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Prelude Therapeutics Inc PRLD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:26:43.599Z

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 · 2026-10-22T20:00:00.372642639Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:43.755668+00:00

Share price$3.60
1D-0.3%
AH$3.45$3.52$3.58$3.64$3.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRLD
Sold putSold callAH

Prelude Therapeutics Inc options

Live interpolated PRLD call and put midpoint premiums by absolute delta.Prelude Therapeutics Inc$0.12$0.83$1.54$2.25$2.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPRLD PRICE$0.20$0.35$0.49$0.56$0.63$0.70$0.76$0.83$0.89$0.96$1.03$1.09$2.76
PutsExpensive1.47×
CallsExpensive2.12×
SkewBullish-64.59 pp
Implied move——
TiltBullish50.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.34152.9%53.8%
30Δ6.40232.6%87.4%
35Δ7.46312.3%121.0%
40Δ7.04298.3%111.3%
45Δ6.57281.0%100.1%
50Δ6.10263.6%88.8%
55Δ5.63246.2%77.5%
60Δ5.15228.8%66.2%
65Δ4.68211.4%54.9%
70Δ4.21194.1%43.6%
75Δ3.74176.7%32.3%
80Δ3.26159.3%21.0%6.24165.2%3.5%

20Δ

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

25Δ

Calls
Pseudo strike
5.34
IV
152.9%
B/E move
53.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.40
IV
232.6%
B/E move
87.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.46
IV
312.3%
B/E move
121.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.04
IV
298.3%
B/E move
111.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.57
IV
281.0%
B/E move
100.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.10
IV
263.6%
B/E move
88.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.63
IV
246.2%
B/E move
77.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.15
IV
228.8%
B/E move
66.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.68
IV
211.4%
B/E move
54.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.21
IV
194.1%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.74
IV
176.7%
B/E move
32.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.26
IV
159.3%
B/E move
21.0%
Puts
Pseudo strike
6.24
IV
165.2%
B/E move
3.5%

Options history

No recorded observations