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Acumen Pharmaceuticals, Inc. Common Stock ABOS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:50:28.687Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T13:49:16.688481394Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:50:27.700431+00:00

Share price$0.24
1D-0.3%
$0.23$0.23$0.24$0.24$0.245:30 AM6:30 AM9:00 AM1:00 PMABOS
Sold putSold call

Acumen Pharmaceuticals, Inc. Common Stock options

Live interpolated ABOS call and put midpoint premiums by absolute delta.Acumen Pharmaceuticals, Inc. Common Stock$0.00$0.19$0.38$0.57$0.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ 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 PRICEABOS PRICE$0.03$0.03$0.52$0.54$0.56$0.58$0.60$0.62$0.64$0.66$0.68$0.70
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.27587.3%3002.7%0.53772.7%94.6%
25Δ3.87419.3%1557.7%0.57736.0%87.4%
30Δ0.60699.3%80.2%
35Δ0.64662.7%73.0%
40Δ0.68626.0%65.8%
45Δ0.72589.3%58.6%
50Δ0.75552.7%51.4%
55Δ0.79516.0%44.2%
60Δ0.83479.3%37.0%
65Δ0.87442.7%29.8%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.27
IV
587.3%
B/E move
3002.7%
Puts
Pseudo strike
0.53
IV
772.7%
B/E move
94.6%

25Δ

Calls
Pseudo strike
3.87
IV
419.3%
B/E move
1557.7%
Puts
Pseudo strike
0.57
IV
736.0%
B/E move
87.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
699.3%
B/E move
80.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.64
IV
662.7%
B/E move
73.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
626.0%
B/E move
65.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
589.3%
B/E move
58.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.75
IV
552.7%
B/E move
51.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.79
IV
516.0%
B/E move
44.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.83
IV
479.3%
B/E move
37.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.87
IV
442.7%
B/E move
29.8%

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 blend—
Daily EOD

No recorded observations

0 observations