IntraAlpha
Create free account Start free

Olema Pharmaceuticals, Inc. Common Stock OLMA

i

Market datapartial · fetched 2026-10-22T15:08:21.364Z

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 · 2026-10-22T15:07:59.880448642Z

FundamentalsAlpha Vantage · unavailable

Share price$6.87
1D-2.1%
$6.83$6.89$6.96$7.02$7.085:30 AM6:30 AM9:00 AM1:00 PMOLMA
Sold putSold call

Olema Pharmaceuticals, Inc. Common Stock options

Live interpolated OLMA call and put midpoint premiums by absolute delta.Olema Pharmaceuticals, Inc. Common Stock$2.44$2.53$2.62$2.70$2.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOLMA PRICE$2.45$2.45$2.45$2.49$2.57$2.45$2.45$2.45$2.45$2.45$2.45$2.58$2.77
PutsExpensive2.68×
CallsExpensive3.02×
SkewBearish+6.92 pp
Implied move——
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.00559.0%62.9%
25Δ5.75468.2%52.0%
30Δ6.50377.5%41.0%
35Δ7.12305.5%31.9%
40Δ7.50270.9%26.5%
45Δ7.87236.4%21.0%
50Δ8.26215.4%17.1%
55Δ8.67201.6%14.1%
60Δ11.95471.2%109.8%
65Δ7.98371.3%52.0%
70Δ6.39300.5%28.7%
75Δ5.58253.3%17.6%
80Δ4.97215.7%9.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.00
IV
559.0%
B/E move
62.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.75
IV
468.2%
B/E move
52.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.50
IV
377.5%
B/E move
41.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.12
IV
305.5%
B/E move
31.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.50
IV
270.9%
B/E move
26.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.87
IV
236.4%
B/E move
21.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.26
IV
215.4%
B/E move
17.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.67
IV
201.6%
B/E move
14.1%

60Δ

Calls
Pseudo strike
11.95
IV
471.2%
B/E move
109.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.98
IV
371.3%
B/E move
52.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.39
IV
300.5%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.58
IV
253.3%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.97
IV
215.7%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations