IntraAlpha
Create free account Start free

Fulcrum Therapeutics, Inc. Common Stock FULC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:47:57.826Z

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 · 2026-11-11T21:00:04.007520737Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:47:57.347792+00:00

Share price$3.74
1D+0.8%
AH$3.70$3.71$3.72$3.74$3.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFULC
Sold putSold callAH

Fulcrum Therapeutics, Inc. Common Stock options

Live interpolated FULC call and put midpoint premiums by absolute delta.Fulcrum Therapeutics, Inc. Common Stock$1.07$1.15$1.23$1.30$1.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFULC PRICE$1.07$1.10$1.14$1.19$1.23$1.25$1.27$1.28$1.30$1.32$1.34$1.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.73738.2%55.7%
25Δ3.15679.1%45.2%
30Δ3.44604.8%38.4%
35Δ3.74530.6%31.7%
40Δ4.02461.6%25.4%
45Δ4.14427.3%22.5%
50Δ4.27393.0%19.6%
55Δ4.40358.8%16.8%
60Δ4.53324.5%13.9%
65Δ4.65290.3%11.0%
70Δ4.78256.0%8.1%
75Δ4.91221.7%5.2%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
738.2%
B/E move
55.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
679.1%
B/E move
45.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
604.8%
B/E move
38.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
530.6%
B/E move
31.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
461.6%
B/E move
25.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
427.3%
B/E move
22.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
393.0%
B/E move
19.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
358.8%
B/E move
16.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.53
IV
324.5%
B/E move
13.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.65
IV
290.3%
B/E move
11.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
256.0%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
221.7%
B/E move
5.2%

80Δ

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

Options history

IV · four-Friday blend236.40%
Daily close
FULC194.2%280.1%366.0%2026-08-24: 210.09%2026-08-28: 226.02%2026-08-31: 206.05%2026-09-01: 232.07%2026-09-02: 247.34%2026-09-03: 255.06%2026-09-09: 286.33%2026-09-10: 281.57%2026-09-15: 354.20%2026-09-23: 212.20%2026-09-28: 211.04%2026-09-29: 218.65%2026-10-02: 223.76%2026-10-06: 270.80%2026-10-16: 234.19%2026-10-21: 225.64%2026-10-22: 207.81%2026-10-28: 213.48%2026-10-29: 222.79%2026-10-30: 236.40%Aug 24Sep 23Oct 30
20 observations2026-08-24 — 2026-10-30
Table
DateIV (%)
210.09%
226.02%
206.05%
232.07%
247.34%
255.06%
286.33%
281.57%
354.20%
212.20%
211.04%
218.65%
223.76%
270.80%
234.19%
225.64%
207.81%
213.48%
222.79%
236.40%