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Assembly Biosciences, Inc. Common Stock ASMB

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Market datapartial · fetched 2026-10-23T05:06:51.968Z

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 · 2026-10-22T20:00:02.188376098Z

FundamentalsAlpha Vantage · unavailable

Share price$20.28
1D-0.1%
AH$19.93$20.18$20.43$20.67$20.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASMB
Sold putSold callAH

Assembly Biosciences, Inc. Common Stock options

Live interpolated ASMB call and put midpoint premiums by absolute delta.Assembly Biosciences, Inc. Common Stock$2.34$3.37$4.40$5.43$6.45$11.93$16.42$20.91$25.40$29.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASMB spot · $20.28ASMB PRICE$2.45$2.45$2.46$2.47$2.47$2.58$2.85$3.12$3.39$3.81$2.45$2.45$2.45$2.45$2.58$2.75$2.93$3.10$3.52$4.27$5.02$6.16
PutsExpensive2.01×
CallsExpensive2.75×
SkewBullish-22.31 pp
Implied moveBearish±$5.22
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.16212.0%32.4%
30Δ17.69172.9%24.8%
35Δ35.11259.6%85.2%18.71148.4%19.8%
40Δ28.97211.1%55.0%19.72124.0%14.9%
45Δ26.49181.4%42.7%20.42111.3%12.0%
50Δ24.00151.7%30.5%21.00103.2%10.0%
55Δ21.51121.9%18.2%21.5895.1%8.0%
60Δ19.75102.0%10.1%22.1787.0%6.0%
65Δ19.1197.1%8.3%22.8983.2%4.5%
70Δ18.4792.1%6.5%23.8085.3%3.7%
75Δ17.8387.2%4.6%24.7287.4%2.9%
80Δ17.1383.5%3.3%26.0187.5%2.1%

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
16.16
IV
212.0%
B/E move
32.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.69
IV
172.9%
B/E move
24.8%

35Δ

Calls
Pseudo strike
35.11
IV
259.6%
B/E move
85.2%
Puts
Pseudo strike
18.71
IV
148.4%
B/E move
19.8%

40Δ

Calls
Pseudo strike
28.97
IV
211.1%
B/E move
55.0%
Puts
Pseudo strike
19.72
IV
124.0%
B/E move
14.9%

45Δ

Calls
Pseudo strike
26.49
IV
181.4%
B/E move
42.7%
Puts
Pseudo strike
20.42
IV
111.3%
B/E move
12.0%

50Δ

Calls
Pseudo strike
24.00
IV
151.7%
B/E move
30.5%
Puts
Pseudo strike
21.00
IV
103.2%
B/E move
10.0%

55Δ

Calls
Pseudo strike
21.51
IV
121.9%
B/E move
18.2%
Puts
Pseudo strike
21.58
IV
95.1%
B/E move
8.0%

60Δ

Calls
Pseudo strike
19.75
IV
102.0%
B/E move
10.1%
Puts
Pseudo strike
22.17
IV
87.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
19.11
IV
97.1%
B/E move
8.3%
Puts
Pseudo strike
22.89
IV
83.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
18.47
IV
92.1%
B/E move
6.5%
Puts
Pseudo strike
23.80
IV
85.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
17.83
IV
87.2%
B/E move
4.6%
Puts
Pseudo strike
24.72
IV
87.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
17.13
IV
83.5%
B/E move
3.3%
Puts
Pseudo strike
26.01
IV
87.5%
B/E move
2.1%

Options history

ASMB82.6884.4286.172026-10-20: 82.92%2026-10-21: 85.93%Oct 20Oct 21
Table
DateIV
82.92%
85.93%