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Cullinan Therapeutics, Inc. Common Stock CGEM

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:59:53.571Z

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 · 2026-11-11T23:13:58.879777096Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:59:17.461876+00:00

Share price$11.68
1D+1.1%
AH$11.13$11.27$11.40$11.53$11.665:30 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$0.74$2.36$3.98$5.61$7.23$7.84$10.15$12.45$14.76$17.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CGEM spot · $11.68CGEM PRICE$1.56$1.87$2.19$2.45$2.45$2.48$0.92$1.06$1.13$2.45$2.45$2.45$2.54$2.62$2.71$6.76
Puts——
Calls——
Skew——
Implied moveBearish±$4.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.60270.6%25.6%
30Δ10.26249.3%21.2%
35Δ10.85218.9%16.8%
40Δ
45Δ14.26333.8%35.4%12.21297.5%16.5%
50Δ13.52348.6%31.7%12.60260.7%13.1%
55Δ12.74359.9%27.8%13.00223.9%9.7%
60Δ11.84350.8%22.3%13.29205.3%7.9%
65Δ10.91294.0%14.4%13.58186.9%6.2%
70Δ10.36251.4%9.9%13.87168.5%4.5%
75Δ
80Δ18.01266.3%3.7%

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
9.60
IV
270.6%
B/E move
25.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.26
IV
249.3%
B/E move
21.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.85
IV
218.9%
B/E move
16.8%

40Δ

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

45Δ

Calls
Pseudo strike
14.26
IV
333.8%
B/E move
35.4%
Puts
Pseudo strike
12.21
IV
297.5%
B/E move
16.5%

50Δ

Calls
Pseudo strike
13.52
IV
348.6%
B/E move
31.7%
Puts
Pseudo strike
12.60
IV
260.7%
B/E move
13.1%

55Δ

Calls
Pseudo strike
12.74
IV
359.9%
B/E move
27.8%
Puts
Pseudo strike
13.00
IV
223.9%
B/E move
9.7%

60Δ

Calls
Pseudo strike
11.84
IV
350.8%
B/E move
22.3%
Puts
Pseudo strike
13.29
IV
205.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
10.91
IV
294.0%
B/E move
14.4%
Puts
Pseudo strike
13.58
IV
186.9%
B/E move
6.2%

70Δ

Calls
Pseudo strike
10.36
IV
251.4%
B/E move
9.9%
Puts
Pseudo strike
13.87
IV
168.5%
B/E move
4.5%

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.01
IV
266.3%
B/E move
3.7%

Options history

IV · four-Friday blend129.05%
Daily EOD
CGEM125.0%131.9%138.8%2026-10-19: 132.33%2026-10-20: 130.49%2026-10-21: 125.95%2026-10-22: 130.89%2026-10-23: 130.31%2026-10-26: 137.63%2026-10-27: 125.91%2026-10-28: 137.84%2026-10-29: 134.52%2026-10-30: 129.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
132.33%
130.49%
125.95%
130.89%
130.31%
137.63%
125.91%
137.84%
134.52%
129.05%