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Biomea Fusion, Inc. Common Stock BMEA

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Market datapartial · fetched 2026-10-22T09:22:05.745Z

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 · 2026-10-21T23:59:53.097326461Z

FundamentalsAlpha Vantage · unavailable

Share price$0.70
1D-6.0%
AH$0.68$0.70$0.72$0.74$0.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMEA
Sold putSold callAH

Biomea Fusion, Inc. Common Stock options

Live interpolated BMEA call and put midpoint premiums by absolute delta.Biomea Fusion, Inc. Common Stock$0.00$1.48$2.97$4.45$5.94$0.05$0.52$0.99$1.46$1.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMEA spot · $0.70BMEA PRICE$0.05$0.12$0.19$0.26$0.32$0.38$0.38$0.35$0.32$0.29$0.26$0.06$0.10$0.13$0.17$0.21$0.24$0.28$0.32$0.35$0.95$2.47$3.99$5.50
PutsExpensive1.12×
CallsExpensive2.57×
SkewBullish-270.83 pp
Implied moveBullish±$0.60
TiltBearish67.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.52189.2%34.7%
25Δ0.57190.7%31.8%
30Δ1.03169.7%54.8%0.63192.1%29.0%
35Δ2.36298.0%254.8%0.68193.6%26.2%
40Δ3.74432.6%462.3%0.74195.1%23.4%
45Δ5.11567.2%669.9%0.80196.6%20.6%
50Δ6.49701.8%877.4%0.85198.0%17.8%
55Δ7.02800.0%959.6%0.91199.5%15.0%
60Δ5.23800.0%703.4%0.97201.0%12.1%
65Δ4.06672.0%531.5%1.58227.6%10.1%
70Δ2.97525.3%372.0%3.10294.9%9.2%
75Δ1.89378.5%212.5%4.63362.3%8.4%
80Δ0.81231.7%53.0%6.15429.6%7.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.52
IV
189.2%
B/E move
34.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.57
IV
190.7%
B/E move
31.8%

30Δ

Calls
Pseudo strike
1.03
IV
169.7%
B/E move
54.8%
Puts
Pseudo strike
0.63
IV
192.1%
B/E move
29.0%

35Δ

Calls
Pseudo strike
2.36
IV
298.0%
B/E move
254.8%
Puts
Pseudo strike
0.68
IV
193.6%
B/E move
26.2%

40Δ

Calls
Pseudo strike
3.74
IV
432.6%
B/E move
462.3%
Puts
Pseudo strike
0.74
IV
195.1%
B/E move
23.4%

45Δ

Calls
Pseudo strike
5.11
IV
567.2%
B/E move
669.9%
Puts
Pseudo strike
0.80
IV
196.6%
B/E move
20.6%

50Δ

Calls
Pseudo strike
6.49
IV
701.8%
B/E move
877.4%
Puts
Pseudo strike
0.85
IV
198.0%
B/E move
17.8%

55Δ

Calls
Pseudo strike
7.02
IV
800.0%
B/E move
959.6%
Puts
Pseudo strike
0.91
IV
199.5%
B/E move
15.0%

60Δ

Calls
Pseudo strike
5.23
IV
800.0%
B/E move
703.4%
Puts
Pseudo strike
0.97
IV
201.0%
B/E move
12.1%

65Δ

Calls
Pseudo strike
4.06
IV
672.0%
B/E move
531.5%
Puts
Pseudo strike
1.58
IV
227.6%
B/E move
10.1%

70Δ

Calls
Pseudo strike
2.97
IV
525.3%
B/E move
372.0%
Puts
Pseudo strike
3.10
IV
294.9%
B/E move
9.2%

75Δ

Calls
Pseudo strike
1.89
IV
378.5%
B/E move
212.5%
Puts
Pseudo strike
4.63
IV
362.3%
B/E move
8.4%

80Δ

Calls
Pseudo strike
0.81
IV
231.7%
B/E move
53.0%
Puts
Pseudo strike
6.15
IV
429.6%
B/E move
7.6%

Options history

No recorded observations