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Amylyx Pharmaceuticals, Inc. Common Stock AMLX

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Market datapartial · fetched 2026-10-22T22:08:16.466Z

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 · 2026-10-22T20:00:37.614953533Z

FundamentalsAlpha Vantage · unavailable

Share price$28.73
1D-1.7%
AH$28.46$28.86$29.27$29.68$30.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMLX
Sold putSold callAH

Amylyx Pharmaceuticals, Inc. Common Stock options

Live interpolated AMLX call and put midpoint premiums by absolute delta.Amylyx Pharmaceuticals, Inc. Common Stock$0.41$1.74$3.06$4.39$5.71$20.85$24.84$28.83$32.82$36.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AMLX spot · $28.73AMLX PRICE$0.55$0.74$0.89$1.14$1.38$1.58$1.93$2.21$2.43$3.04$3.55$4.14$5.33$0.86$0.82$1.05$1.24$1.40$1.79$2.17$2.55$3.05$3.48$3.78$4.41$5.27
PutsCheap0.79×
CallsCheap0.84×
SkewBullish-6.12 pp
Implied moveBearish±$4.09
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5067.4%22.0%24.1087.7%19.1%
25Δ33.3166.6%18.5%26.0062.3%12.4%
30Δ32.1663.1%15.0%26.7061.8%10.7%
35Δ31.4565.0%13.4%27.3859.1%9.0%
40Δ30.7666.2%11.9%28.0555.3%7.3%
45Δ29.9563.6%9.7%28.6358.0%6.6%
50Δ29.3266.3%8.7%29.2459.8%5.8%
55Δ28.6665.9%7.5%29.8760.1%4.9%
60Δ27.9962.6%5.9%30.5861.4%4.2%
65Δ27.2468.6%5.4%31.2460.8%3.4%
70Δ26.4870.5%4.5%31.7857.5%2.5%
75Δ25.6372.1%3.6%32.6057.5%1.9%
80Δ24.2881.8%3.1%33.6158.7%1.4%

20Δ

Calls
Pseudo strike
34.50
IV
67.4%
B/E move
22.0%
Puts
Pseudo strike
24.10
IV
87.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
33.31
IV
66.6%
B/E move
18.5%
Puts
Pseudo strike
26.00
IV
62.3%
B/E move
12.4%

30Δ

Calls
Pseudo strike
32.16
IV
63.1%
B/E move
15.0%
Puts
Pseudo strike
26.70
IV
61.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
31.45
IV
65.0%
B/E move
13.4%
Puts
Pseudo strike
27.38
IV
59.1%
B/E move
9.0%

40Δ

Calls
Pseudo strike
30.76
IV
66.2%
B/E move
11.9%
Puts
Pseudo strike
28.05
IV
55.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
29.95
IV
63.6%
B/E move
9.7%
Puts
Pseudo strike
28.63
IV
58.0%
B/E move
6.6%

50Δ

Calls
Pseudo strike
29.32
IV
66.3%
B/E move
8.7%
Puts
Pseudo strike
29.24
IV
59.8%
B/E move
5.8%

55Δ

Calls
Pseudo strike
28.66
IV
65.9%
B/E move
7.5%
Puts
Pseudo strike
29.87
IV
60.1%
B/E move
4.9%

60Δ

Calls
Pseudo strike
27.99
IV
62.6%
B/E move
5.9%
Puts
Pseudo strike
30.58
IV
61.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
27.24
IV
68.6%
B/E move
5.4%
Puts
Pseudo strike
31.24
IV
60.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
26.48
IV
70.5%
B/E move
4.5%
Puts
Pseudo strike
31.78
IV
57.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
25.63
IV
72.1%
B/E move
3.6%
Puts
Pseudo strike
32.60
IV
57.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
24.28
IV
81.8%
B/E move
3.1%
Puts
Pseudo strike
33.61
IV
58.7%
B/E move
1.4%

Options history

AMLX55.7956.4557.112026-10-20: 55.88%2026-10-21: 57.02%Oct 20Oct 21
Table
DateIV
55.88%
57.02%