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Cullinan Therapeutics, Inc. Common Stock CGEM

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Market datapartial · fetched 2026-10-22T22:27:44.893Z

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 · 2026-10-22T20:00:00.705872348Z

FundamentalsAlpha Vantage · unavailable

Share price$14.92
1D+1.5%
AH$14.65$14.83$15.01$15.19$15.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCGEM
Sold putSold callAH

Cullinan Therapeutics, Inc. Common Stock options

Live interpolated CGEM call and put midpoint premiums by absolute delta.Cullinan Therapeutics, Inc. Common Stock$1.61$2.39$3.17$3.95$4.73$7.35$11.17$15.00$18.82$22.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CGEM spot · $14.92CGEM PRICE$2.45$2.45$2.30$2.21$2.51$3.00$3.18$3.21$2.34$1.98$1.69$2.17$2.48$2.72$2.90$2.90$2.90$2.97$3.19$3.41$4.50
PutsExpensive1.52×
CallsExpensive1.58×
SkewBullish-3.71 pp
Implied moveBearish±$5.35
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.43313.4%45.7%
25Δ11.78234.1%34.3%
30Δ13.08162.3%23.7%
35Δ13.94164.8%21.1%
40Δ14.74156.5%17.8%
45Δ20.85247.6%56.1%15.44145.9%14.7%
50Δ17.64201.0%34.7%16.05134.1%11.9%
55Δ15.64153.1%20.2%16.41119.5%9.5%
60Δ14.56120.9%12.4%16.76104.9%7.1%
65Δ13.91120.3%10.1%17.1393.1%5.1%
70Δ13.21127.6%8.7%17.5287.1%3.9%
75Δ12.75118.2%6.7%17.9281.1%2.7%
80Δ12.39101.6%4.6%19.1189.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.43
IV
313.4%
B/E move
45.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.78
IV
234.1%
B/E move
34.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.08
IV
162.3%
B/E move
23.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.94
IV
164.8%
B/E move
21.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.74
IV
156.5%
B/E move
17.8%

45Δ

Calls
Pseudo strike
20.85
IV
247.6%
B/E move
56.1%
Puts
Pseudo strike
15.44
IV
145.9%
B/E move
14.7%

50Δ

Calls
Pseudo strike
17.64
IV
201.0%
B/E move
34.7%
Puts
Pseudo strike
16.05
IV
134.1%
B/E move
11.9%

55Δ

Calls
Pseudo strike
15.64
IV
153.1%
B/E move
20.2%
Puts
Pseudo strike
16.41
IV
119.5%
B/E move
9.5%

60Δ

Calls
Pseudo strike
14.56
IV
120.9%
B/E move
12.4%
Puts
Pseudo strike
16.76
IV
104.9%
B/E move
7.1%

65Δ

Calls
Pseudo strike
13.91
IV
120.3%
B/E move
10.1%
Puts
Pseudo strike
17.13
IV
93.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
13.21
IV
127.6%
B/E move
8.7%
Puts
Pseudo strike
17.52
IV
87.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
12.75
IV
118.2%
B/E move
6.7%
Puts
Pseudo strike
17.92
IV
81.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
12.39
IV
101.6%
B/E move
4.6%
Puts
Pseudo strike
19.11
IV
89.4%
B/E move
2.1%

Options history

CGEM125.59128.22130.852026-10-20: 130.49%2026-10-21: 125.95%Oct 20Oct 21
Table
DateIV
130.49%
125.95%