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Assembly Biosciences, Inc. Common Stock ASMB

i

Market dataready · fetched 2026-11-12T14:55:25.556Z

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 · 2026-11-12T14:55:04.138151976Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T14:55:24.355768+00:00

Share price$21.70
1D-1.1%
$21.68$21.75$21.82$21.89$21.965:30 AM6:30 AM9:00 AM1:00 PMASMB
Sold putSold call

Assembly Biosciences, Inc. Common Stock options

Live interpolated ASMB call and put midpoint premiums by absolute delta.Assembly Biosciences, Inc. Common Stock$1.46$3.07$4.67$6.28$7.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEASMB PRICE$3.02$3.90$4.78$5.66$6.54$7.42$1.63$1.96$2.29$2.62$2.95$3.28$3.61$3.94
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ20.3285.4%13.9%
40Δ20.9882.9%12.4%
45Δ21.6380.5%10.9%
50Δ22.2978.0%9.3%
55Δ22.05112.2%15.5%22.9575.5%7.8%
60Δ20.78116.5%13.7%23.6173.0%6.3%
65Δ19.51120.8%11.9%24.2770.5%4.8%
70Δ18.24125.1%10.1%24.9268.0%3.3%
75Δ16.97129.3%8.4%
80Δ15.71133.6%6.6%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.32
IV
85.4%
B/E move
13.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.98
IV
82.9%
B/E move
12.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.63
IV
80.5%
B/E move
10.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.29
IV
78.0%
B/E move
9.3%

55Δ

Calls
Pseudo strike
22.05
IV
112.2%
B/E move
15.5%
Puts
Pseudo strike
22.95
IV
75.5%
B/E move
7.8%

60Δ

Calls
Pseudo strike
20.78
IV
116.5%
B/E move
13.7%
Puts
Pseudo strike
23.61
IV
73.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
19.51
IV
120.8%
B/E move
11.9%
Puts
Pseudo strike
24.27
IV
70.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
18.24
IV
125.1%
B/E move
10.1%
Puts
Pseudo strike
24.92
IV
68.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
16.97
IV
129.3%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.71
IV
133.6%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.91%
Daily EOD
ASMB80.3%85.9%91.5%2026-10-19: 81.10%2026-10-20: 82.92%2026-10-21: 85.93%2026-10-22: 89.33%2026-10-23: 86.43%2026-10-26: 86.83%2026-10-27: 89.79%2026-10-28: 90.73%2026-10-29: 89.98%2026-10-30: 86.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.10%
82.92%
85.93%
89.33%
86.43%
86.83%
89.79%
90.73%
89.98%
86.91%