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Bright Minds Biosciences Inc. Common Stock DRUG

i

Market datapartial · fetched 2026-11-12T14:58:03.182Z

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 · 2026-11-12T14:56:31.939445169Z

FundamentalsAlpha Vantage · unavailable

Share price$22.79
1D+3.2%
$22.02$22.27$22.52$22.77$23.015:30 AM6:30 AM9:00 AM1:00 PMDRUG
Sold putSold call

Bright Minds Biosciences Inc. Common Stock options

Live interpolated DRUG call and put midpoint premiums by absolute delta.Bright Minds Biosciences Inc. Common Stock$1.95$2.30$2.66$3.01$3.37$16.50$19.63$22.77$25.90$29.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DRUG spot · $22.79DRUG PRICE$1.99$2.31$2.45$2.45$2.55$2.73$2.91$3.09$3.27$2.45$2.45$2.45$2.45$2.45$2.47$2.50$2.53$2.56$2.60$2.63
Puts——
Calls——
Skew——
Implied moveBalanced±$4.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.15451.3%39.9%
25Δ18.24360.9%30.7%
30Δ19.95292.2%23.2%
35Δ20.99251.4%18.6%
40Δ26.93242.1%26.9%22.01211.4%14.2%
45Δ25.58241.4%22.4%22.71183.7%11.2%
50Δ24.29220.7%17.3%23.12167.2%9.5%
55Δ23.05184.9%11.9%23.52150.6%7.9%
60Δ22.20162.7%8.6%23.92134.0%6.3%
65Δ21.65151.2%7.0%24.33117.5%4.6%
70Δ21.11139.7%5.4%24.73100.9%3.0%
75Δ20.57128.2%3.8%
80Δ20.03116.7%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.15
IV
451.3%
B/E move
39.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.24
IV
360.9%
B/E move
30.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.95
IV
292.2%
B/E move
23.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.99
IV
251.4%
B/E move
18.6%

40Δ

Calls
Pseudo strike
26.93
IV
242.1%
B/E move
26.9%
Puts
Pseudo strike
22.01
IV
211.4%
B/E move
14.2%

45Δ

Calls
Pseudo strike
25.58
IV
241.4%
B/E move
22.4%
Puts
Pseudo strike
22.71
IV
183.7%
B/E move
11.2%

50Δ

Calls
Pseudo strike
24.29
IV
220.7%
B/E move
17.3%
Puts
Pseudo strike
23.12
IV
167.2%
B/E move
9.5%

55Δ

Calls
Pseudo strike
23.05
IV
184.9%
B/E move
11.9%
Puts
Pseudo strike
23.52
IV
150.6%
B/E move
7.9%

60Δ

Calls
Pseudo strike
22.20
IV
162.7%
B/E move
8.6%
Puts
Pseudo strike
23.92
IV
134.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
21.65
IV
151.2%
B/E move
7.0%
Puts
Pseudo strike
24.33
IV
117.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
21.11
IV
139.7%
B/E move
5.4%
Puts
Pseudo strike
24.73
IV
100.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
20.57
IV
128.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.03
IV
116.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.76%
Daily EOD
DRUG68.3%71.2%74.2%2026-10-19: 70.22%2026-10-20: 68.72%2026-10-21: 69.79%2026-10-22: 71.90%2026-10-23: 71.78%2026-10-26: 71.26%2026-10-27: 71.39%2026-10-28: 69.84%2026-10-29: 69.52%2026-10-30: 73.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.22%
68.72%
69.79%
71.90%
71.78%
71.26%
71.39%
69.84%
69.52%
73.76%