Larimar Therapeutics Inc LRMR
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T21:11:27.712Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · 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%
Sold putSold callAH
Larimar Therapeutics Inc options
PutsExpensive1.26×
CallsExpensive4.88×
SkewBullish-335.15 pp
Implied move——
TiltBearish25.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 2.82 | 109.1% | 10.6% | |||
| 60Δ | 3.73 | 235.3% | 93.0% | 3.18 | 115.6% | 9.2% |
| 65Δ | 5.48 | 347.9% | 180.9% | 3.54 | 122.0% | 7.8% |
| 70Δ | 7.23 | 460.4% | 268.9% | 3.90 | 128.5% | 6.3% |
| 75Δ | 8.97 | 572.9% | 356.9% | 4.26 | 134.9% | 4.9% |
| 80Δ | 10.72 | 685.5% | 444.8% | 4.62 | 141.4% | 3.5% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.82
- IV
- 109.1%
- B/E move
- 10.6%
60Δ
- Pseudo strike
- 3.73
- IV
- 235.3%
- B/E move
- 93.0%
- Pseudo strike
- 3.18
- IV
- 115.6%
- B/E move
- 9.2%
65Δ
- Pseudo strike
- 5.48
- IV
- 347.9%
- B/E move
- 180.9%
- Pseudo strike
- 3.54
- IV
- 122.0%
- B/E move
- 7.8%
70Δ
- Pseudo strike
- 7.23
- IV
- 460.4%
- B/E move
- 268.9%
- Pseudo strike
- 3.90
- IV
- 128.5%
- B/E move
- 6.3%
75Δ
- Pseudo strike
- 8.97
- IV
- 572.9%
- B/E move
- 356.9%
- Pseudo strike
- 4.26
- IV
- 134.9%
- B/E move
- 4.9%
80Δ
- Pseudo strike
- 10.72
- IV
- 685.5%
- B/E move
- 444.8%
- Pseudo strike
- 4.62
- IV
- 141.4%
- B/E move
- 3.5%
Options history
No recorded observations