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PDS Biotechnology Corporation Common Stock PDSB

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T06:24:58.538Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:57:11.747905848Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T06:16:55.077726+00:00

Share price$1.22
1D+5.0%
AH$1.17$1.20$1.22$1.25$1.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDSB
Sold putSold callAH

PDS Biotechnology Corporation Common Stock options

Live interpolated PDSB call and put midpoint premiums by absolute delta.PDS Biotechnology Corporation Common Stock$0.07$0.15$0.24$0.32$0.40$0.82$1.02$1.21$1.41$1.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PDSB spot · $1.22PDSB PRICE$0.38$0.38$0.38$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.21$0.23
Puts——
Calls——
Skew——
Implied moveBullish±$0.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ1.01271.1%23.6%
30Δ1.06260.4%21.7%
35Δ1.10249.8%19.8%
40Δ2.87800.0%165.9%1.14239.1%17.8%
45Δ2.49800.0%135.1%1.18228.4%15.9%
50Δ2.19800.0%110.2%1.23217.7%14.0%
55Δ1.27207.0%12.1%
60Δ1.31196.4%10.2%
65Δ1.35185.7%8.3%
70Δ
75Δ
80Δ

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
1.01
IV
271.1%
B/E move
23.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.06
IV
260.4%
B/E move
21.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
249.8%
B/E move
19.8%

40Δ

Calls
Pseudo strike
2.87
IV
800.0%
B/E move
165.9%
Puts
Pseudo strike
1.14
IV
239.1%
B/E move
17.8%

45Δ

Calls
Pseudo strike
2.49
IV
800.0%
B/E move
135.1%
Puts
Pseudo strike
1.18
IV
228.4%
B/E move
15.9%

50Δ

Calls
Pseudo strike
2.19
IV
800.0%
B/E move
110.2%
Puts
Pseudo strike
1.23
IV
217.7%
B/E move
14.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
207.0%
B/E move
12.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.31
IV
196.4%
B/E move
10.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
185.7%
B/E move
8.3%

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend312.99%
Daily close
PDSB163.8%273.2%382.7%2026-09-18: 257.17%2026-09-21: 178.87%2026-09-22: 214.16%2026-09-23: 258.37%2026-10-09: 304.13%2026-10-28: 367.57%2026-10-29: 357.78%2026-10-30: 312.99%Sep 18Sep 23Oct 30
8 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
257.17%
178.87%
214.16%
258.37%
304.13%
367.57%
357.78%
312.99%