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Personalis, Inc. Common Stock PSNL

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-12T02:57:04.304Z

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 · 2026-11-11T21:00:01.425828289Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:03.856983+00:00

Share price$15.96
1D+0.0%
AH$15.82$15.87$15.92$15.98$16.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSNL
Sold putSold callAH

Personalis, Inc. Common Stock options

Live interpolated PSNL call and put midpoint premiums by absolute delta.Personalis, Inc. Common Stock$0.00$1.76$3.53$5.29$7.06$15.04$15.53$16.02$16.51$17.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PSNL spot · $15.96PSNL PRICE$1.07$0.67$0.71$0.74$0.78$0.81$0.84$0.88$0.91$0.95$0.98$1.01$0.15$0.32$0.49$0.67$0.84$1.02$1.20$1.37$1.55$1.72$1.90$6.55
Puts——
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9154.4%7.5%
25Δ28.59382.6%85.9%15.2355.4%6.5%
30Δ19.70178.8%27.7%15.4859.6%6.1%
35Δ19.28166.3%25.2%15.7363.8%5.6%
40Δ18.86153.7%22.8%15.9868.0%5.2%
45Δ18.43141.1%20.3%16.2372.2%4.7%
50Δ18.01128.5%17.9%16.4776.4%4.3%
55Δ17.58115.9%15.5%16.7280.6%3.8%
60Δ17.16103.3%13.0%16.9784.8%3.4%
65Δ16.7390.7%10.6%17.2289.0%2.9%
70Δ16.3178.1%8.1%17.4693.2%2.5%
75Δ15.8965.5%5.7%
80Δ15.4652.9%3.2%22.04205.6%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.91
IV
54.4%
B/E move
7.5%

25Δ

Calls
Pseudo strike
28.59
IV
382.6%
B/E move
85.9%
Puts
Pseudo strike
15.23
IV
55.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
19.70
IV
178.8%
B/E move
27.7%
Puts
Pseudo strike
15.48
IV
59.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
19.28
IV
166.3%
B/E move
25.2%
Puts
Pseudo strike
15.73
IV
63.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
18.86
IV
153.7%
B/E move
22.8%
Puts
Pseudo strike
15.98
IV
68.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
18.43
IV
141.1%
B/E move
20.3%
Puts
Pseudo strike
16.23
IV
72.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
18.01
IV
128.5%
B/E move
17.9%
Puts
Pseudo strike
16.47
IV
76.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
17.58
IV
115.9%
B/E move
15.5%
Puts
Pseudo strike
16.72
IV
80.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
17.16
IV
103.3%
B/E move
13.0%
Puts
Pseudo strike
16.97
IV
84.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
16.73
IV
90.7%
B/E move
10.6%
Puts
Pseudo strike
17.22
IV
89.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
16.31
IV
78.1%
B/E move
8.1%
Puts
Pseudo strike
17.46
IV
93.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
15.89
IV
65.5%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.46
IV
52.9%
B/E move
3.2%
Puts
Pseudo strike
22.04
IV
205.6%
B/E move
2.9%

Options history

IV · four-Friday blend73.95%
Daily EOD
PSNL56.2%77.5%98.8%2026-10-19: 77.05%2026-10-20: 95.83%2026-10-21: 93.87%2026-10-22: 95.81%2026-10-23: 63.78%2026-10-26: 61.04%2026-10-27: 59.11%2026-10-29: 63.57%2026-10-30: 73.95%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.05%
95.83%
93.87%
95.81%
63.78%
61.04%
59.11%
63.57%
73.95%