IntraAlpha
Create free account Start free

Larimar Therapeutics, Inc. Common Stock LRMR

i

Market datapartial · fetched 2026-10-22T22:57:31.632Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T22:30:03.438003674Z

FundamentalsAlpha Vantage · unavailable

Share price$2.31
1D-5.4%
AH$2.22$2.29$2.36$2.43$2.515:30 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$0.57$1.15$1.73$2.31$2.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRMR PRICE$0.63$0.88$1.13$1.39$1.64$0.63$0.98$1.33$1.68$2.02$2.37$2.72
PutsExpensive1.38×
CallsExpensive4.77×
SkewBullish-314.17 pp
Implied move——
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ2.65112.1%12.9%
55Δ3.03120.3%11.4%
60Δ3.59221.0%82.9%3.41128.5%9.9%
65Δ5.36335.9%170.4%3.79136.7%8.4%
70Δ7.13450.9%257.8%4.17144.9%6.9%
75Δ8.90565.8%345.3%4.56153.1%5.4%
80Δ10.67680.8%432.7%4.94161.3%3.9%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.65
IV
112.1%
B/E move
12.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
120.3%
B/E move
11.4%

60Δ

Calls
Pseudo strike
3.59
IV
221.0%
B/E move
82.9%
Puts
Pseudo strike
3.41
IV
128.5%
B/E move
9.9%

65Δ

Calls
Pseudo strike
5.36
IV
335.9%
B/E move
170.4%
Puts
Pseudo strike
3.79
IV
136.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
7.13
IV
450.9%
B/E move
257.8%
Puts
Pseudo strike
4.17
IV
144.9%
B/E move
6.9%

75Δ

Calls
Pseudo strike
8.90
IV
565.8%
B/E move
345.3%
Puts
Pseudo strike
4.56
IV
153.1%
B/E move
5.4%

80Δ

Calls
Pseudo strike
10.67
IV
680.8%
B/E move
432.7%
Puts
Pseudo strike
4.94
IV
161.3%
B/E move
3.9%

Options history

No recorded observations