IntraAlpha
Create free account Start free

Compass Pathways Plc CMPS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-22T03:54:58.965Z

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 · 2026-10-21T20:57:53.900171852Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:51:09.930259+00:00

Share price$11.80
1D-3.4%
AH$11.74$11.87$12.00$12.13$12.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMPS
Sold putSold callAH

Compass Pathways Plc options

Live interpolated CMPS call and put midpoint premiums by absolute delta.Compass Pathways Plc$0.24$1.09$1.93$2.78$3.62$8.21$10.18$12.15$14.12$16.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMPS spot · $11.80CMPS PRICE$0.37$0.35$0.45$0.55$0.68$0.83$0.99$1.14$1.28$1.42$1.72$2.13$2.61$0.33$0.43$0.53$0.68$0.87$1.07$1.26$1.46$1.65$2.03$2.61$3.00$3.38
PutsCheap0.94×
CallsExpensive1.14×
SkewBullish-6.26 pp
Implied moveBearish±$2.25
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.28120.6%49.6%10.0378.9%17.8%
25Δ14.2078.5%23.3%10.4376.0%15.3%
30Δ13.6276.1%19.2%10.8273.2%12.8%
35Δ13.2176.4%16.6%11.1773.4%11.1%
40Δ12.8478.0%14.5%11.5076.2%10.0%
45Δ12.5180.8%13.1%11.8279.0%8.9%
50Δ12.1883.6%11.6%12.1579.9%7.7%
55Δ11.8483.8%10.0%12.4978.3%6.5%
60Δ11.4981.1%8.2%12.8376.8%5.3%
65Δ11.1478.3%6.5%13.3179.9%4.4%
70Δ10.7282.6%5.4%13.9688.0%3.8%
75Δ10.2391.9%4.7%14.4586.4%2.9%
80Δ9.66100.0%3.9%14.9484.2%2.0%

20Δ

Calls
Pseudo strike
17.28
IV
120.6%
B/E move
49.6%
Puts
Pseudo strike
10.03
IV
78.9%
B/E move
17.8%

25Δ

Calls
Pseudo strike
14.20
IV
78.5%
B/E move
23.3%
Puts
Pseudo strike
10.43
IV
76.0%
B/E move
15.3%

30Δ

Calls
Pseudo strike
13.62
IV
76.1%
B/E move
19.2%
Puts
Pseudo strike
10.82
IV
73.2%
B/E move
12.8%

35Δ

Calls
Pseudo strike
13.21
IV
76.4%
B/E move
16.6%
Puts
Pseudo strike
11.17
IV
73.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
12.84
IV
78.0%
B/E move
14.5%
Puts
Pseudo strike
11.50
IV
76.2%
B/E move
10.0%

45Δ

Calls
Pseudo strike
12.51
IV
80.8%
B/E move
13.1%
Puts
Pseudo strike
11.82
IV
79.0%
B/E move
8.9%

50Δ

Calls
Pseudo strike
12.18
IV
83.6%
B/E move
11.6%
Puts
Pseudo strike
12.15
IV
79.9%
B/E move
7.7%

55Δ

Calls
Pseudo strike
11.84
IV
83.8%
B/E move
10.0%
Puts
Pseudo strike
12.49
IV
78.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
11.49
IV
81.1%
B/E move
8.2%
Puts
Pseudo strike
12.83
IV
76.8%
B/E move
5.3%

65Δ

Calls
Pseudo strike
11.14
IV
78.3%
B/E move
6.5%
Puts
Pseudo strike
13.31
IV
79.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
10.72
IV
82.6%
B/E move
5.4%
Puts
Pseudo strike
13.96
IV
88.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.23
IV
91.9%
B/E move
4.7%
Puts
Pseudo strike
14.45
IV
86.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
9.66
IV
100.0%
B/E move
3.9%
Puts
Pseudo strike
14.94
IV
84.2%
B/E move
2.0%

Options history

No recorded observations