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Olema Pharmaceuticals, Inc. Common Stock OLMA

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Market datapartial · fetched 2026-11-12T01:34:04.333Z

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: 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 · 2026-11-12T00:36:08.473929169Z

FundamentalsAlpha Vantage · unavailable

Share price$8.35
1D+15.8%
AH$7.02$7.38$7.73$8.08$8.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOLMA
Sold putSold callAH

Olema Pharmaceuticals, Inc. Common Stock options

Live interpolated OLMA call and put midpoint premiums by absolute delta.Olema Pharmaceuticals, Inc. Common Stock$0.53$2.86$5.20$7.53$9.87$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOLMA PRICE$2.45$2.45$0.78$0.82$2.50$2.60$2.71$3.29$4.97$9.19
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.29257.7%22.0%
35Δ7.72224.3%17.4%
40Δ
45Δ9.21382.1%19.7%
50Δ9.61347.7%16.1%
55Δ10.01313.7%12.6%
60Δ10.74319.6%10.8%
65Δ12.47377.8%10.2%
70Δ16.69491.5%10.2%
75Δ6.87335.0%11.6%
80Δ6.61285.7%8.5%

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
7.29
IV
257.7%
B/E move
22.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.72
IV
224.3%
B/E move
17.4%

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
9.21
IV
382.1%
B/E move
19.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
347.7%
B/E move
16.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.01
IV
313.7%
B/E move
12.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.74
IV
319.6%
B/E move
10.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.47
IV
377.8%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.69
IV
491.5%
B/E move
10.2%

75Δ

Calls
Pseudo strike
6.87
IV
335.0%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.61
IV
285.7%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend186.57%
Daily EOD
OLMA122.6%192.7%262.7%2026-10-19: 168.98%2026-10-20: 132.29%2026-10-21: 210.48%2026-10-23: 143.55%2026-10-26: 160.96%2026-10-27: 157.39%2026-10-28: 222.25%2026-10-29: 253.06%2026-10-30: 186.57%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
168.98%
132.29%
210.48%
143.55%
160.96%
157.39%
222.25%
253.06%
186.57%