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Precision BioSciences, Inc. Common Stock DTIL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T02:33:36.551Z

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 · 2026-11-03T21:10:37.430229563Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T02:33:36.178835+00:00

Share price$6.75
1D-6.3%
AH$6.60$6.76$6.92$7.08$7.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDTIL
Sold putSold callAH

Precision BioSciences, Inc. Common Stock options

Live interpolated DTIL call and put midpoint premiums by absolute delta.Precision BioSciences, Inc. Common Stock$0.93$1.59$2.24$2.90$3.56$0.96$3.06$5.16$7.26$9.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ 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 —OPTION PRICELive DTIL spot · $6.75DTIL PRICE$1.00$1.23$1.51$1.78$2.06$2.34$2.50$2.61$1.54$1.76$1.98$2.20$2.42$2.55$2.67$2.78$2.90$3.02$3.14$3.25$3.37
PutsExpensive2.99×
Calls——
Skew——
Implied moveBearish±$4.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.37626.2%58.1%
25Δ5.12559.1%50.2%
30Δ5.88491.9%42.3%
35Δ16.32463.5%156.7%6.63424.7%34.4%
40Δ14.19465.1%128.6%7.38357.6%26.4%
45Δ13.24491.4%118.6%7.75328.5%22.9%
50Δ12.29517.8%108.6%8.05306.6%20.2%
55Δ11.34544.2%98.6%8.36284.7%17.5%
60Δ10.39570.5%88.6%8.66262.9%14.7%
65Δ8.45526.0%62.1%8.96241.0%12.0%
70Δ9.26219.1%9.3%
75Δ9.56197.2%6.6%
80Δ4.80295.8%9.8%9.86175.3%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
626.2%
B/E move
58.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.12
IV
559.1%
B/E move
50.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.88
IV
491.9%
B/E move
42.3%

35Δ

Calls
Pseudo strike
16.32
IV
463.5%
B/E move
156.7%
Puts
Pseudo strike
6.63
IV
424.7%
B/E move
34.4%

40Δ

Calls
Pseudo strike
14.19
IV
465.1%
B/E move
128.6%
Puts
Pseudo strike
7.38
IV
357.6%
B/E move
26.4%

45Δ

Calls
Pseudo strike
13.24
IV
491.4%
B/E move
118.6%
Puts
Pseudo strike
7.75
IV
328.5%
B/E move
22.9%

50Δ

Calls
Pseudo strike
12.29
IV
517.8%
B/E move
108.6%
Puts
Pseudo strike
8.05
IV
306.6%
B/E move
20.2%

55Δ

Calls
Pseudo strike
11.34
IV
544.2%
B/E move
98.6%
Puts
Pseudo strike
8.36
IV
284.7%
B/E move
17.5%

60Δ

Calls
Pseudo strike
10.39
IV
570.5%
B/E move
88.6%
Puts
Pseudo strike
8.66
IV
262.9%
B/E move
14.7%

65Δ

Calls
Pseudo strike
8.45
IV
526.0%
B/E move
62.1%
Puts
Pseudo strike
8.96
IV
241.0%
B/E move
12.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
219.1%
B/E move
9.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.56
IV
197.2%
B/E move
6.6%

80Δ

Calls
Pseudo strike
4.80
IV
295.8%
B/E move
9.8%
Puts
Pseudo strike
9.86
IV
175.3%
B/E move
3.9%

Options history

IV · four-Friday blend197.13%
Daily EOD
DTIL196.9%197.1%197.3%2026-10-20: 197.13%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
197.13%