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Prelude Therapeutics Incorporated Common Stock PRLD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:47:06.498Z

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 · 2026-11-11T21:00:00.420888381Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:44:53.960011+00:00

Share price$3.78
1D+3.8%
AH$3.48$3.64$3.80$3.96$4.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRLD
Sold putSold callAH

Prelude Therapeutics Incorporated Common Stock options

Live interpolated PRLD call and put midpoint premiums by absolute delta.Prelude Therapeutics Incorporated Common Stock$0.30$0.50$0.70$0.90$1.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 PRICEPRLD PRICE$0.32$0.40$0.48$0.56$0.64$0.72$0.80$0.88$0.96$1.04
Puts——
Calls——
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
35Δ4.62201.2%30.9%
40Δ4.45198.1%28.4%
45Δ4.28195.1%25.9%
50Δ4.10192.1%23.4%
55Δ3.93189.1%20.9%
60Δ3.75186.1%18.4%
65Δ3.58183.0%15.9%
70Δ3.40180.0%13.5%
75Δ3.23177.0%11.0%
80Δ3.06174.0%8.5%

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
4.62
IV
201.2%
B/E move
30.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.45
IV
198.1%
B/E move
28.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.28
IV
195.1%
B/E move
25.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.10
IV
192.1%
B/E move
23.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.93
IV
189.1%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.75
IV
186.1%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.58
IV
183.0%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.40
IV
180.0%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.23
IV
177.0%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.06
IV
174.0%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations