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Axsome Therapeutics Inc AXSM

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:15:10.707Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:46.703313+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$2.08$9.39$16.70$24.01$31.32$123.14$151.70$180.25$208.81$237.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXSM spot · $161.79AXSM PRICE$2.87$3.96$5.01$6.09$7.18$8.61$10.42$12.15$13.83$15.75$18.58$21.43$24.97$3.53$4.71$5.85$7.32$8.79$10.46$12.47$14.49$16.85$19.39$21.66$25.75$29.22
PutsExpensive1.09×
CallsExpensive1.09×
SkewBullish-2.28 pp
Implied moveBearish±$22.89
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.5654.8%19.6%142.0056.6%14.4%
25Δ186.0956.7%17.5%146.2856.6%12.5%
30Δ181.1956.6%15.1%150.6054.9%10.5%
35Δ176.5055.8%12.9%154.2155.3%9.2%
40Δ172.1954.5%10.9%157.7854.6%7.9%
45Δ168.4054.8%9.4%161.3354.3%6.7%
50Δ165.0657.3%8.5%164.8654.9%5.8%
55Δ161.3857.5%7.3%168.4054.4%4.9%
60Δ157.7756.7%6.1%172.1354.3%4.0%
65Δ154.0856.2%5.0%175.9354.1%3.2%
70Δ150.0358.4%4.2%179.4852.4%2.5%
75Δ145.8458.8%3.4%184.5153.5%1.9%
80Δ141.0959.8%2.6%188.9852.1%1.3%

20Δ

Calls
Pseudo strike
190.56
IV
54.8%
B/E move
19.6%
Puts
Pseudo strike
142.00
IV
56.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
186.09
IV
56.7%
B/E move
17.5%
Puts
Pseudo strike
146.28
IV
56.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
181.19
IV
56.6%
B/E move
15.1%
Puts
Pseudo strike
150.60
IV
54.9%
B/E move
10.5%

35Δ

Calls
Pseudo strike
176.50
IV
55.8%
B/E move
12.9%
Puts
Pseudo strike
154.21
IV
55.3%
B/E move
9.2%

40Δ

Calls
Pseudo strike
172.19
IV
54.5%
B/E move
10.9%
Puts
Pseudo strike
157.78
IV
54.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
168.40
IV
54.8%
B/E move
9.4%
Puts
Pseudo strike
161.33
IV
54.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
165.06
IV
57.3%
B/E move
8.5%
Puts
Pseudo strike
164.86
IV
54.9%
B/E move
5.8%

55Δ

Calls
Pseudo strike
161.38
IV
57.5%
B/E move
7.3%
Puts
Pseudo strike
168.40
IV
54.4%
B/E move
4.9%

60Δ

Calls
Pseudo strike
157.77
IV
56.7%
B/E move
6.1%
Puts
Pseudo strike
172.13
IV
54.3%
B/E move
4.0%

65Δ

Calls
Pseudo strike
154.08
IV
56.2%
B/E move
5.0%
Puts
Pseudo strike
175.93
IV
54.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
150.03
IV
58.4%
B/E move
4.2%
Puts
Pseudo strike
179.48
IV
52.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
145.84
IV
58.8%
B/E move
3.4%
Puts
Pseudo strike
184.51
IV
53.5%
B/E move
1.9%

80Δ

Calls
Pseudo strike
141.09
IV
59.8%
B/E move
2.6%
Puts
Pseudo strike
188.98
IV
52.1%
B/E move
1.3%