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Phathom Pharmaceuticals, Inc. Common Stock PHAT

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Market datapartial · fetched 2026-10-22T23:45:43.667Z

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 · 2026-10-22T20:00:01.083529198Z

FundamentalsAlpha Vantage · unavailable

Share price$7.02
1D-1.0%
AH$6.99$7.05$7.11$7.17$7.235:30 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$0.45$1.73$3.00$4.27$5.55$1.26$3.99$6.72$9.45$12.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PHAT spot · $7.02PHAT PRICE$0.59$0.90$1.08$0.89$0.70$0.78$1.05$1.32$1.58$1.85$2.12$2.39$2.10$2.01$1.91$1.82$1.73$1.64$2.08$2.60$3.11$3.63$4.15$4.66$5.18
PutsExpensive3.55×
CallsExpensive3.23×
SkewBearish+30.43 pp
Implied moveBearish±$2.86
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.24465.1%55.2%
25Δ16.46277.3%142.9%5.68407.7%47.6%
30Δ21.35368.1%217.0%6.13350.3%40.0%
35Δ23.33404.1%247.7%6.57292.9%32.4%
40Δ16.80279.8%152.1%7.01235.4%24.8%
45Δ10.27155.5%56.4%7.45178.0%17.2%
50Δ7.29109.5%15.0%8.07170.7%14.7%
55Δ6.94121.2%13.7%8.71169.6%12.9%
60Δ6.58133.0%12.5%9.35168.5%11.2%
65Δ6.22144.7%11.2%9.99167.5%9.4%
70Δ5.86156.5%9.9%10.63166.4%7.6%
75Δ5.51168.3%8.6%11.27165.4%5.8%
80Δ5.15180.0%7.4%11.91164.3%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.24
IV
465.1%
B/E move
55.2%

25Δ

Calls
Pseudo strike
16.46
IV
277.3%
B/E move
142.9%
Puts
Pseudo strike
5.68
IV
407.7%
B/E move
47.6%

30Δ

Calls
Pseudo strike
21.35
IV
368.1%
B/E move
217.0%
Puts
Pseudo strike
6.13
IV
350.3%
B/E move
40.0%

35Δ

Calls
Pseudo strike
23.33
IV
404.1%
B/E move
247.7%
Puts
Pseudo strike
6.57
IV
292.9%
B/E move
32.4%

40Δ

Calls
Pseudo strike
16.80
IV
279.8%
B/E move
152.1%
Puts
Pseudo strike
7.01
IV
235.4%
B/E move
24.8%

45Δ

Calls
Pseudo strike
10.27
IV
155.5%
B/E move
56.4%
Puts
Pseudo strike
7.45
IV
178.0%
B/E move
17.2%

50Δ

Calls
Pseudo strike
7.29
IV
109.5%
B/E move
15.0%
Puts
Pseudo strike
8.07
IV
170.7%
B/E move
14.7%

55Δ

Calls
Pseudo strike
6.94
IV
121.2%
B/E move
13.7%
Puts
Pseudo strike
8.71
IV
169.6%
B/E move
12.9%

60Δ

Calls
Pseudo strike
6.58
IV
133.0%
B/E move
12.5%
Puts
Pseudo strike
9.35
IV
168.5%
B/E move
11.2%

65Δ

Calls
Pseudo strike
6.22
IV
144.7%
B/E move
11.2%
Puts
Pseudo strike
9.99
IV
167.5%
B/E move
9.4%

70Δ

Calls
Pseudo strike
5.86
IV
156.5%
B/E move
9.9%
Puts
Pseudo strike
10.63
IV
166.4%
B/E move
7.6%

75Δ

Calls
Pseudo strike
5.51
IV
168.3%
B/E move
8.6%
Puts
Pseudo strike
11.27
IV
165.4%
B/E move
5.8%

80Δ

Calls
Pseudo strike
5.15
IV
180.0%
B/E move
7.4%
Puts
Pseudo strike
11.91
IV
164.3%
B/E move
4.0%

Options history

No recorded observations