IntraAlpha
Create free account Start free

Pyxis Oncology, Inc. Common Stock PYXS

i

Market datapartial · fetched 2026-10-22T21:54:38.194Z

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 · 2026-10-22T21:21:32.41336998Z

FundamentalsAlpha Vantage · unavailable

Share price$1.68
1D-2.0%
AH$1.67$1.70$1.73$1.77$1.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPYXS
Sold putSold callAH

Pyxis Oncology, Inc. Common Stock options

Live interpolated PYXS call and put midpoint premiums by absolute delta.Pyxis Oncology, Inc. Common Stock$0.03$0.79$1.55$2.32$3.08$-0.06$0.88$1.82$2.77$3.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PYXS spot · $1.68PYXS PRICE$0.11$0.20$0.28$0.36$0.44$0.50$0.50$0.50$0.51$0.53$0.63$0.72$0.53$0.55$0.58$0.60$0.62$0.64$0.69$0.76$0.83$0.90$1.20$2.03$2.86
PutsExpensive2.46×
CallsExpensive3.54×
SkewBullish-60.60 pp
Implied moveBearish±$1.19
TiltBearish41.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.22523.7%59.1%
25Δ2.96187.9%83.0%1.36470.4%51.8%
30Δ3.93276.0%145.6%1.51417.1%44.5%
35Δ4.90364.1%208.2%1.65363.7%37.2%
40Δ5.87452.1%270.8%1.80310.4%29.9%
45Δ6.84540.2%333.3%1.94257.1%22.6%
50Δ6.78564.0%333.2%2.07229.0%18.0%
55Δ4.53450.7%199.1%2.19217.8%15.3%
60Δ2.27337.3%64.9%2.30206.5%12.5%
65Δ1.76284.5%35.0%2.42195.2%9.7%
70Δ1.49244.1%20.2%2.75189.3%7.3%
75Δ1.33253.2%16.5%3.61196.3%5.8%
80Δ1.18262.3%12.8%4.47203.4%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
523.7%
B/E move
59.1%

25Δ

Calls
Pseudo strike
2.96
IV
187.9%
B/E move
83.0%
Puts
Pseudo strike
1.36
IV
470.4%
B/E move
51.8%

30Δ

Calls
Pseudo strike
3.93
IV
276.0%
B/E move
145.6%
Puts
Pseudo strike
1.51
IV
417.1%
B/E move
44.5%

35Δ

Calls
Pseudo strike
4.90
IV
364.1%
B/E move
208.2%
Puts
Pseudo strike
1.65
IV
363.7%
B/E move
37.2%

40Δ

Calls
Pseudo strike
5.87
IV
452.1%
B/E move
270.8%
Puts
Pseudo strike
1.80
IV
310.4%
B/E move
29.9%

45Δ

Calls
Pseudo strike
6.84
IV
540.2%
B/E move
333.3%
Puts
Pseudo strike
1.94
IV
257.1%
B/E move
22.6%

50Δ

Calls
Pseudo strike
6.78
IV
564.0%
B/E move
333.2%
Puts
Pseudo strike
2.07
IV
229.0%
B/E move
18.0%

55Δ

Calls
Pseudo strike
4.53
IV
450.7%
B/E move
199.1%
Puts
Pseudo strike
2.19
IV
217.8%
B/E move
15.3%

60Δ

Calls
Pseudo strike
2.27
IV
337.3%
B/E move
64.9%
Puts
Pseudo strike
2.30
IV
206.5%
B/E move
12.5%

65Δ

Calls
Pseudo strike
1.76
IV
284.5%
B/E move
35.0%
Puts
Pseudo strike
2.42
IV
195.2%
B/E move
9.7%

70Δ

Calls
Pseudo strike
1.49
IV
244.1%
B/E move
20.2%
Puts
Pseudo strike
2.75
IV
189.3%
B/E move
7.3%

75Δ

Calls
Pseudo strike
1.33
IV
253.2%
B/E move
16.5%
Puts
Pseudo strike
3.61
IV
196.3%
B/E move
5.8%

80Δ

Calls
Pseudo strike
1.18
IV
262.3%
B/E move
12.8%
Puts
Pseudo strike
4.47
IV
203.4%
B/E move
4.3%

Options history

No recorded observations