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Fulcrum Therapeutics, Inc. Common Stock FULC

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Market datapartial · fetched 2026-10-22T21:11:06.269Z

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 · 2026-10-22T20:09:05.094748499Z

FundamentalsAlpha Vantage · unavailable

Share price$3.69
1D-0.3%
AH$3.65$3.68$3.70$3.72$3.745:30 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$0.04$0.41$0.77$1.14$1.50$1.46$2.40$3.34$4.28$5.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FULC spot · $3.69FULC PRICE$0.08$0.17$0.26$0.34$0.43$0.52$0.61$0.70$0.79$0.87$0.96$1.05$1.40$1.06$0.98$0.91$0.83$0.75$0.67$0.59$0.67$0.80$0.92$1.05$1.18
PutsExpensive5.08×
CallsExpensive3.04×
SkewBearish+66.69 pp
Implied moveBearish±$1.28
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.9535.4%9.2%
25Δ3.8647.9%9.2%3.07379.1%45.6%
30Δ3.7760.4%9.3%3.22333.6%39.4%
35Δ3.6973.0%9.4%3.37288.0%33.3%
40Δ3.6085.5%9.4%3.52242.5%27.1%
45Δ3.5298.0%9.5%3.67197.0%20.9%
50Δ3.43110.5%9.5%3.82151.4%14.8%
55Δ3.34123.0%9.6%3.96105.9%8.6%
60Δ3.26135.6%9.6%4.1294.0%6.4%
65Δ3.17148.1%9.7%4.2992.5%5.4%
70Δ3.09160.6%9.8%4.4591.1%4.4%
75Δ3.00173.1%9.8%4.6189.6%3.4%
80Δ2.61214.3%8.8%4.7888.2%2.4%

20Δ

Calls
Pseudo strike
3.95
IV
35.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.86
IV
47.9%
B/E move
9.2%
Puts
Pseudo strike
3.07
IV
379.1%
B/E move
45.6%

30Δ

Calls
Pseudo strike
3.77
IV
60.4%
B/E move
9.3%
Puts
Pseudo strike
3.22
IV
333.6%
B/E move
39.4%

35Δ

Calls
Pseudo strike
3.69
IV
73.0%
B/E move
9.4%
Puts
Pseudo strike
3.37
IV
288.0%
B/E move
33.3%

40Δ

Calls
Pseudo strike
3.60
IV
85.5%
B/E move
9.4%
Puts
Pseudo strike
3.52
IV
242.5%
B/E move
27.1%

45Δ

Calls
Pseudo strike
3.52
IV
98.0%
B/E move
9.5%
Puts
Pseudo strike
3.67
IV
197.0%
B/E move
20.9%

50Δ

Calls
Pseudo strike
3.43
IV
110.5%
B/E move
9.5%
Puts
Pseudo strike
3.82
IV
151.4%
B/E move
14.8%

55Δ

Calls
Pseudo strike
3.34
IV
123.0%
B/E move
9.6%
Puts
Pseudo strike
3.96
IV
105.9%
B/E move
8.6%

60Δ

Calls
Pseudo strike
3.26
IV
135.6%
B/E move
9.6%
Puts
Pseudo strike
4.12
IV
94.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
3.17
IV
148.1%
B/E move
9.7%
Puts
Pseudo strike
4.29
IV
92.5%
B/E move
5.4%

70Δ

Calls
Pseudo strike
3.09
IV
160.6%
B/E move
9.8%
Puts
Pseudo strike
4.45
IV
91.1%
B/E move
4.4%

75Δ

Calls
Pseudo strike
3.00
IV
173.1%
B/E move
9.8%
Puts
Pseudo strike
4.61
IV
89.6%
B/E move
3.4%

80Δ

Calls
Pseudo strike
2.61
IV
214.3%
B/E move
8.8%
Puts
Pseudo strike
4.78
IV
88.2%
B/E move
2.4%

Options history

No recorded observations