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Monte Rosa Therapeutics, Inc. Common Stock GLUE

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Market datapartial · fetched 2026-10-23T03:16:17.912Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:07.055690314Z

FundamentalsAlpha Vantage · unavailable

Share price$11.11
1D-0.8%
AH$10.99$11.07$11.16$11.25$11.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLUE
Sold putSold callAH

Monte Rosa Therapeutics, Inc. Common Stock options

Live interpolated GLUE call and put midpoint premiums by absolute delta.Monte Rosa Therapeutics, Inc. Common Stock$0.31$1.22$2.13$3.04$3.95$6.43$9.37$12.30$15.24$18.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLUE spot · $11.11GLUE PRICE$0.41$0.42$1.33$2.00$1.92$1.84$1.76$1.68$1.61$1.53$1.45$2.05$2.05$1.13$0.59$0.79$0.99$1.18$1.38$1.57$1.77$2.03$2.58$3.14$3.69
PutsExpensive1.21×
CallsExpensive2.03×
SkewBullish-76.50 pp
Implied moveBullish±$3.22
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.02344.3%46.3%
25Δ14.34103.3%32.7%9.22186.4%27.1%
30Δ13.0581.4%21.2%10.1284.1%14.2%
35Δ19.26254.6%85.3%10.4784.2%12.8%
40Δ24.93368.9%142.4%10.8284.4%11.5%
45Δ22.89326.6%123.3%11.1784.5%10.1%
50Δ20.84284.3%104.1%11.5284.6%8.7%
55Δ18.79242.0%85.0%11.8784.8%7.3%
60Δ16.75199.8%65.9%12.2284.9%5.9%
65Δ14.70157.5%46.8%12.6285.5%4.7%
70Δ12.65115.2%27.6%13.2788.1%3.9%
75Δ10.6172.9%8.5%13.9190.7%3.0%
80Δ9.3677.4%2.7%14.5593.3%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.02
IV
344.3%
B/E move
46.3%

25Δ

Calls
Pseudo strike
14.34
IV
103.3%
B/E move
32.7%
Puts
Pseudo strike
9.22
IV
186.4%
B/E move
27.1%

30Δ

Calls
Pseudo strike
13.05
IV
81.4%
B/E move
21.2%
Puts
Pseudo strike
10.12
IV
84.1%
B/E move
14.2%

35Δ

Calls
Pseudo strike
19.26
IV
254.6%
B/E move
85.3%
Puts
Pseudo strike
10.47
IV
84.2%
B/E move
12.8%

40Δ

Calls
Pseudo strike
24.93
IV
368.9%
B/E move
142.4%
Puts
Pseudo strike
10.82
IV
84.4%
B/E move
11.5%

45Δ

Calls
Pseudo strike
22.89
IV
326.6%
B/E move
123.3%
Puts
Pseudo strike
11.17
IV
84.5%
B/E move
10.1%

50Δ

Calls
Pseudo strike
20.84
IV
284.3%
B/E move
104.1%
Puts
Pseudo strike
11.52
IV
84.6%
B/E move
8.7%

55Δ

Calls
Pseudo strike
18.79
IV
242.0%
B/E move
85.0%
Puts
Pseudo strike
11.87
IV
84.8%
B/E move
7.3%

60Δ

Calls
Pseudo strike
16.75
IV
199.8%
B/E move
65.9%
Puts
Pseudo strike
12.22
IV
84.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
14.70
IV
157.5%
B/E move
46.8%
Puts
Pseudo strike
12.62
IV
85.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
12.65
IV
115.2%
B/E move
27.6%
Puts
Pseudo strike
13.27
IV
88.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.61
IV
72.9%
B/E move
8.5%
Puts
Pseudo strike
13.91
IV
90.7%
B/E move
3.0%

80Δ

Calls
Pseudo strike
9.36
IV
77.4%
B/E move
2.7%
Puts
Pseudo strike
14.55
IV
93.3%
B/E move
2.2%

Options history

No recorded observations