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Alumis Inc. Common Stock ALMS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T14:56:36.673Z

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 · 2026-11-12T14:56:03.491220763Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T14:56:35.052675+00:00

Share price$6.54
1D-1.5%
$6.45$6.49$6.52$6.55$6.595:30 AM6:30 AM9:00 AM1:00 PMALMS
Sold putSold call

Alumis Inc. Common Stock options

Live interpolated ALMS call and put midpoint premiums by absolute delta.Alumis Inc. Common Stock$0.37$1.37$2.38$3.39$4.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ 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/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEALMS PRICE$2.52$2.58$0.47$0.49$0.51$0.58$0.69$3.57$3.84$4.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.86161.1%32.9%
25Δ5.34133.6%25.8%
30Δ5.76111.6%19.7%
35Δ6.1198.3%15.4%
40Δ6.3596.2%13.5%
45Δ
50Δ
55Δ8.91221.7%18.3%
60Δ9.34208.2%15.8%
65Δ9.77194.7%13.4%
70Δ
75Δ5.60258.1%24.1%
80Δ5.10221.3%17.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
161.1%
B/E move
32.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
133.6%
B/E move
25.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.76
IV
111.6%
B/E move
19.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.11
IV
98.3%
B/E move
15.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
96.2%
B/E move
13.5%

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.91
IV
221.7%
B/E move
18.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.34
IV
208.2%
B/E move
15.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.77
IV
194.7%
B/E move
13.4%

70Δ

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

75Δ

Calls
Pseudo strike
5.60
IV
258.1%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.10
IV
221.3%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend168.62%
Daily close
ALMS65.3%179.4%293.4%2026-08-14: 169.64%2026-08-17: 184.12%2026-08-18: 183.85%2026-08-19: 206.19%2026-08-20: 177.01%2026-08-21: 165.28%2026-08-24: 170.15%2026-08-25: 167.53%2026-08-26: 164.14%2026-08-27: 168.65%2026-08-28: 168.41%2026-08-31: 168.70%2026-09-01: 98.53%2026-09-02: 90.61%2026-09-03: 87.26%2026-09-04: 147.55%2026-09-08: 184.78%2026-09-09: 91.82%2026-09-10: 176.60%2026-09-11: 244.88%2026-09-14: 184.93%2026-09-16: 130.14%2026-09-18: 93.97%2026-09-21: 159.83%2026-09-22: 145.29%2026-09-23: 81.07%2026-09-24: 191.85%2026-09-25: 191.58%2026-09-28: 233.44%2026-09-29: 277.65%2026-09-30: 275.37%2026-10-01: 243.47%2026-10-02: 139.26%2026-10-05: 178.04%2026-10-06: 95.07%2026-10-07: 109.67%2026-10-08: 104.43%2026-10-09: 156.60%2026-10-12: 160.44%2026-10-13: 180.02%2026-10-16: 156.83%2026-10-19: 105.46%2026-10-20: 143.54%2026-10-21: 149.42%2026-10-22: 184.83%2026-10-23: 133.46%2026-10-26: 110.57%2026-10-27: 112.52%2026-10-28: 209.12%2026-10-29: 195.33%2026-10-30: 168.62%Aug 14Sep 23Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
169.64%
184.12%
183.85%
206.19%
177.01%
165.28%
170.15%
167.53%
164.14%
168.65%
168.41%
168.70%
98.53%
90.61%
87.26%
147.55%
184.78%
91.82%
176.60%
244.88%
184.93%
130.14%
93.97%
159.83%
145.29%
81.07%
191.85%
191.58%
233.44%
277.65%
275.37%
243.47%
139.26%
178.04%
95.07%
109.67%
104.43%
156.60%
160.44%
180.02%
156.83%
105.46%
143.54%
149.42%
184.83%
133.46%
110.57%
112.52%
209.12%
195.33%
168.62%