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Summit Therapeutics Inc. Common Stock SMMT

i

Market datapartial · fetched 2026-11-07T07:26:23.058Z

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 · 2026-11-07T00:55:30.004356899Z

FundamentalsAlpha Vantage · unavailable

Share price$16.30
1D+11.2%
AH$14.47$14.97$15.47$15.97$16.475:30 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$0.16$2.46$4.76$7.06$9.36$13.42$14.83$16.23$17.63$19.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SMMT spot · $16.30SMMT PRICE$0.73$0.83$1.05$1.20$1.37$1.57$1.78$2.01$2.38$2.45$0.41$0.63$0.70$2.24$3.00$4.05$4.69$5.38$8.70
Puts——
Calls——
Skew——
Implied moveBearish±$3.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.09155.1%16.1%
25Δ14.39174.9%15.5%
30Δ14.97157.7%12.5%
35Δ18.12166.4%15.7%
40Δ17.49155.1%12.4%
45Δ17.13166.0%11.5%
50Δ16.68163.9%9.7%16.99222.5%9.6%
55Δ16.23159.9%8.0%17.84247.5%9.0%
60Δ15.82158.8%6.6%19.01264.5%8.3%
65Δ15.40157.1%5.4%19.88262.5%6.8%
70Δ14.99155.0%4.3%20.78259.5%5.5%
75Δ14.49161.4%3.5%24.13327.8%5.3%
80Δ14.25142.9%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.09
IV
155.1%
B/E move
16.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.39
IV
174.9%
B/E move
15.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.97
IV
157.7%
B/E move
12.5%

35Δ

Calls
Pseudo strike
18.12
IV
166.4%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.49
IV
155.1%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.13
IV
166.0%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
16.68
IV
163.9%
B/E move
9.7%
Puts
Pseudo strike
16.99
IV
222.5%
B/E move
9.6%

55Δ

Calls
Pseudo strike
16.23
IV
159.9%
B/E move
8.0%
Puts
Pseudo strike
17.84
IV
247.5%
B/E move
9.0%

60Δ

Calls
Pseudo strike
15.82
IV
158.8%
B/E move
6.6%
Puts
Pseudo strike
19.01
IV
264.5%
B/E move
8.3%

65Δ

Calls
Pseudo strike
15.40
IV
157.1%
B/E move
5.4%
Puts
Pseudo strike
19.88
IV
262.5%
B/E move
6.8%

70Δ

Calls
Pseudo strike
14.99
IV
155.0%
B/E move
4.3%
Puts
Pseudo strike
20.78
IV
259.5%
B/E move
5.5%

75Δ

Calls
Pseudo strike
14.49
IV
161.4%
B/E move
3.5%
Puts
Pseudo strike
24.13
IV
327.8%
B/E move
5.3%

80Δ

Calls
Pseudo strike
14.25
IV
142.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend128.40%
Daily close
SMMT71.6%145.7%219.9%2026-08-10: 91.88%2026-08-11: 109.54%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 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
91.88%
109.54%
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%