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Larimar Therapeutics Inc LRMR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:11:27.712Z

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 · 2026-10-22T20:00:02.007653219Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:05:18.079594+00:00

Share price$2.27
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 options

Live interpolated LRMR call and put midpoint premiums by absolute delta.Larimar Therapeutics Inc$0.60$1.09$1.59$2.08$2.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELRMR PRICE$0.65$0.90$1.15$1.40$1.65$0.79$1.12$1.45$1.78$2.10$2.43
PutsExpensive1.26×
CallsExpensive4.88×
SkewBullish-335.15 pp
Implied move——
TiltBearish25.5% 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
50Δ
55Δ2.82109.1%10.6%
60Δ3.73235.3%93.0%3.18115.6%9.2%
65Δ5.48347.9%180.9%3.54122.0%7.8%
70Δ7.23460.4%268.9%3.90128.5%6.3%
75Δ8.97572.9%356.9%4.26134.9%4.9%
80Δ10.72685.5%444.8%4.62141.4%3.5%

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
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
109.1%
B/E move
10.6%

60Δ

Calls
Pseudo strike
3.73
IV
235.3%
B/E move
93.0%
Puts
Pseudo strike
3.18
IV
115.6%
B/E move
9.2%

65Δ

Calls
Pseudo strike
5.48
IV
347.9%
B/E move
180.9%
Puts
Pseudo strike
3.54
IV
122.0%
B/E move
7.8%

70Δ

Calls
Pseudo strike
7.23
IV
460.4%
B/E move
268.9%
Puts
Pseudo strike
3.90
IV
128.5%
B/E move
6.3%

75Δ

Calls
Pseudo strike
8.97
IV
572.9%
B/E move
356.9%
Puts
Pseudo strike
4.26
IV
134.9%
B/E move
4.9%

80Δ

Calls
Pseudo strike
10.72
IV
685.5%
B/E move
444.8%
Puts
Pseudo strike
4.62
IV
141.4%
B/E move
3.5%

Options history

No recorded observations