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Precigen, Inc. Common Stock PGEN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:52:58.358Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T18:52:55.2404087Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:52:56.861057+00:00

Share price$4.60
1D-2.2%
$4.52$4.57$4.62$4.67$4.715:30 AM6:30 AM9:00 AM1:00 PMPGEN
Sold putSold call

Precigen, Inc. Common Stock options

Live interpolated PGEN call and put midpoint premiums by absolute delta.Precigen, Inc. Common Stock$0.15$0.35$0.54$0.74$0.94$1.65$3.36$5.07$6.78$8.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PGEN spot · $4.59PGEN PRICE$0.17$0.21$0.25$0.30$0.34$0.38$0.48$0.58$0.68$0.78$0.88$0.50$0.54$0.58$0.62$0.66$0.70$0.74$0.77
Puts——
Calls——
Skew——
Implied moveBearish±$1.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.46131.2%66.0%2.26450.2%61.8%
25Δ6.96123.4%56.0%2.65399.5%54.1%
30Δ6.46115.5%46.0%3.04348.8%46.5%
35Δ5.96107.7%36.0%3.43298.2%38.8%
40Δ5.4599.9%26.1%3.82247.5%31.1%
45Δ4.9893.0%16.8%4.21196.8%23.4%
50Δ4.8095.7%15.1%4.61146.1%15.8%
55Δ4.6298.5%13.3%5.0095.4%8.1%
60Δ4.44101.2%11.5%
65Δ4.26104.0%9.8%
70Δ4.08106.7%8.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.46
IV
131.2%
B/E move
66.0%
Puts
Pseudo strike
2.26
IV
450.2%
B/E move
61.8%

25Δ

Calls
Pseudo strike
6.96
IV
123.4%
B/E move
56.0%
Puts
Pseudo strike
2.65
IV
399.5%
B/E move
54.1%

30Δ

Calls
Pseudo strike
6.46
IV
115.5%
B/E move
46.0%
Puts
Pseudo strike
3.04
IV
348.8%
B/E move
46.5%

35Δ

Calls
Pseudo strike
5.96
IV
107.7%
B/E move
36.0%
Puts
Pseudo strike
3.43
IV
298.2%
B/E move
38.8%

40Δ

Calls
Pseudo strike
5.45
IV
99.9%
B/E move
26.1%
Puts
Pseudo strike
3.82
IV
247.5%
B/E move
31.1%

45Δ

Calls
Pseudo strike
4.98
IV
93.0%
B/E move
16.8%
Puts
Pseudo strike
4.21
IV
196.8%
B/E move
23.4%

50Δ

Calls
Pseudo strike
4.80
IV
95.7%
B/E move
15.1%
Puts
Pseudo strike
4.61
IV
146.1%
B/E move
15.8%

55Δ

Calls
Pseudo strike
4.62
IV
98.5%
B/E move
13.3%
Puts
Pseudo strike
5.00
IV
95.4%
B/E move
8.1%

60Δ

Calls
Pseudo strike
4.44
IV
101.2%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.26
IV
104.0%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.08
IV
106.7%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend104.77%
Daily EOD
PGEN80.2%96.0%111.8%2026-10-19: 94.50%2026-10-20: 101.04%2026-10-21: 82.36%2026-10-22: 101.25%2026-10-23: 109.66%2026-10-26: 100.77%2026-10-27: 109.21%2026-10-28: 103.46%2026-10-29: 90.54%2026-10-30: 104.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.50%
101.04%
82.36%
101.25%
109.66%
100.77%
109.21%
103.46%
90.54%
104.77%