73
IV
696.6%
B/E move
60.9%
Puts
Pseudo strike
1.57
IV
590.3%
B/E move
18.6%

50Δ

Calls
Pseudo strike
1.63
IV
657.6%
B/E move
52.9%
Puts
Pseudo strike
1.66
IV
635.4%
B/E move
18.0%

55Δ

Calls
Pseudo strike
1.52
IV
618.6%
B/E move
44.9%
Puts
Pseudo strike
1.75
IV
680.5%
B/E move
17.5%

60Δ

Calls
Pseudo strike
1.42
IV
579.5%
B/E move
36.9%
Puts
Pseudo strike
1.85
IV
725.6%
B/E move
16.9%

65Δ

Calls
Pseudo strike
1.32
IV
540.5%
B/E move
28.9%
Puts
Pseudo strike
1.94
IV
770.8%
B/E move
16.4%

70Δ

Calls
Pseudo strike
1.22
IV
501.4%
B/E move
21.0%
Puts
Pseudo strike
1.74
IV
562.5%
B/E move
9.8%

75Δ

Calls
Pseudo strike
1.11
IV
462.4%
B/E move
13.0%
Puts
Pseudo strike
1.90
IV
526.1%
B/E move
9.6%

80Δ

Calls
Pseudo strike
1.01
IV
423.4%
B/E move
5.0%
Puts
Pseudo strike
2.49
IV
797.6%
B/E move
17.9%

Options history

No recorded observations