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Biomea Fusion, Inc. Common Stock BMEA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:58:53.620Z

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 · 2026-11-11T14:56:39.917117655Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:58:53.008590+00:00

Share price$0.55
1D+2.0%
$0.54$0.54$0.55$0.56$0.575:30 AM6:30 AM9:00 AM1:00 PMBMEA
Sold putSold call

Biomea Fusion, Inc. Common Stock options

Live interpolated BMEA call and put midpoint premiums by absolute delta.Biomea Fusion, Inc. Common Stock$0.80$0.91$1.03$1.15$1.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBMEA PRICE$0.81$0.84$0.87$0.91$0.94$0.97$1.01$1.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ1.03787.3%60.8%
50Δ1.11749.9%52.1%
55Δ1.19712.4%43.4%
60Δ1.27674.9%34.8%
65Δ1.35637.4%26.1%
70Δ1.43599.9%17.4%
75Δ1.51562.9%9.1%
80Δ1.74533.1%7.1%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.03
IV
787.3%
B/E move
60.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
749.9%
B/E move
52.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.19
IV
712.4%
B/E move
43.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
674.9%
B/E move
34.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
637.4%
B/E move
26.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
599.9%
B/E move
17.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.51
IV
562.9%
B/E move
9.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.74
IV
533.1%
B/E move
7.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations