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Pulse Biosciences, Inc Common Stock (DE) PLSE

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Market datapartial · fetched 2026-10-23T03:14:37.036Z

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 · 2026-10-22T20:34:59.407168342Z

FundamentalsAlpha Vantage · unavailable

Share price$52.68
1D+0.8%
AH$50.64$51.45$52.27$53.08$53.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLSE
Sold putSold callAH

Pulse Biosciences, Inc Common Stock (DE) options

Live interpolated PLSE call and put midpoint premiums by absolute delta.Pulse Biosciences, Inc Common Stock (DE)$2.02$4.91$7.80$10.70$13.59$37.71$45.20$52.69$60.18$67.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PLSE spot · $52.68PLSE PRICE$2.45$2.37$2.33$2.70$3.07$3.83$4.64$5.45$6.25$7.31$8.10$9.57$2.49$2.50$2.62$3.20$3.79$4.46$5.13$5.94$7.10$8.26$9.53$11.14$12.76
PutsExpensive1.08×
CallsFair1.04×
SkewNeutral-0.17 pp
Implied moveBearish±$8.96
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.78126.1%25.4%
25Δ72.93132.6%43.1%45.5998.1%18.2%
30Δ63.4697.1%25.0%48.0981.7%13.7%
35Δ58.7674.3%16.0%49.6780.4%11.8%
40Δ56.9671.2%13.2%51.1677.5%10.1%
45Δ55.1768.0%10.5%52.5876.1%8.7%
50Δ53.7870.4%9.4%53.9974.7%7.2%
55Δ52.4373.5%8.3%55.4873.8%6.0%
60Δ51.0976.5%7.3%57.1174.4%5.1%
65Δ49.7278.9%6.3%58.7575.0%4.2%
70Δ48.1181.1%5.2%60.4875.3%3.3%
75Δ46.6778.0%4.0%62.4974.8%2.5%
80Δ44.7581.0%3.1%64.5174.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.78
IV
126.1%
B/E move
25.4%

25Δ

Calls
Pseudo strike
72.93
IV
132.6%
B/E move
43.1%
Puts
Pseudo strike
45.59
IV
98.1%
B/E move
18.2%

30Δ

Calls
Pseudo strike
63.46
IV
97.1%
B/E move
25.0%
Puts
Pseudo strike
48.09
IV
81.7%
B/E move
13.7%

35Δ

Calls
Pseudo strike
58.76
IV
74.3%
B/E move
16.0%
Puts
Pseudo strike
49.67
IV
80.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
56.96
IV
71.2%
B/E move
13.2%
Puts
Pseudo strike
51.16
IV
77.5%
B/E move
10.1%

45Δ

Calls
Pseudo strike
55.17
IV
68.0%
B/E move
10.5%
Puts
Pseudo strike
52.58
IV
76.1%
B/E move
8.7%

50Δ

Calls
Pseudo strike
53.78
IV
70.4%
B/E move
9.4%
Puts
Pseudo strike
53.99
IV
74.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
52.43
IV
73.5%
B/E move
8.3%
Puts
Pseudo strike
55.48
IV
73.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
51.09
IV
76.5%
B/E move
7.3%
Puts
Pseudo strike
57.11
IV
74.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
49.72
IV
78.9%
B/E move
6.3%
Puts
Pseudo strike
58.75
IV
75.0%
B/E move
4.2%

70Δ

Calls
Pseudo strike
48.11
IV
81.1%
B/E move
5.2%
Puts
Pseudo strike
60.48
IV
75.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
46.67
IV
78.0%
B/E move
4.0%
Puts
Pseudo strike
62.49
IV
74.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
44.75
IV
81.0%
B/E move
3.1%
Puts
Pseudo strike
64.51
IV
74.3%
B/E move
1.8%

Options history

No recorded observations