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Axsome Therapeutics Inc AXSM

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:02:52.612Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.908441587Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:52.188253+00:00

Share price$161.79
1D-3.2%
AH$160$163$165$168$1715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXSM
Sold putSold callAH

Axsome Therapeutics Inc options

Live interpolated AXSM call and put midpoint premiums by absolute delta.Axsome Therapeutics Inc$0.60$2.15$3.70$5.24$6.79$154.56$158.71$162.85$167.00$171.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $161.79OPTION PRICELive AXSM spot · $161.79AXSM PRICE$0.96$1.30$1.64$1.97$2.21$2.40$2.59$2.78$2.97$3.32$4.33$5.34$6.34$0.77$1.02$1.27$1.52$1.79$2.11$2.42$2.73$3.04$3.35$3.67$3.98$4.29
PutsFair0.99×
CallsExpensive1.31×
SkewBullish-14.98 pp
Implied moveBullish±$5.01
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ168.0982.9%4.5%156.4074.2%3.8%
25Δ167.1588.3%4.1%157.4173.8%3.3%
30Δ166.2293.7%3.7%158.4373.4%2.9%
35Δ165.2999.1%3.4%159.4573.1%2.4%
40Δ164.3796.0%3.0%160.3271.8%2.0%
45Δ163.4689.0%2.5%161.0069.6%1.8%
50Δ162.5582.0%2.1%161.6967.3%1.6%
55Δ161.6475.1%1.6%162.3765.0%1.3%
60Δ160.7468.1%1.2%163.0662.7%1.1%
65Δ159.7763.3%0.8%163.7560.5%0.9%
70Δ158.5867.7%0.7%164.4358.2%0.6%
75Δ157.3872.1%0.6%165.1255.9%0.4%
80Δ156.1976.5%0.5%165.8053.7%0.2%

20Δ

Calls
Pseudo strike
168.09
IV
82.9%
B/E move
4.5%
Puts
Pseudo strike
156.40
IV
74.2%
B/E move
3.8%

25Δ

Calls
Pseudo strike
167.15
IV
88.3%
B/E move
4.1%
Puts
Pseudo strike
157.41
IV
73.8%
B/E move
3.3%

30Δ

Calls
Pseudo strike
166.22
IV
93.7%
B/E move
3.7%
Puts
Pseudo strike
158.43
IV
73.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
165.29
IV
99.1%
B/E move
3.4%
Puts
Pseudo strike
159.45
IV
73.1%
B/E move
2.4%

40Δ

Calls
Pseudo strike
164.37
IV
96.0%
B/E move
3.0%
Puts
Pseudo strike
160.32
IV
71.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
163.46
IV
89.0%
B/E move
2.5%
Puts
Pseudo strike
161.00
IV
69.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
162.55
IV
82.0%
B/E move
2.1%
Puts
Pseudo strike
161.69
IV
67.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
161.64
IV
75.1%
B/E move
1.6%
Puts
Pseudo strike
162.37
IV
65.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
160.74
IV
68.1%
B/E move
1.2%
Puts
Pseudo strike
163.06
IV
62.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
159.77
IV
63.3%
B/E move
0.8%
Puts
Pseudo strike
163.75
IV
60.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
158.58
IV
67.7%
B/E move
0.7%
Puts
Pseudo strike
164.43
IV
58.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
157.38
IV
72.1%
B/E move
0.6%
Puts
Pseudo strike
165.12
IV
55.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
156.19
IV
76.5%
B/E move
0.5%
Puts
Pseudo strike
165.80
IV
53.7%
B/E move
0.2%