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Puma Biotechnology Inc Common Stock PBYI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T14:41:27.113Z

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 · 2026-11-03T14:36:55.066643165Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:41:26.250665+00:00

Share price$10.31
1D-1.9%
$10.21$10.29$10.37$10.44$10.525:30 AM6:30 AM9:00 AM1:00 PMPBYI
Sold putSold call

Puma Biotechnology Inc Common Stock options

Live interpolated PBYI call and put midpoint premiums by absolute delta.Puma Biotechnology Inc Common Stock$0.30$1.23$2.16$3.10$4.03$6.79$8.12$9.46$10.80$12.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PBYI spot · $10.30PBYI PRICE$0.40$0.45$0.57$0.69$0.80$0.92$1.03$1.15$1.41$1.68$1.94$2.21$0.53$0.62$0.70$0.79$0.87$1.15$1.42$1.69$1.96$2.23$2.51$3.06$3.76
PutsExpensive2.41×
Calls——
Skew——
Implied moveBearish±$2.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.46175.8%53.9%7.86183.4%28.9%
25Δ8.39167.1%24.6%
30Δ12.25116.4%23.2%8.93150.8%20.2%
35Δ11.87115.7%20.7%9.46134.5%15.8%
40Δ11.50115.1%18.2%10.00118.2%11.5%
45Δ11.12114.4%15.7%10.39119.2%10.3%
50Δ10.75113.8%13.2%10.79120.2%9.1%
55Δ10.37113.1%10.7%11.18121.3%7.9%
60Δ10.00112.5%8.2%11.58122.4%6.7%
65Δ9.62111.7%7.1%11.97123.5%5.5%
70Δ9.25110.9%6.0%12.36124.6%4.3%
75Δ8.87110.0%4.9%13.02126.4%3.4%
80Δ8.49109.2%3.8%13.80128.7%2.5%

20Δ

Calls
Pseudo strike
15.46
IV
175.8%
B/E move
53.9%
Puts
Pseudo strike
7.86
IV
183.4%
B/E move
28.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.39
IV
167.1%
B/E move
24.6%

30Δ

Calls
Pseudo strike
12.25
IV
116.4%
B/E move
23.2%
Puts
Pseudo strike
8.93
IV
150.8%
B/E move
20.2%

35Δ

Calls
Pseudo strike
11.87
IV
115.7%
B/E move
20.7%
Puts
Pseudo strike
9.46
IV
134.5%
B/E move
15.8%

40Δ

Calls
Pseudo strike
11.50
IV
115.1%
B/E move
18.2%
Puts
Pseudo strike
10.00
IV
118.2%
B/E move
11.5%

45Δ

Calls
Pseudo strike
11.12
IV
114.4%
B/E move
15.7%
Puts
Pseudo strike
10.39
IV
119.2%
B/E move
10.3%

50Δ

Calls
Pseudo strike
10.75
IV
113.8%
B/E move
13.2%
Puts
Pseudo strike
10.79
IV
120.2%
B/E move
9.1%

55Δ

Calls
Pseudo strike
10.37
IV
113.1%
B/E move
10.7%
Puts
Pseudo strike
11.18
IV
121.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
10.00
IV
112.5%
B/E move
8.2%
Puts
Pseudo strike
11.58
IV
122.4%
B/E move
6.7%

65Δ

Calls
Pseudo strike
9.62
IV
111.7%
B/E move
7.1%
Puts
Pseudo strike
11.97
IV
123.5%
B/E move
5.5%

70Δ

Calls
Pseudo strike
9.25
IV
110.9%
B/E move
6.0%
Puts
Pseudo strike
12.36
IV
124.6%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.87
IV
110.0%
B/E move
4.9%
Puts
Pseudo strike
13.02
IV
126.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
8.49
IV
109.2%
B/E move
3.8%
Puts
Pseudo strike
13.80
IV
128.7%
B/E move
2.5%

Options history

IV · four-Friday blend80.32%
Daily EOD
PBYI77.4%98.6%119.9%2026-10-19: 99.57%2026-10-20: 81.08%2026-10-21: 95.35%2026-10-22: 88.94%2026-10-26: 116.95%2026-10-27: 112.56%2026-10-28: 101.99%2026-10-30: 80.32%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.57%
81.08%
95.35%
88.94%
116.95%
112.56%
101.99%
80.32%