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PepGen Inc. Common Stock PEPG

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Market datapartial · fetched 2026-10-23T17:43:21.080Z

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 · 2026-10-23T17:43:10.52678033Z

FundamentalsAlpha Vantage · unavailable

Share price$2.47
1D-11.7%
$2.44$2.54$2.64$2.74$2.845:30 AM6:30 AM9:00 AM1:00 PMPEPG
Sold putSold call

PepGen Inc. Common Stock options

Live interpolated PEPG call and put midpoint premiums by absolute delta.PepGen Inc. Common Stock$0.08$0.93$1.78$2.64$3.49$-0.63$0.86$2.36$3.85$5.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEPG spot · $2.46PEPG PRICE$0.17$0.22$0.30$0.37$0.44$0.51$0.57$0.63$0.71$0.83$0.94$1.06$0.74$1.27$1.79$2.32$2.52$2.56$2.60$2.63$2.67$2.70$2.74$2.95$3.24
PutsExpensive3.48×
CallsExpensive3.20×
SkewBearish+31.36 pp
Implied moveBearish±$3.17
TiltBearish64.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.62314.0%216.2%2.04339.3%47.1%
25Δ6.58312.8%175.9%2.63386.8%44.7%
30Δ6.74353.2%185.8%3.21434.2%42.3%
35Δ6.04357.7%160.2%3.80481.6%40.0%
40Δ5.35362.1%134.7%4.09475.9%36.3%
45Δ4.68356.3%110.5%4.24443.1%31.9%
50Δ4.05340.4%87.6%4.38410.3%27.5%
55Δ3.43324.5%64.6%4.53377.5%23.2%
60Δ2.91316.8%46.8%4.67344.7%18.8%
65Δ2.62326.0%39.9%4.81311.9%14.4%
70Δ2.33335.3%32.9%4.96279.0%10.1%
75Δ2.05344.6%25.9%5.24259.1%7.3%
80Δ5.58245.0%5.2%

20Δ

Calls
Pseudo strike
7.62
IV
314.0%
B/E move
216.2%
Puts
Pseudo strike
2.04
IV
339.3%
B/E move
47.1%

25Δ

Calls
Pseudo strike
6.58
IV
312.8%
B/E move
175.9%
Puts
Pseudo strike
2.63
IV
386.8%
B/E move
44.7%

30Δ

Calls
Pseudo strike
6.74
IV
353.2%
B/E move
185.8%
Puts
Pseudo strike
3.21
IV
434.2%
B/E move
42.3%

35Δ

Calls
Pseudo strike
6.04
IV
357.7%
B/E move
160.2%
Puts
Pseudo strike
3.80
IV
481.6%
B/E move
40.0%

40Δ

Calls
Pseudo strike
5.35
IV
362.1%
B/E move
134.7%
Puts
Pseudo strike
4.09
IV
475.9%
B/E move
36.3%

45Δ

Calls
Pseudo strike
4.68
IV
356.3%
B/E move
110.5%
Puts
Pseudo strike
4.24
IV
443.1%
B/E move
31.9%

50Δ

Calls
Pseudo strike
4.05
IV
340.4%
B/E move
87.6%
Puts
Pseudo strike
4.38
IV
410.3%
B/E move
27.5%

55Δ

Calls
Pseudo strike
3.43
IV
324.5%
B/E move
64.6%
Puts
Pseudo strike
4.53
IV
377.5%
B/E move
23.2%

60Δ

Calls
Pseudo strike
2.91
IV
316.8%
B/E move
46.8%
Puts
Pseudo strike
4.67
IV
344.7%
B/E move
18.8%

65Δ

Calls
Pseudo strike
2.62
IV
326.0%
B/E move
39.9%
Puts
Pseudo strike
4.81
IV
311.9%
B/E move
14.4%

70Δ

Calls
Pseudo strike
2.33
IV
335.3%
B/E move
32.9%
Puts
Pseudo strike
4.96
IV
279.0%
B/E move
10.1%

75Δ

Calls
Pseudo strike
2.05
IV
344.6%
B/E move
25.9%
Puts
Pseudo strike
5.24
IV
259.1%
B/E move
7.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.58
IV
245.0%
B/E move
5.2%

Options history

No recorded observations