IntraAlpha
Create free account Start free

Phathom Pharmaceuticals, Inc. Common Stock PHAT

i

Market dataready · fetched 2026-11-12T02:41:02.396Z

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: 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 · 2026-11-12T00:21:28.371101714Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:41:01.896733+00:00

Share price$6.35
1D+13.6%
AH$5.40$5.65$5.89$6.13$6.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHAT
Sold putSold callAH

Phathom Pharmaceuticals, Inc. Common Stock options

Live interpolated PHAT call and put midpoint premiums by absolute delta.Phathom Pharmaceuticals, Inc. Common Stock$0.15$2.41$4.66$6.92$9.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPHAT PRICE$0.40$0.57$0.91$1.24$1.58$1.92$2.25$2.45$2.45$2.45$2.45$2.45$2.45$2.26$2.82$3.39$3.95$8.52
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.03486.4%158.6%4.83800.0%62.5%
25Δ14.91515.7%143.8%
30Δ14.48566.6%142.3%
35Δ14.05617.5%140.8%
40Δ13.62668.5%139.3%
45Δ13.18719.4%137.8%
50Δ12.75770.3%136.3%
55Δ11.81772.0%124.6%
60Δ10.17705.1%98.7%7.97284.7%10.0%
65Δ8.52638.2%72.8%8.63294.2%8.5%
70Δ6.87571.3%46.8%9.29303.7%7.1%
75Δ5.23504.4%20.9%9.94313.2%5.6%
80Δ14.52446.7%5.5%

20Δ

Calls
Pseudo strike
16.03
IV
486.4%
B/E move
158.6%
Puts
Pseudo strike
4.83
IV
800.0%
B/E move
62.5%

25Δ

Calls
Pseudo strike
14.91
IV
515.7%
B/E move
143.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.48
IV
566.6%
B/E move
142.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.05
IV
617.5%
B/E move
140.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.62
IV
668.5%
B/E move
139.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.18
IV
719.4%
B/E move
137.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
12.75
IV
770.3%
B/E move
136.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.81
IV
772.0%
B/E move
124.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.17
IV
705.1%
B/E move
98.7%
Puts
Pseudo strike
7.97
IV
284.7%
B/E move
10.0%

65Δ

Calls
Pseudo strike
8.52
IV
638.2%
B/E move
72.8%
Puts
Pseudo strike
8.63
IV
294.2%
B/E move
8.5%

70Δ

Calls
Pseudo strike
6.87
IV
571.3%
B/E move
46.8%
Puts
Pseudo strike
9.29
IV
303.7%
B/E move
7.1%

75Δ

Calls
Pseudo strike
5.23
IV
504.4%
B/E move
20.9%
Puts
Pseudo strike
9.94
IV
313.2%
B/E move
5.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.52
IV
446.7%
B/E move
5.5%

Options history

IV · four-Friday blend242.91%
Daily EOD
PHAT177.5%212.6%247.8%2026-10-19: 192.34%2026-10-20: 182.33%2026-10-21: 186.30%2026-10-22: 182.53%2026-10-23: 236.32%2026-10-26: 242.91%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
192.34%
182.33%
186.30%
182.53%
236.32%
242.91%