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Summit Therapeutics PLC SMMT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:00:17.095Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:14.599220073Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:16.099667+00:00

Share price$16.08
1D-0.9%
$15.90$16.03$16.17$16.30$16.445:30 AM6:30 AM9:00 AM1:00 PMSMMT
Sold putSold call

Summit Therapeutics PLC options

Live interpolated SMMT call and put midpoint premiums by absolute delta.Summit Therapeutics PLC$0.04$0.79$1.54$2.29$3.04$13.75$15.00$16.25$17.49$18.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMMT spot · $16.08SMMT PRICE$0.12$0.52$1.07$0.66$0.32$0.36$0.41$0.46$0.55$0.64$0.74$0.95$2.82$0.77$0.28$0.23$0.30$0.37$0.44$0.59$0.77$0.99$1.30$1.61$1.26$1.69
PutsExpensive1.76×
CallsExpensive2.36×
SkewBullish-26.96 pp
Implied moveBearish±$1.00
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.1193.8%7.1%13.01455.9%23.9%
25Δ19.64316.5%25.4%14.91155.5%9.1%
30Δ22.26570.2%45.1%15.5298.7%4.9%
35Δ18.59294.5%19.7%15.67100.2%4.4%
40Δ16.4498.0%4.2%15.82101.8%3.9%
45Δ16.2993.8%3.5%15.98103.4%3.4%
50Δ16.1489.7%2.9%16.17114.0%3.1%
55Δ15.9986.0%2.3%16.37126.3%3.0%
60Δ15.8487.3%2.0%16.63138.7%2.7%
65Δ15.7088.5%1.7%16.99151.3%2.5%
70Δ15.5689.7%1.3%17.34163.8%2.2%
75Δ15.31101.0%1.2%17.15117.2%1.2%
80Δ13.73299.6%2.9%17.61131.3%1.0%

20Δ

Calls
Pseudo strike
17.11
IV
93.8%
B/E move
7.1%
Puts
Pseudo strike
13.01
IV
455.9%
B/E move
23.9%

25Δ

Calls
Pseudo strike
19.64
IV
316.5%
B/E move
25.4%
Puts
Pseudo strike
14.91
IV
155.5%
B/E move
9.1%

30Δ

Calls
Pseudo strike
22.26
IV
570.2%
B/E move
45.1%
Puts
Pseudo strike
15.52
IV
98.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
18.59
IV
294.5%
B/E move
19.7%
Puts
Pseudo strike
15.67
IV
100.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
16.44
IV
98.0%
B/E move
4.2%
Puts
Pseudo strike
15.82
IV
101.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
16.29
IV
93.8%
B/E move
3.5%
Puts
Pseudo strike
15.98
IV
103.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
16.14
IV
89.7%
B/E move
2.9%
Puts
Pseudo strike
16.17
IV
114.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
15.99
IV
86.0%
B/E move
2.3%
Puts
Pseudo strike
16.37
IV
126.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
15.84
IV
87.3%
B/E move
2.0%
Puts
Pseudo strike
16.63
IV
138.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.70
IV
88.5%
B/E move
1.7%
Puts
Pseudo strike
16.99
IV
151.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
15.56
IV
89.7%
B/E move
1.3%
Puts
Pseudo strike
17.34
IV
163.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
15.31
IV
101.0%
B/E move
1.2%
Puts
Pseudo strike
17.15
IV
117.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
13.73
IV
299.6%
B/E move
2.9%
Puts
Pseudo strike
17.61
IV
131.3%
B/E move
1.0%

Options history

SMMT105.80110.82115.842026-10-19: 115.14%2026-10-20: 106.49%Oct 19Oct 20
Table
DateIV
115.14%
106.49%