IntraAlpha
Create free account Start free

Olema Pharmaceuticals, Inc. Common Stock OLMA

i

Market datapartial · fetched 2026-10-23T00:19:25.659Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:02.353202423Z

FundamentalsAlpha Vantage · unavailable

Share price$7.02
1D+0.1%
AH$6.81$6.88$6.95$7.01$7.085:30 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$2.41$2.76$3.11$3.45$3.80$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOLMA PRICE$2.45$2.45$2.48$2.53$2.45$2.45$2.45$2.48$2.50$2.53$2.63$2.99$3.34$3.70
PutsExpensive1.59×
CallsExpensive2.56×
SkewBullish-80.09 pp
Implied move——
TiltBearish47.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.23304.6%31.8%
40Δ7.64268.0%26.1%
45Δ8.02232.8%20.6%
50Δ8.28211.6%17.3%
55Δ8.54190.4%14.0%
60Δ8.80169.1%10.7%
65Δ7.94358.0%48.0%9.11151.4%7.8%
70Δ6.48291.0%27.1%9.56145.6%6.3%
75Δ5.70243.8%16.5%10.02139.8%4.8%
80Δ5.17206.5%9.7%10.48133.9%3.4%

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
7.23
IV
304.6%
B/E move
31.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
268.0%
B/E move
26.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
232.8%
B/E move
20.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.28
IV
211.6%
B/E move
17.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.54
IV
190.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.80
IV
169.1%
B/E move
10.7%

65Δ

Calls
Pseudo strike
7.94
IV
358.0%
B/E move
48.0%
Puts
Pseudo strike
9.11
IV
151.4%
B/E move
7.8%

70Δ

Calls
Pseudo strike
6.48
IV
291.0%
B/E move
27.1%
Puts
Pseudo strike
9.56
IV
145.6%
B/E move
6.3%

75Δ

Calls
Pseudo strike
5.70
IV
243.8%
B/E move
16.5%
Puts
Pseudo strike
10.02
IV
139.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
5.17
IV
206.5%
B/E move
9.7%
Puts
Pseudo strike
10.48
IV
133.9%
B/E move
3.4%

Options history

No recorded observations