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Biomea Fusion Inc BMEA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T10:03:19.818Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-22T10:00:45.278760+00:00

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 options

Live interpolated BMEA call and put midpoint premiums by absolute delta.Biomea Fusion Inc$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$0.33$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-270.80 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
20Δ0.52189.3%34.7%
25Δ0.57190.8%31.8%
30Δ1.03169.8%54.7%0.63192.2%29.0%
35Δ2.36298.3%255.1%0.68193.7%26.2%
40Δ3.74433.1%463.1%0.74195.2%23.4%
45Δ5.12568.0%671.0%0.80196.7%20.6%
50Δ6.50702.8%878.9%0.85198.1%17.8%
55Δ7.00800.0%957.5%0.91199.6%15.0%
60Δ5.22800.0%701.4%0.97201.1%12.1%
65Δ4.05671.2%530.5%1.58227.7%10.1%
70Δ2.97524.7%371.3%3.10295.1%9.2%
75Δ1.89378.2%212.1%4.63362.4%8.4%
80Δ0.81231.7%52.9%6.15429.8%7.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.52
IV
189.3%
B/E move
34.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.57
IV
190.8%
B/E move
31.8%

30Δ

Calls
Pseudo strike
1.03
IV
169.8%
B/E move
54.7%
Puts
Pseudo strike
0.63
IV
192.2%
B/E move
29.0%

35Δ

Calls
Pseudo strike
2.36
IV
298.3%
B/E move
255.1%
Puts
Pseudo strike
0.68
IV
193.7%
B/E move
26.2%

40Δ

Calls
Pseudo strike
3.74
IV
433.1%
B/E move
463.1%
Puts
Pseudo strike
0.74
IV
195.2%
B/E move
23.4%

45Δ

Calls
Pseudo strike
5.12
IV
568.0%
B/E move
671.0%
Puts
Pseudo strike
0.80
IV
196.7%
B/E move
20.6%

50Δ

Calls
Pseudo strike
6.50
IV
702.8%
B/E move
878.9%
Puts
Pseudo strike
0.85
IV
198.1%
B/E move
17.8%

55Δ

Calls
Pseudo strike
7.00
IV
800.0%
B/E move
957.5%
Puts
Pseudo strike
0.91
IV
199.6%
B/E move
15.0%

60Δ

Calls
Pseudo strike
5.22
IV
800.0%
B/E move
701.4%
Puts
Pseudo strike
0.97
IV
201.1%
B/E move
12.1%

65Δ

Calls
Pseudo strike
4.05
IV
671.2%
B/E move
530.5%
Puts
Pseudo strike
1.58
IV
227.7%
B/E move
10.1%

70Δ

Calls
Pseudo strike
2.97
IV
524.7%
B/E move
371.3%
Puts
Pseudo strike
3.10
IV
295.1%
B/E move
9.2%

75Δ

Calls
Pseudo strike
1.89
IV
378.2%
B/E move
212.1%
Puts
Pseudo strike
4.63
IV
362.4%
B/E move
8.4%

80Δ

Calls
Pseudo strike
0.81
IV
231.7%
B/E move
52.9%
Puts
Pseudo strike
6.15
IV
429.8%
B/E move
7.6%

Options history

No recorded observations