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PepGen Ltd (PEPG)

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4.17 -0.35 -7.74%

18:45:38 - Real-time Cboe. Currency in USD

Type: Equity

Market: United States

Volume: 242,564
Bid/Ask: 0.00 / 0.00
Day's Range: 4.08 - 4.63

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PepGen Option Chain

Get free option data for PEPG. You'll find Call and Put Strike Prices, Last Price, Change, Volume, Implied Volatility, Theoretical and Greeks for PepGen options for the expiration dates selected. Below this information you can also find an open interest chart for the share's options.

Expiration Date:

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Strike Price:

Quotes Analysis

Mar 30, 2026 17:37 GMT

Calls

Puts

Last	Chg.	Bid	Ask	Vol	Strike	Last	Chg.	Bid	Ask	Vol
0	0%	1.15	5.5	0	1.00	0.05	0%	0	0.05	0
PEPG Call 1.00 Exp: Apr 17, 2026 Last: 0 Chg.: 0% SymbolPEPG\|20260417\|1.00C Delta0.9552 Imp Vol6.5805 Bid1.15 Gamma0.0158 Theoretical3.33 Ask5.5 Theta-0.0158 Intrinsic Value3.1 Volume0 Vega0.0009 Time Value-3.1 Open Interest0 Rho0.0003 Delta / Theta-60.5413 PEPG Put 1.00 Exp: Apr 17, 2026 Last: 0.05 Chg.: 0% SymbolPEPG\|20260417\|1.00P Delta-0.0239 Imp Vol4.2109 Bid0 Gamma0.0147 Theoretical0.05 Ask0.05 Theta-0.006 Intrinsic Value-3.1 Volume0 Vega0.0005 Time Value3.15 Open Interest10 Rho-0.0001 Delta / Theta3.9957
0	0%	0.45	4.9	0	2.00	0.1	0%	0	2	0
PEPG Call 2.00 Exp: Apr 17, 2026 Last: 0 Chg.: 0% SymbolPEPG\|20260417\|2.00C Delta0.8852 Imp Vol5.6533 Bid0.45 Gamma0.0377 Theoretical2.67 Ask4.9 Theta-0.0278 Intrinsic Value2.1 Volume0 Vega0.0018 Time Value-2.1 Open Interest0 Rho0.0005 Delta / Theta-31.8084 PEPG Put 2.00 Exp: Apr 17, 2026 Last: 0.1 Chg.: 0% SymbolPEPG\|20260417\|2.00P Delta0 Imp Vol0 Bid0 Gamma0 Theoretical0 Ask2 Theta0 Intrinsic Value-2.1 Volume0 Vega0 Time Value2.2 Open Interest107 Rho0 Delta / Theta0
2.5	0%	0.2	4.9	0	3.00	0.45	0%	0	0.8	0
PEPG Call 3.00 Exp: Apr 17, 2026 Last: 2.5 Chg.: 0% SymbolPEPG\|20260417\|3.00C Delta0.8334 Imp Vol6.8527 Bid0.2 Gamma0.04 Theoretical2.55 Ask4.9 Theta-0.0434 Intrinsic Value1.1 Volume0 Vega0.0023 Time Value1.4 Open Interest3 Rho0.0004 Delta / Theta-19.203 PEPG Put 3.00 Exp: Apr 17, 2026 Last: 0.45 Chg.: 0% SymbolPEPG\|20260417\|3.00P Delta-0.2105 Imp Vol4.2499 Bid0 Gamma0.0746 Theoretical0.8 Ask0.8 Theta-0.0309 Intrinsic Value-1.1 Volume0 Vega0.0026 Time Value1.55 Open Interest292 Rho-0.0007 Delta / Theta6.8161
					4.1	Price @ Mar 30, 2026 17:37 GMT
0.72	-34.55%	0.2	2.8	15	5.00	1.51	0%	0.1	1.85	0
PEPG Call 5.00 Exp: Apr 17, 2026 Last: 0.72 Chg.: -34.55% SymbolPEPG\|20260417\|5.00C Delta0.4986 Imp Vol2.8064 Bid0.2 Gamma0.1561 Theoretical0.72 Ask2.8 Theta-0.0285 Intrinsic Value-0.9 Volume15 Vega0.0036 Time Value1.62 Open Interest1,605 Rho0.0007 Delta / Theta-17.5222 PEPG Put 5.00 Exp: Apr 17, 2026 Last: 1.51 Chg.: 0% SymbolPEPG\|20260417\|5.00P Delta-0.8064 Imp Vol0.9223 Bid0.1 Gamma0.3294 Theoretical0.98 Ask1.85 Theta-0.0061 Intrinsic Value0.9 Volume0 Vega0.0025 Time Value0.61 Open Interest24 Rho-0.0015 Delta / Theta132.473
0.8	0%	0.35	0.9	0	6.00	1.75	0%	0.2	4.9	0
PEPG Call 6.00 Exp: Apr 17, 2026 Last: 0.8 Chg.: 0% SymbolPEPG\|20260417\|6.00C Delta0.4248 Imp Vol3.1575 Bid0.35 Gamma0.1363 Theoretical0.63 Ask0.9 Theta-0.0314 Intrinsic Value-1.9 Volume0 Vega0.0036 Time Value2.7 Open Interest537 Rho0.0006 Delta / Theta-13.5248 PEPG Put 6.00 Exp: Apr 17, 2026 Last: 1.75 Chg.: 0% SymbolPEPG\|20260417\|6.00P Delta-0.565 Imp Vol3.2559 Bid0.2 Gamma0.1329 Theoretical2.55 Ask4.9 Theta-0.032 Intrinsic Value1.9 Volume0 Vega0.0036 Time Value-0.15 Open Interest2 Rho-0.0019 Delta / Theta17.6415
0.9	0%	0	2.25	0	7.00	2.45	0%	1	5.5	0
PEPG Call 7.00 Exp: Apr 17, 2026 Last: 0.9 Chg.: 0% SymbolPEPG\|20260417\|7.00C Delta0.7396 Imp Vol8.3656 Bid0 Gamma0.0426 Theoretical2.25 Ask2.25 Theta-0.0688 Intrinsic Value-2.9 Volume0 Vega0.003 Time Value3.8 Open Interest2 Rho0.0004 Delta / Theta-10.7521 PEPG Put 7.00 Exp: Apr 17, 2026 Last: 2.45 Chg.: 0% SymbolPEPG\|20260417\|7.00P Delta-0.7038 Imp Vol2.8321 Bid1 Gamma0.1344 Theoretical3.25 Ask5.5 Theta-0.0243 Intrinsic Value2.9 Volume0 Vega0.0031 Time Value-0.45 Open Interest2 Rho-0.0023 Delta / Theta28.9718

Open Positions

Calls

Puts

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