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Summit Therapeutics Inc. Common Stock SMMT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-10T22:22:53.972Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:53:43.629195271Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:16:47.284003+00:00

Share price$17.61
1D+0.6%
AH$17.35$17.56$17.76$17.97$18.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMMT
Sold putSold callAH

Summit Therapeutics Inc. Common Stock options

Live interpolated SMMT call and put midpoint premiums by absolute delta.Summit Therapeutics Inc. Common Stock$0.41$1.14$1.88$2.62$3.36$15.55$16.59$17.63$18.67$19.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMMT spot · $17.61SMMT PRICE$0.66$0.82$0.98$1.13$1.32$1.52$1.91$2.12$2.34$3.15$0.49$0.51$0.64$0.82$1.04$1.39$1.49$1.52$2.15$2.28$2.81$2.99
Puts——
Calls——
Skew——
Implied moveBearish±$2.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ15.94186.8%12.2%
30Δ16.53155.3%9.1%
35Δ19.15193.4%12.5%16.85156.0%8.0%
40Δ18.73197.9%11.0%17.17162.5%7.2%
45Δ18.33200.1%9.6%17.49174.2%6.6%
50Δ17.90196.4%8.0%17.90193.5%6.3%
55Δ17.51199.6%6.9%18.20181.7%5.1%
60Δ17.11199.0%5.8%18.46160.1%3.8%
65Δ16.63219.4%5.3%19.10190.5%3.7%
70Δ16.23213.5%4.2%19.40176.3%2.8%
75Δ15.81205.0%3.1%20.02186.1%2.3%
80Δ14.96249.3%2.8%20.32172.2%1.6%

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
15.94
IV
186.8%
B/E move
12.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.53
IV
155.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
19.15
IV
193.4%
B/E move
12.5%
Puts
Pseudo strike
16.85
IV
156.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
18.73
IV
197.9%
B/E move
11.0%
Puts
Pseudo strike
17.17
IV
162.5%
B/E move
7.2%

45Δ

Calls
Pseudo strike
18.33
IV
200.1%
B/E move
9.6%
Puts
Pseudo strike
17.49
IV
174.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
17.90
IV
196.4%
B/E move
8.0%
Puts
Pseudo strike
17.90
IV
193.5%
B/E move
6.3%

55Δ

Calls
Pseudo strike
17.51
IV
199.6%
B/E move
6.9%
Puts
Pseudo strike
18.20
IV
181.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
17.11
IV
199.0%
B/E move
5.8%
Puts
Pseudo strike
18.46
IV
160.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
16.63
IV
219.4%
B/E move
5.3%
Puts
Pseudo strike
19.10
IV
190.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
16.23
IV
213.5%
B/E move
4.2%
Puts
Pseudo strike
19.40
IV
176.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
15.81
IV
205.0%
B/E move
3.1%
Puts
Pseudo strike
20.02
IV
186.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
14.96
IV
249.3%
B/E move
2.8%
Puts
Pseudo strike
20.32
IV
172.2%
B/E move
1.6%

Options history

IV · four-Friday blend128.40%
Daily close
SMMT71.6%145.7%219.9%2026-08-12: 99.41%2026-08-13: 134.78%2026-08-14: 93.37%2026-08-17: 114.93%2026-08-18: 103.33%2026-08-19: 107.08%2026-08-20: 104.96%2026-08-21: 91.00%2026-08-24: 111.61%2026-08-25: 105.30%2026-08-26: 89.86%2026-08-28: 108.81%2026-08-31: 98.04%2026-09-01: 104.65%2026-09-02: 121.06%2026-09-03: 150.10%2026-09-04: 91.99%2026-09-08: 107.62%2026-09-09: 115.44%2026-09-10: 126.93%2026-09-11: 115.16%2026-09-14: 97.61%2026-09-15: 111.39%2026-09-16: 128.07%2026-09-17: 98.18%2026-09-18: 109.20%2026-09-21: 107.89%2026-09-22: 121.50%2026-09-23: 119.72%2026-09-24: 209.68%2026-09-25: 197.62%2026-09-28: 183.01%2026-09-29: 103.49%2026-09-30: 94.64%2026-10-01: 93.82%2026-10-02: 84.72%2026-10-05: 81.82%2026-10-06: 85.75%2026-10-07: 111.74%2026-10-08: 93.97%2026-10-09: 83.92%2026-10-12: 97.42%2026-10-13: 112.37%2026-10-14: 113.90%2026-10-15: 122.50%2026-10-16: 116.60%2026-10-19: 117.67%2026-10-20: 106.49%2026-10-21: 104.10%2026-10-22: 124.05%2026-10-23: 121.16%2026-10-26: 111.07%2026-10-27: 111.69%2026-10-28: 141.90%2026-10-29: 112.36%2026-10-30: 128.40%Aug 12Sep 22Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
99.41%
134.78%
93.37%
114.93%
103.33%
107.08%
104.96%
91.00%
111.61%
105.30%
89.86%
108.81%
98.04%
104.65%
121.06%
150.10%
91.99%
107.62%
115.44%
126.93%
115.16%
97.61%
111.39%
128.07%
98.18%
109.20%
107.89%
121.50%
119.72%
209.68%
197.62%
183.01%
103.49%
94.64%
93.82%
84.72%
81.82%
85.75%
111.74%
93.97%
83.92%
97.42%
112.37%
113.90%
122.50%
116.60%
117.67%
106.49%
104.10%
124.05%
121.16%
111.07%
111.69%
141.90%
112.36%
128.40%