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Benitec Biopharma Inc. Common Stock BNTC

i

Market datapartial · fetched 2026-11-03T22:04:55.745Z

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 · 2026-11-03T21:00:09.873174763Z

FundamentalsAlpha Vantage · unavailable

Share price$8.40
1D-3.3%
AH$8.28$8.41$8.54$8.67$8.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNTC
Sold putSold callAH

Benitec Biopharma Inc. Common Stock options

Live interpolated BNTC call and put midpoint premiums by absolute delta.Benitec Biopharma Inc. Common Stock$2.42$2.77$3.13$3.49$3.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBNTC PRICE$2.45$2.46$2.47$2.48$2.49$2.50$2.66$2.93$3.21$3.48$3.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.70419.4%37.5%
35Δ8.13379.2%32.5%
40Δ8.55339.1%27.6%
45Δ8.98298.9%22.6%
50Δ9.40258.7%17.7%
55Δ9.83218.5%12.7%
60Δ10.24196.2%9.8%
65Δ10.64185.7%8.3%
70Δ11.04175.3%6.8%
75Δ11.44164.9%5.2%
80Δ11.84154.4%3.7%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.70
IV
419.4%
B/E move
37.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.13
IV
379.2%
B/E move
32.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.55
IV
339.1%
B/E move
27.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.98
IV
298.9%
B/E move
22.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.40
IV
258.7%
B/E move
17.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.83
IV
218.5%
B/E move
12.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.24
IV
196.2%
B/E move
9.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.64
IV
185.7%
B/E move
8.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.04
IV
175.3%
B/E move
6.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
164.9%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.84
IV
154.4%
B/E move
3.7%

Options history

IV · four-Friday blend317.59%
Daily close
BNTC118.8%225.5%332.3%2026-08-05: 168.90%2026-08-06: 169.96%2026-08-07: 161.72%2026-08-10: 164.84%2026-08-11: 175.62%2026-08-12: 200.02%2026-08-13: 198.51%2026-08-14: 204.37%2026-08-17: 231.74%2026-08-18: 249.91%2026-08-19: 270.96%2026-08-21: 133.48%2026-08-24: 141.78%2026-08-25: 143.76%2026-08-26: 144.23%2026-08-27: 148.09%2026-08-28: 150.35%2026-08-31: 161.61%2026-09-01: 160.92%2026-09-02: 157.18%2026-09-03: 163.54%2026-09-04: 163.07%2026-09-08: 180.81%2026-09-09: 191.64%2026-09-10: 196.68%2026-09-11: 203.99%2026-09-14: 238.60%2026-09-15: 275.37%2026-09-18: 155.11%2026-09-21: 162.06%2026-09-22: 161.77%2026-09-23: 186.67%2026-09-24: 194.07%2026-09-25: 197.45%2026-09-28: 198.12%2026-09-30: 207.49%2026-10-05: 239.00%2026-10-06: 251.49%2026-10-07: 258.31%2026-10-08: 278.34%2026-10-09: 281.45%2026-10-12: 317.59%Aug 5Sep 3Oct 12
42 observations2026-08-05 — 2026-10-12
Table
DateIV (%)
168.90%
169.96%
161.72%
164.84%
175.62%
200.02%
198.51%
204.37%
231.74%
249.91%
270.96%
133.48%
141.78%
143.76%
144.23%
148.09%
150.35%
161.61%
160.92%
157.18%
163.54%
163.07%
180.81%
191.64%
196.68%
203.99%
238.60%
275.37%
155.11%
162.06%
161.77%
186.67%
194.07%
197.45%
198.12%
207.49%
239.00%
251.49%
258.31%
278.34%
281.45%
317.59%