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COMPASS Pathways Plc American Depository Shares CMPS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T14:48:30.131Z

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 · 2026-11-11T14:48:09.96738796Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:29.465244+00:00

Share price$9.17
1D-4.7%
$9.13$9.26$9.39$9.53$9.665:30 AM6:30 AM9:00 AM1:00 PMCMPS
Sold putSold call

COMPASS Pathways Plc American Depository Shares options

Live interpolated CMPS call and put midpoint premiums by absolute delta.COMPASS Pathways Plc American Depository Shares$0.15$0.49$0.82$1.16$1.49$5.77$7.49$9.22$10.94$12.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CMPS spot · $9.17CMPS PRICE$0.20$0.23$0.33$0.42$0.51$0.60$0.70$0.83$1.02$1.21$1.40$0.19$0.26$0.34$0.42$0.49$0.56$0.61$0.67$0.72$0.77$0.83$0.88
Puts——
Calls——
Skew——
Implied moveBalanced±$1.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.10103.0%13.7%
25Δ10.46103.6%16.3%8.31104.0%12.3%
30Δ9.9990.3%11.4%8.51105.0%10.9%
35Δ9.8194.8%10.5%8.71106.0%9.5%
40Δ9.6399.4%9.6%8.92107.0%8.1%
45Δ9.46103.9%8.7%9.08103.9%7.1%
50Δ9.28108.5%7.8%9.2298.0%6.2%
55Δ9.10113.0%6.9%9.3592.1%5.3%
60Δ8.89118.2%6.0%9.4986.2%4.4%
65Δ8.63124.1%5.2%9.6280.3%3.5%
70Δ8.37130.1%4.4%9.7674.4%2.6%
75Δ8.11136.1%3.6%9.8968.5%1.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.10
IV
103.0%
B/E move
13.7%

25Δ

Calls
Pseudo strike
10.46
IV
103.6%
B/E move
16.3%
Puts
Pseudo strike
8.31
IV
104.0%
B/E move
12.3%

30Δ

Calls
Pseudo strike
9.99
IV
90.3%
B/E move
11.4%
Puts
Pseudo strike
8.51
IV
105.0%
B/E move
10.9%

35Δ

Calls
Pseudo strike
9.81
IV
94.8%
B/E move
10.5%
Puts
Pseudo strike
8.71
IV
106.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
9.63
IV
99.4%
B/E move
9.6%
Puts
Pseudo strike
8.92
IV
107.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
9.46
IV
103.9%
B/E move
8.7%
Puts
Pseudo strike
9.08
IV
103.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
9.28
IV
108.5%
B/E move
7.8%
Puts
Pseudo strike
9.22
IV
98.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
9.10
IV
113.0%
B/E move
6.9%
Puts
Pseudo strike
9.35
IV
92.1%
B/E move
5.3%

60Δ

Calls
Pseudo strike
8.89
IV
118.2%
B/E move
6.0%
Puts
Pseudo strike
9.49
IV
86.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
8.63
IV
124.1%
B/E move
5.2%
Puts
Pseudo strike
9.62
IV
80.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
8.37
IV
130.1%
B/E move
4.4%
Puts
Pseudo strike
9.76
IV
74.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
8.11
IV
136.1%
B/E move
3.6%
Puts
Pseudo strike
9.89
IV
68.5%
B/E move
1.7%

80Δ

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

Options history

IV · four-Friday blend91.51%
Daily EOD
CMPS76.1%84.4%92.7%2026-10-19: 81.25%2026-10-20: 83.26%2026-10-21: 84.43%2026-10-22: 83.02%2026-10-23: 79.33%2026-10-26: 81.78%2026-10-27: 83.85%2026-10-28: 77.27%2026-10-29: 78.98%2026-10-30: 91.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.25%
83.26%
84.43%
83.02%
79.33%
81.78%
83.85%
77.27%
78.98%
91.51%