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Pulse Biosciences, Inc Common Stock (DE) PLSE

i

Market dataready · fetched 2026-11-12T15:29:15.270Z

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 · 2026-11-12T15:26:30.576445499Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:14.885135+00:00

Share price$53.81
1D-4.3%
$53.62$54.31$55.01$55.71$56.405:30 AM6:30 AM9:00 AM1:00 PMPLSE
Sold putSold call

Pulse Biosciences, Inc Common Stock (DE) options

Live interpolated PLSE call and put midpoint premiums by absolute delta.Pulse Biosciences, Inc Common Stock (DE)$1.35$2.91$4.47$6.04$7.60$43.00$48.70$54.39$60.09$65.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PLSE spot · $53.81PLSE PRICE$2.45$1.52$1.91$2.31$2.70$3.10$3.49$3.89$4.28$4.68$5.25$7.15$2.45$2.45$2.46$2.50$2.55$2.59$2.64$2.68$3.16$3.89$4.61$5.34$6.06
PutsExpensive1.08×
Calls——
Skew——
Implied moveBullish±$5.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.79228.5%25.0%
25Δ73.57241.5%41.3%46.60177.4%18.0%
30Δ59.34103.9%13.1%49.14143.6%13.2%
35Δ58.28101.9%11.9%50.23128.9%11.3%
40Δ57.2299.9%10.6%51.32114.2%9.4%
45Δ56.1697.9%9.4%52.4299.5%7.4%
50Δ55.1095.9%8.2%53.5184.8%5.5%
55Δ54.0593.9%6.9%54.6170.1%3.5%
60Δ52.9991.8%5.7%55.5965.4%2.6%
65Δ51.9389.8%4.5%56.5266.5%2.2%
70Δ50.8787.8%3.2%57.4567.6%1.8%
75Δ49.7288.3%2.2%58.3868.7%1.4%
80Δ47.75107.0%2.0%59.3169.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.79
IV
228.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
73.57
IV
241.5%
B/E move
41.3%
Puts
Pseudo strike
46.60
IV
177.4%
B/E move
18.0%

30Δ

Calls
Pseudo strike
59.34
IV
103.9%
B/E move
13.1%
Puts
Pseudo strike
49.14
IV
143.6%
B/E move
13.2%

35Δ

Calls
Pseudo strike
58.28
IV
101.9%
B/E move
11.9%
Puts
Pseudo strike
50.23
IV
128.9%
B/E move
11.3%

40Δ

Calls
Pseudo strike
57.22
IV
99.9%
B/E move
10.6%
Puts
Pseudo strike
51.32
IV
114.2%
B/E move
9.4%

45Δ

Calls
Pseudo strike
56.16
IV
97.9%
B/E move
9.4%
Puts
Pseudo strike
52.42
IV
99.5%
B/E move
7.4%

50Δ

Calls
Pseudo strike
55.10
IV
95.9%
B/E move
8.2%
Puts
Pseudo strike
53.51
IV
84.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
54.05
IV
93.9%
B/E move
6.9%
Puts
Pseudo strike
54.61
IV
70.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
52.99
IV
91.8%
B/E move
5.7%
Puts
Pseudo strike
55.59
IV
65.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
51.93
IV
89.8%
B/E move
4.5%
Puts
Pseudo strike
56.52
IV
66.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
50.87
IV
87.8%
B/E move
3.2%
Puts
Pseudo strike
57.45
IV
67.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
49.72
IV
88.3%
B/E move
2.2%
Puts
Pseudo strike
58.38
IV
68.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
47.75
IV
107.0%
B/E move
2.0%
Puts
Pseudo strike
59.31
IV
69.7%
B/E move
1.0%

Options history

IV · four-Friday blend68.90%
Daily EOD
PLSE66.3%67.7%69.1%2026-10-19: 68.30%2026-10-20: 67.11%2026-10-21: 66.88%2026-10-22: 66.48%2026-10-23: 67.45%2026-10-26: 67.85%2026-10-27: 68.64%2026-10-28: 68.06%2026-10-29: 68.55%2026-10-30: 68.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.30%
67.11%
66.88%
66.48%
67.45%
67.85%
68.64%
68.06%
68.55%
68.90%