PYPD · PolyPid Ltd.

Track PYPD — free Ask ALVIS about PYPD

$4.20 +0.45 (+12.00%)

Market Cap

$71.90M

19.17M

Options Chain

15-min delayed Underlying $4.20 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 8 contracts

Put / call OI

0.32

Call-heavy positioning

Open interest

563

contracts outstanding

Volume

119

traded today

Max pain

$2.50

$1.70 below spot

ATM implied vol

271.8%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Nov 20 114d Feb 19 205d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
111	10	—	—	$1.60		$0.01	-0.125	666.3%	38	29
Call · $2.5 In the money Last $1.60 Breakeven $4.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 111 Model this call Put · $2.5 Last $0.01 Breakeven $2.49 Implied vol 666.3% Delta -0.125 ≈13% ITM Gamma 0.029 Theta -0.032 Vega 0.002 Open interest 29 Model this put
Underlying $4.20
145	58	88.3%	0.249	$0.26		$1.30	-0.335	455.3%	11	109
Call · $5 Last $0.26 Breakeven $5.26 Implied vol 88.3% Delta 0.249 ≈25% ITM Gamma 0.345 Theta -0.007 Vega 0.003 Open interest 145 Model this call Put · $5 In the money Last $1.30 Breakeven $3.70 Implied vol 455.3% Delta -0.335 ≈34% ITM Gamma 0.075 Theta -0.038 Vega 0.004 Open interest 109 Model this put
168	1	268%	0.302	$0.35		—	—	—	—	0
Call · $7.5 Last $0.35 Breakeven $7.85 Implied vol 268% Delta 0.302 ≈30% ITM Gamma 0.123 Theta -0.022 Vega 0.004 Open interest 168 Model this call Put · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	352.4%	0.297	$0.05		—	-0.827	270%	—	0
Call · $10 Last $0.05 Breakeven $10.05 Implied vol 352.4% Delta 0.297 ≈30% ITM Gamma 0.092 Theta -0.028 Vega 0.004 Open interest 1 Model this call Put · $10 In the money Last — Breakeven — Implied vol 270% Delta -0.827 ≈83% ITM Gamma 0.091 Theta -0.015 Vega 0.003 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1611842 CUSIP M8001Q126 13F (30d) 2 filings 2 filers Visit website Investor relations