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Acumen Pharmaceuticals Inc ABOS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T06:58:03.581Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.13718041Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:55:17.421553+00:00

Share price$2.03
1D+1.0%
AH$2.01$2.02$2.04$2.06$2.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABOS
Sold putSold callAH

Acumen Pharmaceuticals Inc options

Live interpolated ABOS call and put midpoint premiums by absolute delta.Acumen Pharmaceuticals Inc$0.38$1.51$2.64$3.77$4.90$-0.87$0.71$2.30$3.89$5.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABOS spot · $2.03ABOS PRICE$0.50$0.50$0.68$0.91$1.14$1.34$1.70$2.06$2.42$2.79$3.15$4.57
PutsExpensive4.30×
CallsExpensive5.12×
SkewBullish-93.87 pp
Implied moveBearish±$2.92
TiltBearish65.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.60413.2%37.5%
40Δ3.05406.1%33.6%
45Δ3.49399.0%29.7%
50Δ4.10386.1%126.6%3.93391.9%25.7%
55Δ2.76302.9%60.6%4.37384.8%21.8%
60Δ3.81421.0%121.2%4.82377.8%17.9%
65Δ5.43587.6%212.4%6.30402.5%15.0%
70Δ7.05754.1%303.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.60
IV
413.2%
B/E move
37.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
406.1%
B/E move
33.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.49
IV
399.0%
B/E move
29.7%

50Δ

Calls
Pseudo strike
4.10
IV
386.1%
B/E move
126.6%
Puts
Pseudo strike
3.93
IV
391.9%
B/E move
25.7%

55Δ

Calls
Pseudo strike
2.76
IV
302.9%
B/E move
60.6%
Puts
Pseudo strike
4.37
IV
384.8%
B/E move
21.8%

60Δ

Calls
Pseudo strike
3.81
IV
421.0%
B/E move
121.2%
Puts
Pseudo strike
4.82
IV
377.8%
B/E move
17.9%

65Δ

Calls
Pseudo strike
5.43
IV
587.6%
B/E move
212.4%
Puts
Pseudo strike
6.30
IV
402.5%
B/E move
15.0%

70Δ

Calls
Pseudo strike
7.05
IV
754.1%
B/E move
303.5%
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

No recorded observations