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Assembly Biosciences, Inc. Common Stock ASMB

i

Market dataready · fetched 2026-11-03T18:46:06.988Z

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: 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 · 2026-11-03T18:45:57.769544677Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T18:46:06.101559+00:00

Share price$19.88
1D-2.2%
$19.45$19.68$19.92$20.15$20.385:30 AM6:30 AM9:00 AM1:00 PMASMB
Sold putSold call

Assembly Biosciences, Inc. Common Stock options

Live interpolated ASMB call and put midpoint premiums by absolute delta.Assembly Biosciences, Inc. Common Stock$1.29$2.10$2.92$3.73$4.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEASMB PRICE$1.38$1.64$1.91$2.18$2.45$2.72$3.78$4.31
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ19.7673.7%6.3%
60Δ19.3274.0%5.5%
65Δ18.8974.2%4.6%
70Δ18.4674.5%3.8%
75Δ18.0274.8%3.0%23.1688.1%2.5%
80Δ17.5975.0%2.2%23.8385.5%1.8%

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.76
IV
73.7%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
19.32
IV
74.0%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.89
IV
74.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.46
IV
74.5%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.02
IV
74.8%
B/E move
3.0%
Puts
Pseudo strike
23.16
IV
88.1%
B/E move
2.5%

80Δ

Calls
Pseudo strike
17.59
IV
75.0%
B/E move
2.2%
Puts
Pseudo strike
23.83
IV
85.5%
B/E move
1.8%

Options history

IV · four-Friday blend86.91%
Daily EOD
ASMB80.3%85.9%91.5%2026-10-19: 81.10%2026-10-20: 82.92%2026-10-21: 85.93%2026-10-22: 89.33%2026-10-23: 86.43%2026-10-26: 86.83%2026-10-27: 89.79%2026-10-28: 90.73%2026-10-29: 89.98%2026-10-30: 86.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.10%
82.92%
85.93%
89.33%
86.43%
86.83%
89.79%
90.73%
89.98%
86.91%