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PolyPid Ltd. Ordinary Shares PYPD

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Market datapartial · fetched 2026-10-22T14:49:37.387Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:38:37.715035841Z

FundamentalsAlpha Vantage · unavailable

Share price$5.11
1D+2.0%
$4.97$5.03$5.09$5.14$5.205:30 AM6:30 AM9:00 AM1:00 PMPYPD
Sold putSold call

PolyPid Ltd. Ordinary Shares options

Live interpolated PYPD call and put midpoint premiums by absolute delta.PolyPid Ltd. Ordinary Shares$0.42$1.07$1.72$2.37$3.02$1.00$2.80$4.61$6.41$8.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYPD spot · $5.11PYPD PRICE$0.49$0.57$0.65$0.73$0.81$0.89$0.91$0.91$0.92$0.92$1.07$1.42$1.77$2.13$2.48$2.83
PutsExpensive1.93×
CallsExpensive1.38×
SkewBearish+49.90 pp
Implied moveBearish±$2.50
TiltBearish57.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.33286.9%52.6%
25Δ3.79242.3%43.6%
30Δ4.26197.7%34.6%
35Δ7.30132.0%52.4%4.72153.1%25.6%
40Δ6.86126.7%45.2%5.18127.5%19.4%
45Δ6.41121.5%38.1%5.64130.4%17.4%
50Δ5.96116.3%30.9%6.10133.2%15.3%
55Δ5.52111.0%23.8%6.56136.1%13.2%
60Δ5.07105.8%16.6%7.02138.9%11.2%
65Δ7.48141.8%9.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
286.9%
B/E move
52.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
242.3%
B/E move
43.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.26
IV
197.7%
B/E move
34.6%

35Δ

Calls
Pseudo strike
7.30
IV
132.0%
B/E move
52.4%
Puts
Pseudo strike
4.72
IV
153.1%
B/E move
25.6%

40Δ

Calls
Pseudo strike
6.86
IV
126.7%
B/E move
45.2%
Puts
Pseudo strike
5.18
IV
127.5%
B/E move
19.4%

45Δ

Calls
Pseudo strike
6.41
IV
121.5%
B/E move
38.1%
Puts
Pseudo strike
5.64
IV
130.4%
B/E move
17.4%

50Δ

Calls
Pseudo strike
5.96
IV
116.3%
B/E move
30.9%
Puts
Pseudo strike
6.10
IV
133.2%
B/E move
15.3%

55Δ

Calls
Pseudo strike
5.52
IV
111.0%
B/E move
23.8%
Puts
Pseudo strike
6.56
IV
136.1%
B/E move
13.2%

60Δ

Calls
Pseudo strike
5.07
IV
105.8%
B/E move
16.6%
Puts
Pseudo strike
7.02
IV
138.9%
B/E move
11.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.48
IV
141.8%
B/E move
9.1%

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations