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Bright Minds Biosciences Inc. Common Stock DRUG

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Market datapartial · fetched 2026-10-23T00:37:41.549Z

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 · 2026-10-22T20:00:00.67197105Z

FundamentalsAlpha Vantage · unavailable

Share price$52.69
1D+4.5%
AH$49.68$50.54$51.40$52.26$53.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRUG
Sold putSold callAH

Bright Minds Biosciences Inc. Common Stock options

Live interpolated DRUG call and put midpoint premiums by absolute delta.Bright Minds Biosciences Inc. Common Stock$2.21$4.39$6.56$8.74$10.91$38.70$46.00$53.29$60.59$67.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRUG spot · $52.69DRUG PRICE$2.45$2.52$2.64$3.01$3.38$4.04$4.83$5.63$6.36$6.88$7.39$7.90$2.45$2.45$2.45$2.51$3.12$3.72$4.33$4.93$5.81$6.71$7.61$8.60$10.28
PutsCheap0.95×
CallsExpensive1.07×
SkewBullish-12.04 pp
Implied moveBearish±$8.36
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.63126.3%25.6%
25Δ72.94132.3%43.1%45.5197.5%18.3%
30Δ65.38106.0%28.9%47.8780.2%13.8%
35Δ59.7885.7%18.5%50.1264.6%9.6%
40Δ57.7280.9%15.3%51.3264.2%8.5%
45Δ55.6776.0%12.1%52.5263.9%7.4%
50Δ54.0275.8%10.2%53.7263.5%6.3%
55Δ52.5877.9%9.0%54.9163.1%5.1%
60Δ51.1379.9%7.7%56.2262.5%4.3%
65Δ49.7580.4%6.5%57.5361.9%3.5%
70Δ48.6174.9%5.3%58.8561.3%2.8%
75Δ47.4769.5%4.1%60.2460.7%2.0%
80Δ46.3264.0%2.9%62.2260.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.63
IV
126.3%
B/E move
25.6%

25Δ

Calls
Pseudo strike
72.94
IV
132.3%
B/E move
43.1%
Puts
Pseudo strike
45.51
IV
97.5%
B/E move
18.3%

30Δ

Calls
Pseudo strike
65.38
IV
106.0%
B/E move
28.9%
Puts
Pseudo strike
47.87
IV
80.2%
B/E move
13.8%

35Δ

Calls
Pseudo strike
59.78
IV
85.7%
B/E move
18.5%
Puts
Pseudo strike
50.12
IV
64.6%
B/E move
9.6%

40Δ

Calls
Pseudo strike
57.72
IV
80.9%
B/E move
15.3%
Puts
Pseudo strike
51.32
IV
64.2%
B/E move
8.5%

45Δ

Calls
Pseudo strike
55.67
IV
76.0%
B/E move
12.1%
Puts
Pseudo strike
52.52
IV
63.9%
B/E move
7.4%

50Δ

Calls
Pseudo strike
54.02
IV
75.8%
B/E move
10.2%
Puts
Pseudo strike
53.72
IV
63.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
52.58
IV
77.9%
B/E move
9.0%
Puts
Pseudo strike
54.91
IV
63.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
51.13
IV
79.9%
B/E move
7.7%
Puts
Pseudo strike
56.22
IV
62.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
49.75
IV
80.4%
B/E move
6.5%
Puts
Pseudo strike
57.53
IV
61.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
48.61
IV
74.9%
B/E move
5.3%
Puts
Pseudo strike
58.85
IV
61.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
47.47
IV
69.5%
B/E move
4.1%
Puts
Pseudo strike
60.24
IV
60.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
46.32
IV
64.0%
B/E move
2.9%
Puts
Pseudo strike
62.22
IV
60.6%
B/E move
1.4%

Options history

DRUG68.6469.2669.882026-10-20: 68.72%2026-10-21: 69.79%Oct 20Oct 21
Table
DateIV
68.72%
69.79%