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Precigen Inc PGEN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:16:19.083Z

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 · 2026-10-23T23:38:21.138687707Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:16:19.276442+00:00

Share price$6.22
1D-1.8%
AH$6.13$6.19$6.25$6.30$6.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGEN
Sold putSold callAH

Precigen Inc options

Live interpolated PGEN call and put midpoint premiums by absolute delta.Precigen Inc$0.00$2.66$5.32$7.98$10.64$2.19$4.45$6.71$8.98$11.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGEN spot · $6.22PGEN PRICE$0.17$0.51$0.73$0.95$1.17$1.13$1.04$0.94$0.84$1.13$1.51$1.88$2.32$0.21$0.28$0.35$0.42$0.69$1.67$2.65$3.88$5.20$6.51$9.86
PutsExpensive2.14×
CallsExpensive3.07×
SkewBullish-58.20 pp
Implied moveBearish±$3.68
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.23101.9%35.1%5.1892.5%20.1%
25Δ14.04280.7%133.9%5.3991.5%17.7%
30Δ14.92329.3%151.6%5.6190.5%15.4%
35Δ15.80377.9%169.3%5.8389.5%13.0%
40Δ16.33412.3%181.2%6.18103.0%11.8%
45Δ14.47359.5%150.8%7.00167.8%14.4%
50Δ11.82280.3%106.7%7.81232.5%17.0%
55Δ9.17201.0%62.6%9.10261.9%16.2%
60Δ6.52121.8%18.5%10.53280.5%14.3%
65Δ5.72131.5%10.1%11.96299.2%12.4%
70Δ5.37163.3%10.5%15.41336.2%10.8%
75Δ5.02195.0%10.9%
80Δ4.47219.0%9.2%

20Δ

Calls
Pseudo strike
8.23
IV
101.9%
B/E move
35.1%
Puts
Pseudo strike
5.18
IV
92.5%
B/E move
20.1%

25Δ

Calls
Pseudo strike
14.04
IV
280.7%
B/E move
133.9%
Puts
Pseudo strike
5.39
IV
91.5%
B/E move
17.7%

30Δ

Calls
Pseudo strike
14.92
IV
329.3%
B/E move
151.6%
Puts
Pseudo strike
5.61
IV
90.5%
B/E move
15.4%

35Δ

Calls
Pseudo strike
15.80
IV
377.9%
B/E move
169.3%
Puts
Pseudo strike
5.83
IV
89.5%
B/E move
13.0%

40Δ

Calls
Pseudo strike
16.33
IV
412.3%
B/E move
181.2%
Puts
Pseudo strike
6.18
IV
103.0%
B/E move
11.8%

45Δ

Calls
Pseudo strike
14.47
IV
359.5%
B/E move
150.8%
Puts
Pseudo strike
7.00
IV
167.8%
B/E move
14.4%

50Δ

Calls
Pseudo strike
11.82
IV
280.3%
B/E move
106.7%
Puts
Pseudo strike
7.81
IV
232.5%
B/E move
17.0%

55Δ

Calls
Pseudo strike
9.17
IV
201.0%
B/E move
62.6%
Puts
Pseudo strike
9.10
IV
261.9%
B/E move
16.2%

60Δ

Calls
Pseudo strike
6.52
IV
121.8%
B/E move
18.5%
Puts
Pseudo strike
10.53
IV
280.5%
B/E move
14.3%

65Δ

Calls
Pseudo strike
5.72
IV
131.5%
B/E move
10.1%
Puts
Pseudo strike
11.96
IV
299.2%
B/E move
12.4%

70Δ

Calls
Pseudo strike
5.37
IV
163.3%
B/E move
10.5%
Puts
Pseudo strike
15.41
IV
336.2%
B/E move
10.8%

75Δ

Calls
Pseudo strike
5.02
IV
195.0%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.47
IV
219.0%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations