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Axsome Therapeutics, Inc. Common Stock AXSM

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Market dataready · fetched 2026-11-07T15:15:22.802Z

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 · 2026-11-06T21:00:03.991945008Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T15:15:22.339337+00:00

Share price$132.37
1D+0.3%
AH$130.29$131.19$132.09$133.00$133.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXSM
Sold putSold callAH

Axsome Therapeutics, Inc. Common Stock options

Live interpolated AXSM call and put midpoint premiums by absolute delta.Axsome Therapeutics, Inc. Common Stock$1.41$5.31$9.22$13.13$17.03$98.36$114.30$130.25$146.20$162.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXSM spot · $132.37AXSM PRICE$1.83$2.52$3.16$3.71$4.44$5.21$6.13$7.12$8.20$9.48$10.77$12.14$13.52$2.13$2.44$2.89$3.55$4.22$5.38$6.60$7.79$8.87$9.95$11.44$13.23$15.91
PutsCheap0.54×
CallsCheap0.71×
SkewBullish-6.82 pp
Implied moveBearish±$12.73
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.2168.9%14.1%119.3471.5%11.5%
25Δ146.5471.3%12.6%123.1162.4%8.8%
30Δ143.6471.1%10.9%125.9656.8%7.0%
35Δ140.4067.5%8.9%127.8756.2%6.1%
40Δ138.0066.5%7.6%129.7755.6%5.2%
45Δ135.7265.9%6.5%131.6657.8%4.6%
50Δ133.5965.7%5.5%133.5460.3%4.1%
55Δ131.5165.8%4.7%135.4361.9%3.6%
60Δ129.4265.9%4.0%137.3160.3%3.0%
65Δ127.2865.9%3.3%139.2058.8%2.4%
70Δ125.1366.0%2.7%141.3658.2%1.8%
75Δ123.0164.1%2.1%143.7258.2%1.4%
80Δ120.8962.0%1.5%146.9059.9%1.0%

20Δ

Calls
Pseudo strike
149.21
IV
68.9%
B/E move
14.1%
Puts
Pseudo strike
119.34
IV
71.5%
B/E move
11.5%

25Δ

Calls
Pseudo strike
146.54
IV
71.3%
B/E move
12.6%
Puts
Pseudo strike
123.11
IV
62.4%
B/E move
8.8%

30Δ

Calls
Pseudo strike
143.64
IV
71.1%
B/E move
10.9%
Puts
Pseudo strike
125.96
IV
56.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
140.40
IV
67.5%
B/E move
8.9%
Puts
Pseudo strike
127.87
IV
56.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
138.00
IV
66.5%
B/E move
7.6%
Puts
Pseudo strike
129.77
IV
55.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
135.72
IV
65.9%
B/E move
6.5%
Puts
Pseudo strike
131.66
IV
57.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
133.59
IV
65.7%
B/E move
5.5%
Puts
Pseudo strike
133.54
IV
60.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
131.51
IV
65.8%
B/E move
4.7%
Puts
Pseudo strike
135.43
IV
61.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
129.42
IV
65.9%
B/E move
4.0%
Puts
Pseudo strike
137.31
IV
60.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
127.28
IV
65.9%
B/E move
3.3%
Puts
Pseudo strike
139.20
IV
58.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
125.13
IV
66.0%
B/E move
2.7%
Puts
Pseudo strike
141.36
IV
58.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
123.01
IV
64.1%
B/E move
2.1%
Puts
Pseudo strike
143.72
IV
58.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
120.89
IV
62.0%
B/E move
1.5%
Puts
Pseudo strike
146.90
IV
59.9%
B/E move
1.0%

Options history

IV · four-Friday blend63.68%
Daily close
AXSM39.5%52.5%65.5%2026-08-10: 43.89%2026-08-11: 44.56%2026-08-12: 43.98%2026-08-13: 43.23%2026-08-14: 42.24%2026-08-17: 44.15%2026-08-18: 45.15%2026-08-19: 46.11%2026-08-21: 42.63%2026-08-24: 43.02%2026-08-25: 41.84%2026-08-26: 42.40%2026-08-27: 41.70%2026-08-28: 41.27%2026-08-31: 41.95%2026-09-01: 42.01%2026-09-02: 41.39%2026-09-03: 41.60%2026-09-04: 41.30%2026-09-08: 43.21%2026-09-09: 41.51%2026-09-10: 41.80%2026-09-11: 42.68%2026-09-14: 46.49%2026-09-15: 46.30%2026-09-16: 46.97%2026-09-18: 42.41%2026-09-21: 42.56%2026-09-22: 41.96%2026-09-23: 43.43%2026-09-24: 45.17%2026-09-25: 44.40%2026-09-28: 44.53%2026-09-29: 44.64%2026-09-30: 44.04%2026-10-01: 44.20%2026-10-02: 44.24%2026-10-05: 46.05%2026-10-06: 45.03%2026-10-07: 45.00%2026-10-08: 46.80%2026-10-09: 47.19%2026-10-12: 51.14%2026-10-13: 55.36%2026-10-14: 55.66%2026-10-15: 58.03%2026-10-16: 51.96%2026-10-19: 51.79%2026-10-20: 51.23%2026-10-21: 50.70%2026-10-22: 51.14%2026-10-23: 52.86%2026-10-26: 58.21%2026-10-27: 58.44%2026-10-28: 57.36%2026-10-29: 58.53%2026-10-30: 63.68%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
43.89%
44.56%
43.98%
43.23%
42.24%
44.15%
45.15%
46.11%
42.63%
43.02%
41.84%
42.40%
41.70%
41.27%
41.95%
42.01%
41.39%
41.60%
41.30%
43.21%
41.51%
41.80%
42.68%
46.49%
46.30%
46.97%
42.41%
42.56%
41.96%
43.43%
45.17%
44.40%
44.53%
44.64%
44.04%
44.20%
44.24%
46.05%
45.03%
45.00%
46.80%
47.19%
51.14%
55.36%
55.66%
58.03%
51.96%
51.79%
51.23%
50.70%
51.14%
52.86%
58.21%
58.44%
57.36%
58.53%
63.68%