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ACADIA Pharmaceuticals Inc. Common Stock ACAD

i

Market dataready · fetched 2026-11-11T14:00:34.126Z

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 · 2026-11-11T13:49:41.01182438Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:00:33.592621+00:00

Share price$18.25
1D+0.0%
$18.24$18.25$18.25$18.25$18.265:30 AM6:30 AM9:00 AM1:00 PMACAD
Sold putSold call

ACADIA Pharmaceuticals Inc. Common Stock options

Live interpolated ACAD call and put midpoint premiums by absolute delta.ACADIA Pharmaceuticals Inc. Common Stock$0.21$0.74$1.27$1.80$2.33$10.71$14.02$17.33$20.65$23.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ACAD spot · $18.25ACAD PRICE$0.41$0.47$0.52$0.57$0.61$0.66$1.83$1.97$0.27$0.35$0.44$0.52$0.64$0.79$0.93$1.08$1.30$1.64$1.97$2.17
Puts——
Calls——
Skew——
Implied moveBearish±$1.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ17.2656.4%6.9%
30Δ19.7379.7%10.3%17.4857.3%6.2%
35Δ19.2873.6%8.2%17.7058.2%5.4%
40Δ18.9167.9%6.4%17.9259.2%4.7%
45Δ18.6763.0%5.4%18.1560.3%4.1%
50Δ18.4358.0%4.4%18.3861.5%3.6%
55Δ18.1953.1%3.3%18.6262.7%3.1%
60Δ18.8563.9%2.6%
65Δ19.1466.3%2.2%
70Δ19.5470.8%1.9%
75Δ16.8584.2%2.4%19.9475.3%1.6%
80Δ16.6177.4%1.8%20.2170.4%1.2%

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
17.26
IV
56.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
19.73
IV
79.7%
B/E move
10.3%
Puts
Pseudo strike
17.48
IV
57.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
19.28
IV
73.6%
B/E move
8.2%
Puts
Pseudo strike
17.70
IV
58.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
18.91
IV
67.9%
B/E move
6.4%
Puts
Pseudo strike
17.92
IV
59.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
18.67
IV
63.0%
B/E move
5.4%
Puts
Pseudo strike
18.15
IV
60.3%
B/E move
4.1%

50Δ

Calls
Pseudo strike
18.43
IV
58.0%
B/E move
4.4%
Puts
Pseudo strike
18.38
IV
61.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
18.19
IV
53.1%
B/E move
3.3%
Puts
Pseudo strike
18.62
IV
62.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.85
IV
63.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.14
IV
66.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.54
IV
70.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
16.85
IV
84.2%
B/E move
2.4%
Puts
Pseudo strike
19.94
IV
75.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
16.61
IV
77.4%
B/E move
1.8%
Puts
Pseudo strike
20.21
IV
70.4%
B/E move
1.2%

Options history

IV · four-Friday blend41.09%
Daily close
ACAD33.6%87.8%141.9%2026-08-13: 61.95%2026-08-14: 64.00%2026-08-17: 63.36%2026-08-18: 75.49%2026-08-19: 82.13%2026-08-20: 81.60%2026-08-21: 67.84%2026-08-24: 71.58%2026-08-25: 68.28%2026-08-26: 68.25%2026-08-27: 68.72%2026-08-28: 70.80%2026-08-31: 73.28%2026-09-01: 73.90%2026-09-02: 73.91%2026-09-03: 81.36%2026-09-04: 77.49%2026-09-08: 87.15%2026-09-09: 83.07%2026-09-10: 89.47%2026-09-11: 88.10%2026-09-14: 112.71%2026-09-15: 98.95%2026-09-16: 116.83%2026-09-17: 134.45%2026-09-18: 99.06%2026-09-21: 90.20%2026-09-22: 97.40%2026-09-23: 97.78%2026-09-24: 51.97%2026-09-25: 48.42%2026-09-28: 51.41%2026-09-29: 45.27%2026-09-30: 46.74%2026-10-01: 49.91%2026-10-02: 42.26%2026-10-05: 56.26%2026-10-06: 45.86%2026-10-07: 42.69%2026-10-08: 52.13%2026-10-09: 50.65%2026-10-12: 52.52%2026-10-13: 70.80%2026-10-14: 79.30%2026-10-15: 68.57%2026-10-16: 42.03%2026-10-19: 45.20%2026-10-20: 41.81%2026-10-21: 44.57%2026-10-22: 42.23%2026-10-23: 45.27%2026-10-26: 44.77%2026-10-27: 42.96%2026-10-28: 41.40%2026-10-29: 44.95%2026-10-30: 41.09%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.95%
64.00%
63.36%
75.49%
82.13%
81.60%
67.84%
71.58%
68.28%
68.25%
68.72%
70.80%
73.28%
73.90%
73.91%
81.36%
77.49%
87.15%
83.07%
89.47%
88.10%
112.71%
98.95%
116.83%
134.45%
99.06%
90.20%
97.40%
97.78%
51.97%
48.42%
51.41%
45.27%
46.74%
49.91%
42.26%
56.26%
45.86%
42.69%
52.13%
50.65%
52.52%
70.80%
79.30%
68.57%
42.03%
45.20%
41.81%
44.57%
42.23%
45.27%
44.77%
42.96%
41.40%
44.95%
41.09%