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PolyPid PYPD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T20:47:24.146Z

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 · 2026-10-22T20:00:00.189899265Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:47:21.844468+00:00

Share price$5.13
1D+2.4%
AH$4.97$5.03$5.09$5.15$5.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYPD
Sold putSold callAH

PolyPid options

Live interpolated PYPD call and put midpoint premiums by absolute delta.PolyPid$0.37$0.71$1.05$1.39$1.73$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPYPD PRICE$0.61$0.85$0.82$0.79$0.76$1.63$1.32$1.02$0.71$0.40
PutsExpensive3.04×
CallsExpensive2.55×
SkewBearish+62.61 pp
Implied move——
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.45525.3%64.5%
25Δ3.83416.2%51.1%
30Δ4.21307.1%37.8%
35Δ8.68247.8%81.2%4.59198.0%24.5%
40Δ9.90321.7%109.5%4.9688.9%11.2%
45Δ8.67269.7%84.9%
50Δ7.44217.7%60.3%
55Δ6.21165.7%35.7%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
525.3%
B/E move
64.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.83
IV
416.2%
B/E move
51.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.21
IV
307.1%
B/E move
37.8%

35Δ

Calls
Pseudo strike
8.68
IV
247.8%
B/E move
81.2%
Puts
Pseudo strike
4.59
IV
198.0%
B/E move
24.5%

40Δ

Calls
Pseudo strike
9.90
IV
321.7%
B/E move
109.5%
Puts
Pseudo strike
4.96
IV
88.9%
B/E move
11.2%

45Δ

Calls
Pseudo strike
8.67
IV
269.7%
B/E move
84.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.44
IV
217.7%
B/E move
60.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.21
IV
165.7%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

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