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Praxis Precision Medicines, Inc. Common Stock PRAX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-05T22:21:07.069Z

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 · 2026-11-05T21:48:30.050397868Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T22:21:05.085600+00:00

Share price$260.00
1D-8.8%
AH$258$266$274$281$2895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRAX
Sold putSold callAH

Praxis Precision Medicines, Inc. Common Stock options

Live interpolated PRAX call and put midpoint premiums by absolute delta.Praxis Precision Medicines, Inc. Common Stock$5.13$22.74$40.35$57.96$75.56$184.79$225.15$265.50$305.85$346.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRAX spot · $260.00PRAX PRICE$7.04$9.61$12.33$14.67$17.38$20.27$23.39$27.52$31.46$36.21$41.42$47.11$54.93$7.46$9.90$12.76$15.91$19.50$23.71$27.78$32.86$38.46$44.53$51.96$59.93$70.49
PutsExpensive1.50×
CallsExpensive1.75×
SkewBullish-20.91 pp
Implied moveBearish±$51.17
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ340.56135.2%33.7%220.41113.1%18.1%
25Δ327.85139.2%29.8%229.29111.8%15.6%
30Δ315.81142.0%26.2%237.19111.8%13.7%
35Δ301.07136.5%21.4%244.80111.9%12.0%
40Δ289.52134.1%18.0%252.32112.6%10.5%
45Δ279.16131.9%15.2%259.83114.5%9.2%
50Δ269.60130.0%12.7%267.38113.3%7.8%
55Δ261.00132.4%11.0%275.42113.9%6.7%
60Δ252.23131.5%9.1%283.75114.3%5.7%
65Δ243.41132.2%7.5%292.45113.9%4.6%
70Δ234.46132.6%6.1%302.20114.4%3.8%
75Δ225.26132.0%4.8%312.43113.5%2.9%
80Δ214.53135.2%3.6%324.95113.8%2.1%

20Δ

Calls
Pseudo strike
340.56
IV
135.2%
B/E move
33.7%
Puts
Pseudo strike
220.41
IV
113.1%
B/E move
18.1%

25Δ

Calls
Pseudo strike
327.85
IV
139.2%
B/E move
29.8%
Puts
Pseudo strike
229.29
IV
111.8%
B/E move
15.6%

30Δ

Calls
Pseudo strike
315.81
IV
142.0%
B/E move
26.2%
Puts
Pseudo strike
237.19
IV
111.8%
B/E move
13.7%

35Δ

Calls
Pseudo strike
301.07
IV
136.5%
B/E move
21.4%
Puts
Pseudo strike
244.80
IV
111.9%
B/E move
12.0%

40Δ

Calls
Pseudo strike
289.52
IV
134.1%
B/E move
18.0%
Puts
Pseudo strike
252.32
IV
112.6%
B/E move
10.5%

45Δ

Calls
Pseudo strike
279.16
IV
131.9%
B/E move
15.2%
Puts
Pseudo strike
259.83
IV
114.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
269.60
IV
130.0%
B/E move
12.7%
Puts
Pseudo strike
267.38
IV
113.3%
B/E move
7.8%

55Δ

Calls
Pseudo strike
261.00
IV
132.4%
B/E move
11.0%
Puts
Pseudo strike
275.42
IV
113.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
252.23
IV
131.5%
B/E move
9.1%
Puts
Pseudo strike
283.75
IV
114.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
243.41
IV
132.2%
B/E move
7.5%
Puts
Pseudo strike
292.45
IV
113.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
234.46
IV
132.6%
B/E move
6.1%
Puts
Pseudo strike
302.20
IV
114.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
225.26
IV
132.0%
B/E move
4.8%
Puts
Pseudo strike
312.43
IV
113.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
214.53
IV
135.2%
B/E move
3.6%
Puts
Pseudo strike
324.95
IV
113.8%
B/E move
2.1%

Options history

IV · four-Friday blend96.53%
Daily EOD
PRAX88.4%92.8%97.1%2026-10-19: 88.97%2026-10-20: 91.22%2026-10-21: 90.65%2026-10-22: 91.39%2026-10-23: 92.32%2026-10-26: 94.63%2026-10-27: 94.60%2026-10-28: 95.30%2026-10-29: 94.70%2026-10-30: 96.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.97%
91.22%
90.65%
91.39%
92.32%
94.63%
94.60%
95.30%
94.70%
96.53%