IntraAlpha
Create free account Start free

PTC Therapeutics, Inc. Common Stock PTCT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:45:09.869Z

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 · 2026-11-11T21:11:54.583702744Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:09.402286+00:00

Share price$64.73
1D+1.6%
AH$63.38$63.80$64.22$64.64$65.065:30 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$0.99$2.16$3.33$4.50$5.68$57.43$61.28$65.13$68.98$72.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTCT spot · $64.73PTCT PRICE$1.12$1.20$1.29$1.37$1.45$1.53$1.67$2.28$2.89$3.50$4.12$4.73$5.34$1.20$1.28$1.36$1.44$1.52$1.61$1.69$2.09$2.54$2.99$3.45$3.90$4.35
PutsCheap0.93×
CallsCheap0.93×
SkewBullish-7.41 pp
Implied moveBalanced±$3.36
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.79108.4%18.8%57.10103.5%13.7%
25Δ71.9487.1%13.0%60.0380.3%9.2%
30Δ69.5072.6%9.3%60.9972.5%7.9%
35Δ68.3464.8%7.7%61.9664.6%6.5%
40Δ67.1857.0%6.0%62.9256.8%5.1%
45Δ66.0349.3%4.4%63.8948.9%3.8%
50Δ64.9142.7%2.9%64.8641.1%2.4%
55Δ64.1245.3%2.6%65.5339.5%2.0%
60Δ63.3248.0%2.3%66.1539.0%1.7%
65Δ62.5350.6%2.0%66.7738.5%1.5%
70Δ61.7353.3%1.7%67.3938.0%1.2%
75Δ60.9456.0%1.4%68.0137.5%1.0%
80Δ60.1458.6%1.2%68.6337.0%0.7%

20Δ

Calls
Pseudo strike
75.79
IV
108.4%
B/E move
18.8%
Puts
Pseudo strike
57.10
IV
103.5%
B/E move
13.7%

25Δ

Calls
Pseudo strike
71.94
IV
87.1%
B/E move
13.0%
Puts
Pseudo strike
60.03
IV
80.3%
B/E move
9.2%

30Δ

Calls
Pseudo strike
69.50
IV
72.6%
B/E move
9.3%
Puts
Pseudo strike
60.99
IV
72.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
68.34
IV
64.8%
B/E move
7.7%
Puts
Pseudo strike
61.96
IV
64.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
67.18
IV
57.0%
B/E move
6.0%
Puts
Pseudo strike
62.92
IV
56.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
66.03
IV
49.3%
B/E move
4.4%
Puts
Pseudo strike
63.89
IV
48.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
64.91
IV
42.7%
B/E move
2.9%
Puts
Pseudo strike
64.86
IV
41.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
64.12
IV
45.3%
B/E move
2.6%
Puts
Pseudo strike
65.53
IV
39.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
63.32
IV
48.0%
B/E move
2.3%
Puts
Pseudo strike
66.15
IV
39.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
62.53
IV
50.6%
B/E move
2.0%
Puts
Pseudo strike
66.77
IV
38.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
61.73
IV
53.3%
B/E move
1.7%
Puts
Pseudo strike
67.39
IV
38.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
60.94
IV
56.0%
B/E move
1.4%
Puts
Pseudo strike
68.01
IV
37.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
60.14
IV
58.6%
B/E move
1.2%
Puts
Pseudo strike
68.63
IV
37.0%
B/E move
0.7%

Options history

IV · four-Friday blend51.09%
Daily EOD
PTCT50.2%56.7%63.2%2026-10-19: 57.21%2026-10-20: 55.77%2026-10-21: 56.35%2026-10-22: 58.40%2026-10-23: 61.02%2026-10-26: 62.35%2026-10-27: 61.94%2026-10-28: 61.52%2026-10-29: 61.37%2026-10-30: 51.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.21%
55.77%
56.35%
58.40%
61.02%
62.35%
61.94%
61.52%
61.37%
51.09%