IntraAlpha
Create free account Start free

PTC Therapeutics, Inc. Common Stock PTCT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-05T18:56:42.810Z

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 · 2026-11-05T18:53:42.764124915Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:56:41.991545+00:00

Share price$66.37
1D-3.8%
$65.76$66.70$67.63$68.56$69.505:30 AM6:30 AM9:00 AM1:00 PMPTCT
Sold putSold call

PTC Therapeutics, Inc. Common Stock options

Live interpolated PTCT call and put midpoint premiums by absolute delta.PTC Therapeutics, Inc. Common Stock$1.07$2.88$4.69$6.50$8.31$54.56$60.37$66.19$72.00$77.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PTCT spot · $66.36PTCT PRICE$1.27$1.49$1.71$1.92$2.26$2.66$3.06$3.46$3.88$4.84$5.81$6.78$7.78$1.80$2.50$3.21$3.91$4.61$5.32$6.02$6.72$7.42
Puts——
CallsFair1.03×
Skew——
Implied moveBearish±$6.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.8698.4%25.3%
25Δ78.3187.9%20.2%
30Δ74.7777.4%15.2%
35Δ71.2266.9%10.2%
40Δ69.2962.5%7.8%65.4839.9%4.1%
45Δ68.2161.3%6.8%66.4340.4%3.7%
50Δ67.1360.1%5.8%67.3941.0%3.3%
55Δ66.0558.8%4.7%68.3541.5%2.9%
60Δ64.9657.8%3.7%69.3042.1%2.5%
65Δ63.6760.3%3.2%70.2642.6%2.1%
70Δ62.3962.9%2.8%71.2243.1%1.8%
75Δ61.1065.5%2.3%72.1743.7%1.4%
80Δ59.7767.2%1.8%73.1344.2%1.0%

20Δ

Calls
Pseudo strike
81.86
IV
98.4%
B/E move
25.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
78.31
IV
87.9%
B/E move
20.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
74.77
IV
77.4%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
71.22
IV
66.9%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
69.29
IV
62.5%
B/E move
7.8%
Puts
Pseudo strike
65.48
IV
39.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
68.21
IV
61.3%
B/E move
6.8%
Puts
Pseudo strike
66.43
IV
40.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
67.13
IV
60.1%
B/E move
5.8%
Puts
Pseudo strike
67.39
IV
41.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
66.05
IV
58.8%
B/E move
4.7%
Puts
Pseudo strike
68.35
IV
41.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
64.96
IV
57.8%
B/E move
3.7%
Puts
Pseudo strike
69.30
IV
42.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
63.67
IV
60.3%
B/E move
3.2%
Puts
Pseudo strike
70.26
IV
42.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
62.39
IV
62.9%
B/E move
2.8%
Puts
Pseudo strike
71.22
IV
43.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
61.10
IV
65.5%
B/E move
2.3%
Puts
Pseudo strike
72.17
IV
43.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
59.77
IV
67.2%
B/E move
1.8%
Puts
Pseudo strike
73.13
IV
44.2%
B/E move
1.0%

Options history

IV · four-Friday blend51.09%
Daily EOD
PTCT50.2%56.7%63.2%2026-10-19: 57.21%2026-10-20: 55.77%2026-10-21: 56.35%2026-10-22: 58.40%2026-10-23: 61.02%2026-10-26: 62.35%2026-10-27: 61.94%2026-10-28: 61.52%2026-10-29: 61.37%2026-10-30: 51.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.21%
55.77%
56.35%
58.40%
61.02%
62.35%
61.94%
61.52%
61.37%
51.09%