IntraAlpha
Create free account Start free

PTC Therapeutics, Inc. Common Stock PTCT

i

Market datapartial · fetched 2026-10-22T23:53:22.691Z

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 · 2026-10-22T20:00:01.614661943Z

FundamentalsAlpha Vantage · unavailable

Share price$63.04
1D+1.3%
AH$62.15$62.48$62.82$63.16$63.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPTCT
Sold putSold callAH

PTC Therapeutics, Inc. Common Stock options

Live interpolated PTCT call and put midpoint premiums by absolute delta.PTC Therapeutics, Inc. Common Stock$1.01$4.15$7.29$10.43$13.56$49.58$56.33$63.08$69.83$76.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTCT spot · $63.04PTCT PRICE$1.38$1.73$2.07$2.44$2.83$3.23$3.77$4.37$4.98$5.58$6.56$7.63$8.70$1.35$1.84$2.33$2.83$3.48$4.13$4.78$5.60$6.73$7.86$9.12$10.89$12.66
PutsExpensive1.67×
CallsExpensive1.55×
SkewBullish-0.42 pp
Implied moveBearish±$8.55
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4077.8%26.6%55.4061.7%14.3%
25Δ74.9972.7%21.7%56.9561.5%12.6%
30Δ71.5867.7%16.8%58.5161.3%10.9%
35Δ69.0664.0%13.4%60.0661.1%9.2%
40Δ67.3061.4%11.3%61.4160.7%8.1%
45Δ65.5558.9%9.1%62.7760.2%7.0%
50Δ64.1257.7%7.7%64.1359.7%5.9%
55Δ62.8357.2%6.6%65.5759.7%4.9%
60Δ61.5456.8%5.5%67.1660.5%4.1%
65Δ60.2556.3%4.4%68.7561.3%3.4%
70Δ58.7856.6%3.7%70.4562.1%2.7%
75Δ57.2857.1%3.0%72.6162.8%2.1%
80Δ55.7857.5%2.3%74.7763.6%1.5%

20Δ

Calls
Pseudo strike
78.40
IV
77.8%
B/E move
26.6%
Puts
Pseudo strike
55.40
IV
61.7%
B/E move
14.3%

25Δ

Calls
Pseudo strike
74.99
IV
72.7%
B/E move
21.7%
Puts
Pseudo strike
56.95
IV
61.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
71.58
IV
67.7%
B/E move
16.8%
Puts
Pseudo strike
58.51
IV
61.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
69.06
IV
64.0%
B/E move
13.4%
Puts
Pseudo strike
60.06
IV
61.1%
B/E move
9.2%

40Δ

Calls
Pseudo strike
67.30
IV
61.4%
B/E move
11.3%
Puts
Pseudo strike
61.41
IV
60.7%
B/E move
8.1%

45Δ

Calls
Pseudo strike
65.55
IV
58.9%
B/E move
9.1%
Puts
Pseudo strike
62.77
IV
60.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
64.12
IV
57.7%
B/E move
7.7%
Puts
Pseudo strike
64.13
IV
59.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
62.83
IV
57.2%
B/E move
6.6%
Puts
Pseudo strike
65.57
IV
59.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
61.54
IV
56.8%
B/E move
5.5%
Puts
Pseudo strike
67.16
IV
60.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
60.25
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
68.75
IV
61.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
58.78
IV
56.6%
B/E move
3.7%
Puts
Pseudo strike
70.45
IV
62.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
57.28
IV
57.1%
B/E move
3.0%
Puts
Pseudo strike
72.61
IV
62.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
55.78
IV
57.5%
B/E move
2.3%
Puts
Pseudo strike
74.77
IV
63.6%
B/E move
1.5%

Options history

No recorded observations