IntraAlpha
Create free account Start free

Protalix BioTherapeutics, Inc. Common Stock PLX

i

Market dataready · fetched 2026-11-12T00:44:55.904Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T23:30:00.006805974Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:44:54.699166+00:00

Share price$3.13
1D+8.1%
AH$2.80$2.89$2.98$3.07$3.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPLX
Sold putSold callAH

Protalix BioTherapeutics, Inc. Common Stock options

Live interpolated PLX call and put midpoint premiums by absolute delta.Protalix BioTherapeutics, Inc. Common Stock$0.03$1.10$2.18$3.26$4.34$1.27$2.24$3.20$4.16$5.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PLX spot · $3.13PLX PRICE$0.14$0.20$0.25$0.31$0.36$0.42$0.47$0.52$0.58$0.63$0.69$0.74$0.80$0.38$0.61$0.83$1.06$1.29$1.52$1.75$1.98$2.40$4.03
Puts——
CallsCheap0.66×
Skew——
Implied moveBearish±$1.99
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6963.8%54.3%
25Δ4.5064.0%50.3%2.7874.6%23.2%
30Δ4.3264.2%46.2%3.0681.1%21.5%
35Δ4.1464.4%42.2%3.3487.5%19.8%
40Δ3.9664.7%38.1%3.6394.0%18.1%
45Δ3.7864.9%34.0%3.91100.5%16.4%
50Δ3.6065.1%30.0%4.19107.0%14.7%
55Δ3.4265.3%25.9%4.47113.5%12.9%
60Δ3.2465.5%21.9%4.76120.0%11.2%
65Δ3.0565.8%17.8%5.23129.1%9.5%
70Δ2.8766.0%13.8%6.91154.9%7.9%
75Δ2.6966.2%9.7%
80Δ2.5166.4%5.7%

20Δ

Calls
Pseudo strike
4.69
IV
63.8%
B/E move
54.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.50
IV
64.0%
B/E move
50.3%
Puts
Pseudo strike
2.78
IV
74.6%
B/E move
23.2%

30Δ

Calls
Pseudo strike
4.32
IV
64.2%
B/E move
46.2%
Puts
Pseudo strike
3.06
IV
81.1%
B/E move
21.5%

35Δ

Calls
Pseudo strike
4.14
IV
64.4%
B/E move
42.2%
Puts
Pseudo strike
3.34
IV
87.5%
B/E move
19.8%

40Δ

Calls
Pseudo strike
3.96
IV
64.7%
B/E move
38.1%
Puts
Pseudo strike
3.63
IV
94.0%
B/E move
18.1%

45Δ

Calls
Pseudo strike
3.78
IV
64.9%
B/E move
34.0%
Puts
Pseudo strike
3.91
IV
100.5%
B/E move
16.4%

50Δ

Calls
Pseudo strike
3.60
IV
65.1%
B/E move
30.0%
Puts
Pseudo strike
4.19
IV
107.0%
B/E move
14.7%

55Δ

Calls
Pseudo strike
3.42
IV
65.3%
B/E move
25.9%
Puts
Pseudo strike
4.47
IV
113.5%
B/E move
12.9%

60Δ

Calls
Pseudo strike
3.24
IV
65.5%
B/E move
21.9%
Puts
Pseudo strike
4.76
IV
120.0%
B/E move
11.2%

65Δ

Calls
Pseudo strike
3.05
IV
65.8%
B/E move
17.8%
Puts
Pseudo strike
5.23
IV
129.1%
B/E move
9.5%

70Δ

Calls
Pseudo strike
2.87
IV
66.0%
B/E move
13.8%
Puts
Pseudo strike
6.91
IV
154.9%
B/E move
7.9%

75Δ

Calls
Pseudo strike
2.69
IV
66.2%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.51
IV
66.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations