Share price$16.16
1D-0.5%
Sold putSold call
Summit Therapeutics PLC SMMT
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-21T17:49:39.208Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:49:34.347981341Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:38.271818+00:00
Summit Therapeutics PLC options
PutsExpensive1.88×
CallsExpensive2.29×
SkewBullish-10.20 pp
Implied moveBearish±$1.11
TiltBearish18.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.39 | 193.5% | 15.5% | 12.61 | 527.9% | 27.4% |
| 25Δ | 19.76 | 315.0% | 25.5% | 15.32 | 110.8% | 6.4% |
| 30Δ | 22.31 | 571.6% | 44.8% | 15.62 | 95.8% | 4.8% |
| 35Δ | 19.12 | 340.4% | 23.0% | 15.76 | 101.3% | 4.4% |
| 40Δ | 16.48 | 93.4% | 3.9% | 15.90 | 106.8% | 4.0% |
| 45Δ | 16.34 | 93.3% | 3.5% | 16.06 | 114.5% | 3.7% |
| 50Δ | 16.20 | 93.2% | 3.0% | 16.26 | 127.9% | 3.5% |
| 55Δ | 16.06 | 93.0% | 2.5% | 16.47 | 141.4% | 3.3% |
| 60Δ | 15.93 | 90.5% | 2.1% | 16.81 | 155.9% | 3.0% |
| 65Δ | 15.81 | 86.3% | 1.7% | 17.18 | 170.6% | 2.8% |
| 70Δ | 15.69 | 82.1% | 1.3% | 17.43 | 171.3% | 2.3% |
| 75Δ | 15.57 | 77.9% | 1.0% | 17.18 | 112.5% | 1.1% |
| 80Δ | 15.17 | 102.3% | 0.8% | 18.03 | 163.3% | 1.3% |
20Δ
- Pseudo strike
- 18.39
- IV
- 193.5%
- B/E move
- 15.5%
- Pseudo strike
- 12.61
- IV
- 527.9%
- B/E move
- 27.4%
25Δ
- Pseudo strike
- 19.76
- IV
- 315.0%
- B/E move
- 25.5%
- Pseudo strike
- 15.32
- IV
- 110.8%
- B/E move
- 6.4%
30Δ
- Pseudo strike
- 22.31
- IV
- 571.6%
- B/E move
- 44.8%
- Pseudo strike
- 15.62
- IV
- 95.8%
- B/E move
- 4.8%
35Δ
- Pseudo strike
- 19.12
- IV
- 340.4%
- B/E move
- 23.0%
- Pseudo strike
- 15.76
- IV
- 101.3%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 16.48
- IV
- 93.4%
- B/E move
- 3.9%
- Pseudo strike
- 15.90
- IV
- 106.8%
- B/E move
- 4.0%
45Δ
- Pseudo strike
- 16.34
- IV
- 93.3%
- B/E move
- 3.5%
- Pseudo strike
- 16.06
- IV
- 114.5%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 16.20
- IV
- 93.2%
- B/E move
- 3.0%
- Pseudo strike
- 16.26
- IV
- 127.9%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 16.06
- IV
- 93.0%
- B/E move
- 2.5%
- Pseudo strike
- 16.47
- IV
- 141.4%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 15.93
- IV
- 90.5%
- B/E move
- 2.1%
- Pseudo strike
- 16.81
- IV
- 155.9%
- B/E move
- 3.0%
65Δ
- Pseudo strike
- 15.81
- IV
- 86.3%
- B/E move
- 1.7%
- Pseudo strike
- 17.18
- IV
- 170.6%
- B/E move
- 2.8%
70Δ
- Pseudo strike
- 15.69
- IV
- 82.1%
- B/E move
- 1.3%
- Pseudo strike
- 17.43
- IV
- 171.3%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 15.57
- IV
- 77.9%
- B/E move
- 1.0%
- Pseudo strike
- 17.18
- IV
- 112.5%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 15.17
- IV
- 102.3%
- B/E move
- 0.8%
- Pseudo strike
- 18.03
- IV
- 163.3%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 115.14% | |
| 106.49% |