IntraAlpha
Create free account Start free

Alumis Inc ALMS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T06:52:21.284Z

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 · 2026-10-22T20:11:06.662331836Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:20.767945+00:00

Share price$6.80
1D-0.8%
AH$6.66$6.72$6.79$6.86$6.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALMS
Sold putSold callAH

Alumis Inc options

Live interpolated ALMS call and put midpoint premiums by absolute delta.Alumis Inc$0.27$1.20$2.14$3.08$4.01$3.49$5.33$7.17$9.01$10.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALMS spot · $6.80ALMS PRICE$0.37$0.55$0.60$0.49$0.99$1.45$0.53$0.66$0.80$0.93$1.06$1.70$0.52$0.42$0.57$0.71$0.86$1.16$1.61$2.05$2.49$2.23$1.47$3.74
PutsExpensive1.71×
CallsExpensive2.32×
SkewBullish-38.87 pp
Implied moveBearish±$1.69
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.29224.1%115.4%5.28390.2%47.3%
25Δ14.58260.3%122.4%5.89135.7%21.1%
30Δ13.58243.6%108.5%6.1992.4%15.2%
35Δ8.66133.4%34.5%6.4297.5%13.9%
40Δ11.42262.4%82.4%6.66102.5%12.6%
45Δ13.65377.2%121.9%6.89107.6%11.3%
50Δ6.9980.3%10.6%7.27115.8%10.2%
55Δ6.7883.2%9.4%7.78126.6%9.3%
60Δ6.5786.2%8.2%8.28137.4%8.3%
65Δ6.3689.1%7.1%8.79148.3%7.4%
70Δ6.1492.0%5.9%8.67125.9%5.4%
75Δ8.0979.3%2.7%
80Δ10.39118.5%2.2%

20Δ

Calls
Pseudo strike
14.29
IV
224.1%
B/E move
115.4%
Puts
Pseudo strike
5.28
IV
390.2%
B/E move
47.3%

25Δ

Calls
Pseudo strike
14.58
IV
260.3%
B/E move
122.4%
Puts
Pseudo strike
5.89
IV
135.7%
B/E move
21.1%

30Δ

Calls
Pseudo strike
13.58
IV
243.6%
B/E move
108.5%
Puts
Pseudo strike
6.19
IV
92.4%
B/E move
15.2%

35Δ

Calls
Pseudo strike
8.66
IV
133.4%
B/E move
34.5%
Puts
Pseudo strike
6.42
IV
97.5%
B/E move
13.9%

40Δ

Calls
Pseudo strike
11.42
IV
262.4%
B/E move
82.4%
Puts
Pseudo strike
6.66
IV
102.5%
B/E move
12.6%

45Δ

Calls
Pseudo strike
13.65
IV
377.2%
B/E move
121.9%
Puts
Pseudo strike
6.89
IV
107.6%
B/E move
11.3%

50Δ

Calls
Pseudo strike
6.99
IV
80.3%
B/E move
10.6%
Puts
Pseudo strike
7.27
IV
115.8%
B/E move
10.2%

55Δ

Calls
Pseudo strike
6.78
IV
83.2%
B/E move
9.4%
Puts
Pseudo strike
7.78
IV
126.6%
B/E move
9.3%

60Δ

Calls
Pseudo strike
6.57
IV
86.2%
B/E move
8.2%
Puts
Pseudo strike
8.28
IV
137.4%
B/E move
8.3%

65Δ

Calls
Pseudo strike
6.36
IV
89.1%
B/E move
7.1%
Puts
Pseudo strike
8.79
IV
148.3%
B/E move
7.4%

70Δ

Calls
Pseudo strike
6.14
IV
92.0%
B/E move
5.9%
Puts
Pseudo strike
8.67
IV
125.9%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.09
IV
79.3%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.39
IV
118.5%
B/E move
2.2%

Options history

ALMS97.81125.80153.792026-10-20: 101.67%2026-10-21: 149.93%Oct 20Oct 21
Table
DateIV
101.67%
149.93%