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Pyxis Oncology, Inc. Common Stock PYXS

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Market datapartial · fetched 2026-11-13T18:51:50.522Z

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 · 2026-11-13T18:50:32.590681203Z

FundamentalsAlpha Vantage · unavailable

Share price$1.57
1D-2.2%
$1.51$1.53$1.56$1.58$1.615:30 AM6:30 AM9:00 AM1:00 PMPYXS
Sold putSold call

Pyxis Oncology, Inc. Common Stock options

Live interpolated PYXS call and put midpoint premiums by absolute delta.Pyxis Oncology, Inc. Common Stock$0.36$0.51$0.67$0.83$0.99$1.20$1.37$1.55$1.72$1.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PYXS spot · $1.56PYXS PRICE$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.45$0.52$0.59$0.66$0.73$0.80$0.87$0.94
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.47798.2%401.5%1.09744.1%54.3%
25Δ6.79753.6%358.1%1.23654.6%45.2%
30Δ6.12709.0%314.8%1.38565.1%36.0%
35Δ5.44664.5%271.4%1.51485.1%27.8%
40Δ4.76619.9%228.1%1.63466.7%25.1%
45Δ4.08575.3%184.8%1.74448.3%22.4%
50Δ3.40530.7%141.4%1.85429.9%19.8%
55Δ2.72486.1%98.1%1.96411.5%17.1%
60Δ2.05441.5%54.7%2.07393.1%14.4%
65Δ2.18374.7%11.8%
70Δ2.29356.3%9.1%
75Δ2.40337.9%6.4%
80Δ

20Δ

Calls
Pseudo strike
7.47
IV
798.2%
B/E move
401.5%
Puts
Pseudo strike
1.09
IV
744.1%
B/E move
54.3%

25Δ

Calls
Pseudo strike
6.79
IV
753.6%
B/E move
358.1%
Puts
Pseudo strike
1.23
IV
654.6%
B/E move
45.2%

30Δ

Calls
Pseudo strike
6.12
IV
709.0%
B/E move
314.8%
Puts
Pseudo strike
1.38
IV
565.1%
B/E move
36.0%

35Δ

Calls
Pseudo strike
5.44
IV
664.5%
B/E move
271.4%
Puts
Pseudo strike
1.51
IV
485.1%
B/E move
27.8%

40Δ

Calls
Pseudo strike
4.76
IV
619.9%
B/E move
228.1%
Puts
Pseudo strike
1.63
IV
466.7%
B/E move
25.1%

45Δ

Calls
Pseudo strike
4.08
IV
575.3%
B/E move
184.8%
Puts
Pseudo strike
1.74
IV
448.3%
B/E move
22.4%

50Δ

Calls
Pseudo strike
3.40
IV
530.7%
B/E move
141.4%
Puts
Pseudo strike
1.85
IV
429.9%
B/E move
19.8%

55Δ

Calls
Pseudo strike
2.72
IV
486.1%
B/E move
98.1%
Puts
Pseudo strike
1.96
IV
411.5%
B/E move
17.1%

60Δ

Calls
Pseudo strike
2.05
IV
441.5%
B/E move
54.7%
Puts
Pseudo strike
2.07
IV
393.1%
B/E move
14.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.18
IV
374.7%
B/E move
11.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.29
IV
356.3%
B/E move
9.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
337.9%
B/E move
6.4%

80Δ

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

Options history

IV · four-Friday blend184.56%
Daily EOD
PYXS151.7%179.0%206.4%2026-10-19: 202.64%2026-10-20: 189.90%2026-10-21: 182.24%2026-10-23: 189.27%2026-10-26: 184.18%2026-10-27: 178.17%2026-10-28: 172.40%2026-10-29: 155.43%2026-10-30: 184.56%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
202.64%
189.90%
182.24%
189.27%
184.18%
178.17%
172.40%
155.43%
184.56%