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PepGen Inc. Common Stock PEPG

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Market datapartial · fetched 2026-10-23T20:51:30.648Z

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 · 2026-10-23T20:21:18.762786602Z

FundamentalsAlpha Vantage · unavailable

Share price$2.50
1D-10.9%
AH$2.41$2.52$2.63$2.73$2.845:30 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$0.07$0.98$1.90$2.81$3.72$-0.98$0.70$2.37$4.05$5.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEPG spot · $2.50PEPG PRICE$0.17$0.22$0.31$0.39$0.48$0.56$0.63$0.67$0.74$0.89$1.04$1.20$1.31$1.30$1.68$2.06$2.44$2.53$2.57$2.61$2.64$2.68$2.72$2.82$3.14$3.46
PutsExpensive3.87×
CallsExpensive3.51×
SkewBearish+38.56 pp
Implied moveBearish±$3.23
TiltBearish58.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.60310.6%210.3%2.32575.3%59.4%
25Δ6.56308.9%170.6%2.85552.9%53.3%
30Δ6.81353.8%184.2%3.38530.5%47.2%
35Δ6.33369.6%168.4%3.91508.1%41.1%
40Δ5.85385.5%152.6%4.13476.2%36.3%
45Δ5.37401.3%136.9%4.28442.5%31.8%
50Δ4.59392.6%108.2%4.43408.8%27.3%
55Δ3.62351.4%71.4%4.58375.1%22.8%
60Δ3.07335.0%52.0%4.73341.4%18.3%
65Δ2.76361.4%45.7%4.88307.7%13.7%
70Δ2.49393.6%41.1%5.08278.4%9.7%
75Δ2.22425.8%36.5%5.46266.0%7.4%
80Δ1.94425.5%29.4%5.84253.6%5.2%

20Δ

Calls
Pseudo strike
7.60
IV
310.6%
B/E move
210.3%
Puts
Pseudo strike
2.32
IV
575.3%
B/E move
59.4%

25Δ

Calls
Pseudo strike
6.56
IV
308.9%
B/E move
170.6%
Puts
Pseudo strike
2.85
IV
552.9%
B/E move
53.3%

30Δ

Calls
Pseudo strike
6.81
IV
353.8%
B/E move
184.2%
Puts
Pseudo strike
3.38
IV
530.5%
B/E move
47.2%

35Δ

Calls
Pseudo strike
6.33
IV
369.6%
B/E move
168.4%
Puts
Pseudo strike
3.91
IV
508.1%
B/E move
41.1%

40Δ

Calls
Pseudo strike
5.85
IV
385.5%
B/E move
152.6%
Puts
Pseudo strike
4.13
IV
476.2%
B/E move
36.3%

45Δ

Calls
Pseudo strike
5.37
IV
401.3%
B/E move
136.9%
Puts
Pseudo strike
4.28
IV
442.5%
B/E move
31.8%

50Δ

Calls
Pseudo strike
4.59
IV
392.6%
B/E move
108.2%
Puts
Pseudo strike
4.43
IV
408.8%
B/E move
27.3%

55Δ

Calls
Pseudo strike
3.62
IV
351.4%
B/E move
71.4%
Puts
Pseudo strike
4.58
IV
375.1%
B/E move
22.8%

60Δ

Calls
Pseudo strike
3.07
IV
335.0%
B/E move
52.0%
Puts
Pseudo strike
4.73
IV
341.4%
B/E move
18.3%

65Δ

Calls
Pseudo strike
2.76
IV
361.4%
B/E move
45.7%
Puts
Pseudo strike
4.88
IV
307.7%
B/E move
13.7%

70Δ

Calls
Pseudo strike
2.49
IV
393.6%
B/E move
41.1%
Puts
Pseudo strike
5.08
IV
278.4%
B/E move
9.7%

75Δ

Calls
Pseudo strike
2.22
IV
425.8%
B/E move
36.5%
Puts
Pseudo strike
5.46
IV
266.0%
B/E move
7.4%

80Δ

Calls
Pseudo strike
1.94
IV
425.5%
B/E move
29.4%
Puts
Pseudo strike
5.84
IV
253.6%
B/E move
5.2%

Options history

No recorded observations