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Precigen, Inc. Common Stock PGEN

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Market datapartial · fetched 2026-10-22T23:11:33.750Z

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 · 2026-10-22T21:17:57.261200455Z

FundamentalsAlpha Vantage · unavailable

Share price$6.35
1D-2.6%
AH$6.26$6.36$6.45$6.54$6.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPGEN
Sold putSold callAH

Precigen, Inc. Common Stock options

Live interpolated PGEN call and put midpoint premiums by absolute delta.Precigen, Inc. Common Stock$0.00$2.27$4.55$6.82$9.09$3.39$4.92$6.45$7.98$9.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PGEN spot · $6.34PGEN PRICE$0.38$0.33$0.30$0.36$0.41$0.53$0.66$0.78$0.91$1.13$1.54$1.96$2.23$0.24$0.32$0.40$0.48$0.60$0.73$0.85$0.98$1.59$5.59$8.44
PutsExpensive1.51×
CallsExpensive1.72×
SkewBullish-6.23 pp
Implied moveBearish±$1.51
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.18255.1%145.2%5.20100.2%21.9%
25Δ10.41161.3%69.2%5.4499.0%19.2%
30Δ7.73100.1%26.5%5.6997.9%16.6%
35Δ7.3997.0%22.1%5.9496.7%14.0%
40Δ7.0693.8%17.8%6.1796.3%12.2%
45Δ6.8297.6%15.8%6.3996.1%10.7%
50Δ6.60102.8%14.3%6.6296.0%9.2%
55Δ6.37108.0%12.8%6.8495.8%7.7%
60Δ6.15113.1%11.3%7.44122.6%7.7%
65Δ5.88127.0%10.4%11.22256.6%11.2%
70Δ5.48160.1%10.7%14.14299.3%10.2%
75Δ5.09193.2%11.0%
80Δ4.67193.6%8.8%

20Δ

Calls
Pseudo strike
15.18
IV
255.1%
B/E move
145.2%
Puts
Pseudo strike
5.20
IV
100.2%
B/E move
21.9%

25Δ

Calls
Pseudo strike
10.41
IV
161.3%
B/E move
69.2%
Puts
Pseudo strike
5.44
IV
99.0%
B/E move
19.2%

30Δ

Calls
Pseudo strike
7.73
IV
100.1%
B/E move
26.5%
Puts
Pseudo strike
5.69
IV
97.9%
B/E move
16.6%

35Δ

Calls
Pseudo strike
7.39
IV
97.0%
B/E move
22.1%
Puts
Pseudo strike
5.94
IV
96.7%
B/E move
14.0%

40Δ

Calls
Pseudo strike
7.06
IV
93.8%
B/E move
17.8%
Puts
Pseudo strike
6.17
IV
96.3%
B/E move
12.2%

45Δ

Calls
Pseudo strike
6.82
IV
97.6%
B/E move
15.8%
Puts
Pseudo strike
6.39
IV
96.1%
B/E move
10.7%

50Δ

Calls
Pseudo strike
6.60
IV
102.8%
B/E move
14.3%
Puts
Pseudo strike
6.62
IV
96.0%
B/E move
9.2%

55Δ

Calls
Pseudo strike
6.37
IV
108.0%
B/E move
12.8%
Puts
Pseudo strike
6.84
IV
95.8%
B/E move
7.7%

60Δ

Calls
Pseudo strike
6.15
IV
113.1%
B/E move
11.3%
Puts
Pseudo strike
7.44
IV
122.6%
B/E move
7.7%

65Δ

Calls
Pseudo strike
5.88
IV
127.0%
B/E move
10.4%
Puts
Pseudo strike
11.22
IV
256.6%
B/E move
11.2%

70Δ

Calls
Pseudo strike
5.48
IV
160.1%
B/E move
10.7%
Puts
Pseudo strike
14.14
IV
299.3%
B/E move
10.2%

75Δ

Calls
Pseudo strike
5.09
IV
193.2%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.67
IV
193.6%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations