IntraAlpha
Create free account Start free

Protalix BioTherapeutics, Inc. Common Stock PLX

i

Market datapartial · fetched 2026-10-23T16:47:48.036Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-10-23T16:47:22.91445147Z

FundamentalsAlpha Vantage · unavailable

Share price$2.56
1D+0.8%
$2.49$2.51$2.53$2.54$2.565:30 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$0.50$0.52$0.54$0.56$0.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPLX PRICE$0.51$0.52$0.54$0.56
Puts——
CallsExpensive1.29×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ4.81125.2%108.2%
50Δ4.19110.2%84.7%
55Δ3.5895.1%61.2%
60Δ2.9680.1%37.7%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
4.81
IV
125.2%
B/E move
108.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.19
IV
110.2%
B/E move
84.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.58
IV
95.1%
B/E move
61.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.96
IV
80.1%
B/E move
37.7%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations