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Larimar Therapeutics, Inc. Common Stock LRMR

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Market datapartial · fetched 2026-11-12T01:52:16.060Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-11T22:57:40.020395656Z

FundamentalsAlpha Vantage · unavailable

Share price$2.75
1D+1.1%
AH$2.59$2.65$2.71$2.76$2.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRMR
Sold putSold callAH

Larimar Therapeutics, Inc. Common Stock options

Live interpolated LRMR call and put midpoint premiums by absolute delta.Larimar Therapeutics, Inc. Common Stock$0.05$1.27$2.48$3.70$4.91$0.93$1.90$2.87$3.84$4.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICELive LRMR spot · $2.75LRMR PRICE$0.18$0.24$0.29$0.35$0.40$0.46$0.51$0.57$0.62$1.20$1.58$1.95$2.32$2.70$3.07$3.44$3.82$4.19$4.56
Puts——
Calls——
Skew——
Implied moveBearish±$3.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.83105.3%82.3%
30Δ4.56103.8%74.4%2.85200.7%40.0%
35Δ4.29102.3%66.5%3.33196.2%36.3%
40Δ4.01100.8%58.6%3.80191.7%32.5%
45Δ3.7499.3%50.7%4.28187.2%28.8%
50Δ3.4797.8%42.7%4.76182.6%25.1%
55Δ3.2096.3%34.8%5.23178.1%21.4%
60Δ2.9294.8%26.9%5.71173.6%17.7%
65Δ2.6593.3%19.0%6.18169.1%13.9%
70Δ6.66164.6%10.2%
75Δ7.13160.0%6.5%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
4.83
IV
105.3%
B/E move
82.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.56
IV
103.8%
B/E move
74.4%
Puts
Pseudo strike
2.85
IV
200.7%
B/E move
40.0%

35Δ

Calls
Pseudo strike
4.29
IV
102.3%
B/E move
66.5%
Puts
Pseudo strike
3.33
IV
196.2%
B/E move
36.3%

40Δ

Calls
Pseudo strike
4.01
IV
100.8%
B/E move
58.6%
Puts
Pseudo strike
3.80
IV
191.7%
B/E move
32.5%

45Δ

Calls
Pseudo strike
3.74
IV
99.3%
B/E move
50.7%
Puts
Pseudo strike
4.28
IV
187.2%
B/E move
28.8%

50Δ

Calls
Pseudo strike
3.47
IV
97.8%
B/E move
42.7%
Puts
Pseudo strike
4.76
IV
182.6%
B/E move
25.1%

55Δ

Calls
Pseudo strike
3.20
IV
96.3%
B/E move
34.8%
Puts
Pseudo strike
5.23
IV
178.1%
B/E move
21.4%

60Δ

Calls
Pseudo strike
2.92
IV
94.8%
B/E move
26.9%
Puts
Pseudo strike
5.71
IV
173.6%
B/E move
17.7%

65Δ

Calls
Pseudo strike
2.65
IV
93.3%
B/E move
19.0%
Puts
Pseudo strike
6.18
IV
169.1%
B/E move
13.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.66
IV
164.6%
B/E move
10.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
160.0%
B/E move
6.5%

80Δ

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

Options history

IV · four-Friday blend192.56%
Daily EOD
LRMR192.4%192.6%192.8%2026-10-23: 192.56%Oct 23
1 observations2026-10-23 — 2026-10-23
Table
DateIV (%)
192.56%