Alumis (ALMS) Options Chain
NASDAQ: ALMSHealth CareBiotechnology: Pharmaceutical PreparationsUSD
At close: Oct 8, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Oct 16, 2026
- Days to expiration
- 7
- Share price
- $6.97
- Put/call ratio (OI)
- 0.15
- Put/call ratio (volume)
- 0.14
- Expected move
- ±$0.0151
- Open interest (C / P)
- 1.54K / 236
ALMS options summary
The ALMS options chain for the October 16, 2026 expiration lists 31 call and 28 put contracts, with 7 days until expiration. Open interest stands at 1,536 calls and 236 puts, a put/call ratio of 0.15, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $7.00 strike is 1.6%, which implies the market expects a move of about ±$0.0151 (0.2%) in Alumis stock by expiration.
The most open interest sits at the $10.00 call (518 contracts) and the $25.00 put (153 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
ALMS options chain · October 16, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 8.86 | 0.00 | 0.00 | 2.00 | — | — | — | |||||
| — | — | — | 5.00 | 0.00 | 0.00 | 0.05 | |||||
| 1.05 | 0.00 | 0.00 | 6.00 | 0.00 | 0.00 | 0.09 | |||||
| 0.45 | 0.00 | 0.00 | 7.00 | 0.00 | 0.00 | 0.55 | |||||
| 0.30 | 0.00 | 0.00 | 8.00 | 0.00 | 0.00 | 1.40 | |||||
| 0.07 | 0.00 | 0.00 | 9.00 | 0.00 | 0.00 | 2.40 | |||||
| 0.10 | 0.00 | 0.00 | 10.00 | 0.00 | 0.00 | 3.20 | |||||
| 0.07 | 0.00 | 0.00 | 11.00 | 0.00 | 0.00 | 3.65 | |||||
| 0.10 | 0.00 | 0.00 | 12.00 | 0.00 | 0.00 | 4.86 | |||||
| 0.02 | 0.00 | 0.00 | 13.00 | 0.00 | 0.00 | 4.10 | |||||
| 0.05 | 0.00 | 0.00 | 14.00 | 0.00 | 0.00 | 3.50 | |||||
| 0.04 | 0.00 | 0.00 | 15.00 | 0.00 | 0.00 | 6.97 | |||||
| — | — | — | 16.00 | 0.00 | 0.00 | 5.05 | |||||
| — | — | — | 17.00 | 0.00 | 0.00 | 7.10 | |||||
| 8.10 | 0.00 | 0.00 | 18.00 | 0.00 | 0.00 | 8.85 | |||||
| 7.30 | 0.00 | 0.00 | 19.00 | 3.10 | 6.40 | 2.95 | |||||
| 7.80 | 0.00 | 0.00 | 20.00 | 0.00 | 0.00 | 10.00 | |||||
| 8.90 | 5.40 | 9.50 | 21.00 | 0.00 | 0.00 | 12.80 | |||||
| — | — | — | 22.00 | 0.00 | 0.00 | 4.80 | |||||
| — | — | — | 23.00 | 0.00 | 0.00 | 12.30 | |||||
| 8.30 | 2.00 | 6.50 | 24.00 | 0.00 | 0.00 | 15.21 | |||||
| 0.01 | 0.00 | 0.00 | 25.00 | 6.30 | 8.20 | 5.70 | |||||
| 0.05 | 0.00 | 0.00 | 26.00 | — | — | — | |||||
| 6.49 | 0.00 | 0.00 | 27.00 | — | — | — | |||||
| 0.25 | 0.00 | 0.00 | 28.00 | 0.00 | 0.00 | 8.00 | |||||
| 0.05 | 0.00 | 0.00 | 29.00 | 0.00 | 0.00 | 9.20 | |||||
| 0.05 | 0.00 | 0.00 | 30.00 | — | — | — | |||||
| 0.14 | 0.00 | 0.00 | 31.00 | — | — | — | |||||
| 6.10 | 4.00 | 8.50 | 32.00 | 10.00 | 14.50 | 8.20 | |||||
| 0.10 | 0.00 | 0.00 | 33.00 | 11.50 | 15.50 | 13.00 | |||||
| 0.09 | 0.00 | 0.00 | 34.00 | 14.00 | 18.50 | 13.50 | |||||
| 0.05 | 0.00 | 0.00 | 35.00 | 0.00 | 0.00 | 14.10 | |||||
| 0.15 | 0.00 | 0.00 | 36.00 | 13.20 | 18.00 | 15.10 | |||||
| 2.60 | 3.00 | 7.50 | 37.00 | — | — | — | |||||
| 0.01 | 0.00 | 0.00 | 40.00 | — | — | — | |||||
| 0.05 | 0.00 | 0.00 | 45.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the ALMS put/call ratio?
For the October 16, 2026 expiration, the ALMS put/call ratio based on open interest is 0.15 (236 puts vs 1,536 calls), and 0.14 based on today's volume. A ratio above 1 means more puts than calls.
What is ALMS's implied volatility?
At-the-money implied volatility for ALMS options expiring October 16, 2026 is about 1.6%, an annualized estimate of how much the market expects Alumis stock to move.
How many ALMS option expiration dates are there?
ALMS has 7 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.