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PepGen Inc. Common Stock PEPG

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Market datapartial · fetched 2026-11-13T02:29:58.366Z

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 · 2026-11-13T00:37:58.673598135Z

FundamentalsAlpha Vantage · unavailable

Share price$5.09
1D-5.3%
AH$4.84$4.99$5.15$5.31$5.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEPG
Sold putSold callAH

PepGen Inc. Common Stock options

Live interpolated PEPG call and put midpoint premiums by absolute delta.PepGen Inc. Common Stock$0.31$0.51$0.72$0.92$1.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEPEPG PRICE$0.33$0.40$0.48$0.57$0.66$0.74$0.83$0.92$1.06
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ5.07132.1%8.2%
50Δ5.21130.4%7.2%
55Δ5.08103.7%6.4%5.34128.7%6.3%
60Δ5.47127.0%5.4%
65Δ5.61125.3%4.5%
70Δ5.74123.6%3.5%
75Δ5.87121.9%2.6%
80Δ6.06124.5%1.8%

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
IV
B/E move
Puts
Pseudo strike
5.07
IV
132.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.21
IV
130.4%
B/E move
7.2%

55Δ

Calls
Pseudo strike
5.08
IV
103.7%
B/E move
6.4%
Puts
Pseudo strike
5.34
IV
128.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
127.0%
B/E move
5.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.61
IV
125.3%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.74
IV
123.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.87
IV
121.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.06
IV
124.5%
B/E move
1.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations