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Amylyx Pharmaceuticals, Inc. Common Stock AMLX

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T02:54:07.010Z

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 · 2026-11-12T00:21:59.209807164Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:54:06.604561+00:00

Share price$32.00
1D+1.8%
AH$30.61$30.94$31.27$31.60$31.935:30 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$0.16$2.66$5.16$7.66$10.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAMLX PRICE$0.43$0.63$0.83$1.04$1.86$1.93$2.01$2.08$0.52$0.63$0.81$1.04$1.16$1.19$2.75$3.05$3.41$6.39$9.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8387.7%11.5%
25Δ33.8051.3%7.0%29.6779.8%9.2%
30Δ33.5859.1%6.9%30.2878.7%7.9%
35Δ33.3566.9%6.8%30.7681.6%7.1%
40Δ33.1374.7%6.8%31.2577.5%6.0%
45Δ31.7466.6%4.5%
50Δ
55Δ33.14105.1%5.0%
60Δ33.75100.7%4.1%
65Δ30.9863.9%2.6%34.3797.2%3.2%
70Δ30.7558.1%2.1%
75Δ30.5152.4%1.6%37.55129.9%2.6%
80Δ30.2846.6%1.1%40.69159.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.83
IV
87.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
33.80
IV
51.3%
B/E move
7.0%
Puts
Pseudo strike
29.67
IV
79.8%
B/E move
9.2%

30Δ

Calls
Pseudo strike
33.58
IV
59.1%
B/E move
6.9%
Puts
Pseudo strike
30.28
IV
78.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
33.35
IV
66.9%
B/E move
6.8%
Puts
Pseudo strike
30.76
IV
81.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
33.13
IV
74.7%
B/E move
6.8%
Puts
Pseudo strike
31.25
IV
77.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.74
IV
66.6%
B/E move
4.5%

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
33.14
IV
105.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.75
IV
100.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
30.98
IV
63.9%
B/E move
2.6%
Puts
Pseudo strike
34.37
IV
97.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
30.75
IV
58.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.51
IV
52.4%
B/E move
1.6%
Puts
Pseudo strike
37.55
IV
129.9%
B/E move
2.6%

80Δ

Calls
Pseudo strike
30.28
IV
46.6%
B/E move
1.1%
Puts
Pseudo strike
40.69
IV
159.8%
B/E move
2.3%

Options history

IV · four-Friday blend58.00%
Daily close
AMLX45.6%109.6%173.6%2026-08-13: 156.88%2026-08-14: 159.41%2026-08-17: 164.77%2026-08-18: 82.34%2026-08-19: 78.74%2026-08-20: 76.93%2026-08-21: 63.88%2026-08-24: 63.88%2026-08-25: 65.18%2026-08-26: 67.76%2026-08-27: 60.55%2026-08-28: 65.82%2026-08-31: 61.76%2026-09-01: 64.96%2026-09-02: 62.14%2026-09-03: 61.79%2026-09-04: 57.54%2026-09-08: 60.83%2026-09-09: 64.20%2026-09-10: 64.59%2026-09-11: 62.08%2026-09-14: 71.47%2026-09-15: 68.41%2026-09-16: 77.76%2026-09-17: 64.81%2026-09-18: 56.38%2026-09-21: 57.39%2026-09-22: 54.43%2026-09-23: 58.93%2026-09-24: 56.93%2026-09-25: 62.13%2026-09-28: 62.11%2026-09-29: 57.61%2026-09-30: 58.47%2026-10-01: 62.37%2026-10-02: 61.88%2026-10-05: 63.32%2026-10-06: 58.89%2026-10-07: 60.24%2026-10-08: 60.87%2026-10-09: 62.70%2026-10-12: 57.59%2026-10-13: 59.97%2026-10-14: 68.55%2026-10-15: 82.28%2026-10-16: 59.01%2026-10-19: 60.02%2026-10-20: 55.89%2026-10-21: 57.04%2026-10-22: 58.08%2026-10-23: 58.74%2026-10-26: 55.36%2026-10-27: 62.14%2026-10-28: 60.84%2026-10-29: 60.96%2026-10-30: 58.00%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
156.88%
159.41%
164.77%
82.34%
78.74%
76.93%
63.88%
63.88%
65.18%
67.76%
60.55%
65.82%
61.76%
64.96%
62.14%
61.79%
57.54%
60.83%
64.20%
64.59%
62.08%
71.47%
68.41%
77.76%
64.81%
56.38%
57.39%
54.43%
58.93%
56.93%
62.13%
62.11%
57.61%
58.47%
62.37%
61.88%
63.32%
58.89%
60.24%
60.87%
62.70%
57.59%
59.97%
68.55%
82.28%
59.01%
60.02%
55.89%
57.04%
58.08%
58.74%
55.36%
62.14%
60.84%
60.96%
58.00%