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Protalix BioTherapeutics, Inc. Common Stock PLX

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Market datapartial · fetched 2026-10-22T16:34:57.243Z

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 · 2026-10-22T16:34:25.66721018Z

FundamentalsAlpha Vantage · unavailable

Share price$2.55
1D+0.4%
$2.53$2.55$2.57$2.59$2.615:30 AM6:30 AM9:00 AM1:00 PMPLX
Sold putSold call

Protalix BioTherapeutics, Inc. Common Stock options

Live interpolated PLX call and put midpoint premiums by absolute delta.Protalix BioTherapeutics, Inc. Common Stock$0.11$0.21$0.31$0.41$0.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPLX PRICE$0.40$0.42$0.44$0.46$0.48$0.12$0.18$0.25$0.31
PutsExpensive1.74×
CallsExpensive1.51×
SkewBearish+19.18 pp
Implied move——
TiltBullish43.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.04119.5%24.7%
25Δ2.15125.2%22.6%
30Δ2.27130.9%20.6%
35Δ2.39136.6%18.5%
40Δ
45Δ
50Δ
55Δ
60Δ2.49131.6%13.8%
65Δ2.43120.2%11.9%
70Δ2.36108.9%10.1%
75Δ2.2997.6%8.2%
80Δ2.2286.2%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.04
IV
119.5%
B/E move
24.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.15
IV
125.2%
B/E move
22.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.27
IV
130.9%
B/E move
20.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.39
IV
136.6%
B/E move
18.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.49
IV
131.6%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.43
IV
120.2%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.36
IV
108.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.29
IV
97.6%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.22
IV
86.2%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations