Prenetics Global Limited Class A Ordinary Share PRE
CONSUMER DEFENSIVE · PACKAGED FOODSi
Market dataready · fetched 2026-11-12T01:41:59.783Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T21:00:00.604464766Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:41:59.419145+00:00
Prenetics Global Limited Class A Ordinary Share options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 22.06 | 177.1% | 28.9% | |||
| 30Δ | 21.45 | 188.5% | 26.8% | 15.41 | 242.8% | 21.2% |
| 35Δ | 20.84 | 199.8% | 24.7% | 16.17 | 209.2% | 17.0% |
| 40Δ | 20.23 | 211.2% | 22.7% | 16.92 | 175.7% | 12.8% |
| 45Δ | 19.52 | 218.4% | 20.4% | 17.57 | 147.8% | 9.3% |
| 50Δ | 18.75 | 222.9% | 17.9% | 17.89 | 138.7% | 8.2% |
| 55Δ | 17.98 | 227.5% | 15.5% | 18.21 | 129.5% | 7.1% |
| 60Δ | 17.32 | 222.1% | 13.1% | 18.53 | 120.3% | 6.0% |
| 65Δ | 16.83 | 199.8% | 10.7% | 18.85 | 111.1% | 4.9% |
| 70Δ | 16.35 | 177.5% | 8.3% | 19.17 | 101.9% | 3.8% |
| 75Δ | 15.86 | 155.1% | 6.0% | 19.48 | 92.7% | 2.7% |
| 80Δ | 15.38 | 132.8% | 3.6% | 19.80 | 83.6% | 1.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 22.06
- IV
- 177.1%
- B/E move
- 28.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 21.45
- IV
- 188.5%
- B/E move
- 26.8%
- Pseudo strike
- 15.41
- IV
- 242.8%
- B/E move
- 21.2%
35Δ
- Pseudo strike
- 20.84
- IV
- 199.8%
- B/E move
- 24.7%
- Pseudo strike
- 16.17
- IV
- 209.2%
- B/E move
- 17.0%
40Δ
- Pseudo strike
- 20.23
- IV
- 211.2%
- B/E move
- 22.7%
- Pseudo strike
- 16.92
- IV
- 175.7%
- B/E move
- 12.8%
45Δ
- Pseudo strike
- 19.52
- IV
- 218.4%
- B/E move
- 20.4%
- Pseudo strike
- 17.57
- IV
- 147.8%
- B/E move
- 9.3%
50Δ
- Pseudo strike
- 18.75
- IV
- 222.9%
- B/E move
- 17.9%
- Pseudo strike
- 17.89
- IV
- 138.7%
- B/E move
- 8.2%
55Δ
- Pseudo strike
- 17.98
- IV
- 227.5%
- B/E move
- 15.5%
- Pseudo strike
- 18.21
- IV
- 129.5%
- B/E move
- 7.1%
60Δ
- Pseudo strike
- 17.32
- IV
- 222.1%
- B/E move
- 13.1%
- Pseudo strike
- 18.53
- IV
- 120.3%
- B/E move
- 6.0%
65Δ
- Pseudo strike
- 16.83
- IV
- 199.8%
- B/E move
- 10.7%
- Pseudo strike
- 18.85
- IV
- 111.1%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 16.35
- IV
- 177.5%
- B/E move
- 8.3%
- Pseudo strike
- 19.17
- IV
- 101.9%
- B/E move
- 3.8%
75Δ
- Pseudo strike
- 15.86
- IV
- 155.1%
- B/E move
- 6.0%
- Pseudo strike
- 19.48
- IV
- 92.7%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 15.38
- IV
- 132.8%
- B/E move
- 3.6%
- Pseudo strike
- 19.80
- IV
- 83.6%
- B/E move
- 1.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 90.50% | |
| 98.42% | |
| 104.43% | |
| 101.95% | |
| 99.77% | |
| 107.11% | |
| 100.78% | |
| 102.33% | |
| 94.58% | |
| 108.74% |
Packaged Foods
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