Share price$7.02
1D+0.1%
Sold putSold callAH
Olema Pharmaceuticals Inc OLMA
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T20:47:17.011Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T20:00:02.353202423Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:43:38.197692+00:00
Olema Pharmaceuticals Inc options
PutsExpensive1.59×
CallsExpensive2.56×
SkewBullish-79.72 pp
Implied move——
TiltBearish47.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.23 | 303.9% | 31.8% | |||
| 40Δ | 7.64 | 267.3% | 26.1% | |||
| 45Δ | 8.02 | 232.3% | 20.6% | |||
| 50Δ | 8.28 | 211.2% | 17.3% | |||
| 55Δ | 8.54 | 190.1% | 14.0% | |||
| 60Δ | 8.80 | 169.0% | 10.7% | |||
| 65Δ | 7.94 | 357.1% | 48.1% | 9.11 | 151.4% | 7.8% |
| 70Δ | 6.48 | 290.2% | 27.1% | 9.56 | 145.5% | 6.3% |
| 75Δ | 5.70 | 243.2% | 16.5% | 10.02 | 139.6% | 4.8% |
| 80Δ | 5.17 | 206.0% | 9.7% | 10.48 | 133.7% | 3.4% |
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
- 7.23
- IV
- 303.9%
- B/E move
- 31.8%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.64
- IV
- 267.3%
- B/E move
- 26.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.02
- IV
- 232.3%
- B/E move
- 20.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.28
- IV
- 211.2%
- B/E move
- 17.3%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.54
- IV
- 190.1%
- B/E move
- 14.0%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.80
- IV
- 169.0%
- B/E move
- 10.7%
65Δ
- Pseudo strike
- 7.94
- IV
- 357.1%
- B/E move
- 48.1%
- Pseudo strike
- 9.11
- IV
- 151.4%
- B/E move
- 7.8%
70Δ
- Pseudo strike
- 6.48
- IV
- 290.2%
- B/E move
- 27.1%
- Pseudo strike
- 9.56
- IV
- 145.5%
- B/E move
- 6.3%
75Δ
- Pseudo strike
- 5.70
- IV
- 243.2%
- B/E move
- 16.5%
- Pseudo strike
- 10.02
- IV
- 139.6%
- B/E move
- 4.8%
80Δ
- Pseudo strike
- 5.17
- IV
- 206.0%
- B/E move
- 9.7%
- Pseudo strike
- 10.48
- IV
- 133.7%
- B/E move
- 3.4%
Options history
No recorded observations