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Personalis, Inc. Common Stock PSNL

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Market datapartial · fetched 2026-10-22T22:22:07.656Z

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 · 2026-10-22T20:00:01.035225023Z

FundamentalsAlpha Vantage · unavailable

Share price$15.82
1D-0.5%
AH$15.62$15.71$15.79$15.88$15.965:30 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$3.15$6.31$9.46$12.62$11.81$14.70$17.58$20.46$23.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSNL spot · $15.82PSNL PRICE$0.66$1.38$1.32$1.90$2.45$2.21$1.97$1.73$1.50$1.26$2.40$3.77$0.29$0.35$0.40$0.60$0.80$1.01$1.21$1.41$1.62$1.82$2.02$5.49$11.70
PutsExpensive1.69×
CallsExpensive3.66×
SkewBullish-79.06 pp
Implied moveBullish±$3.42
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6761.1%15.4%
25Δ22.04116.3%43.4%14.3352.6%11.6%
30Δ26.54216.9%76.5%14.9944.1%7.8%
35Δ21.09159.1%41.7%15.3045.3%7.1%
40Δ21.25196.5%46.4%15.6146.8%6.4%
45Δ22.18237.7%55.6%15.9248.3%5.7%
50Δ20.78199.5%45.3%16.2349.7%5.1%
55Δ19.39161.2%35.0%16.5351.2%4.4%
60Δ17.99123.0%24.7%16.8452.7%3.8%
65Δ16.6084.8%14.4%17.1554.1%3.1%
70Δ15.2046.5%4.0%17.4655.6%2.4%
75Δ13.9574.1%3.4%20.74112.2%3.6%
80Δ12.73112.8%4.3%26.94171.1%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.67
IV
61.1%
B/E move
15.4%

25Δ

Calls
Pseudo strike
22.04
IV
116.3%
B/E move
43.4%
Puts
Pseudo strike
14.33
IV
52.6%
B/E move
11.6%

30Δ

Calls
Pseudo strike
26.54
IV
216.9%
B/E move
76.5%
Puts
Pseudo strike
14.99
IV
44.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
21.09
IV
159.1%
B/E move
41.7%
Puts
Pseudo strike
15.30
IV
45.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
21.25
IV
196.5%
B/E move
46.4%
Puts
Pseudo strike
15.61
IV
46.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
22.18
IV
237.7%
B/E move
55.6%
Puts
Pseudo strike
15.92
IV
48.3%
B/E move
5.7%

50Δ

Calls
Pseudo strike
20.78
IV
199.5%
B/E move
45.3%
Puts
Pseudo strike
16.23
IV
49.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
19.39
IV
161.2%
B/E move
35.0%
Puts
Pseudo strike
16.53
IV
51.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
17.99
IV
123.0%
B/E move
24.7%
Puts
Pseudo strike
16.84
IV
52.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
16.60
IV
84.8%
B/E move
14.4%
Puts
Pseudo strike
17.15
IV
54.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.20
IV
46.5%
B/E move
4.0%
Puts
Pseudo strike
17.46
IV
55.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
13.95
IV
74.1%
B/E move
3.4%
Puts
Pseudo strike
20.74
IV
112.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
12.73
IV
112.8%
B/E move
4.3%
Puts
Pseudo strike
26.94
IV
171.1%
B/E move
3.7%

Options history

No recorded observations