IntraAlpha
Create free account Start free

Monte Rosa Therapeutics, Inc. Common Stock GLUE

i

Market datapartial · fetched 2026-10-22T17:56:12.340Z

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 · 2026-10-22T17:56:06.459131806Z

FundamentalsAlpha Vantage · unavailable

Share price$11.07
1D-1.1%
$10.99$11.07$11.16$11.25$11.335:30 AM6:30 AM9:00 AM1:00 PMGLUE
Sold putSold call

Monte Rosa Therapeutics, Inc. Common Stock options

Live interpolated GLUE call and put midpoint premiums by absolute delta.Monte Rosa Therapeutics, Inc. Common Stock$0.11$3.06$6.02$8.97$11.92$6.67$8.81$10.95$13.09$15.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLUE spot · $11.07GLUE PRICE$0.43$0.49$0.55$0.84$1.15$1.45$1.76$2.07$2.37$2.68$2.98$3.29$0.81$1.84$2.86$3.89$4.91$5.94$6.97$7.99$9.02$10.04$11.07
PutsExpensive1.22×
CallsExpensive1.11×
SkewBearish+10.51 pp
Implied moveBearish±$6.37
TiltBearish53.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.48109.1%34.7%
30Δ13.5196.8%26.5%10.3284.6%14.1%
35Δ12.5484.6%18.2%11.4690.6%13.0%
40Δ12.0588.4%16.5%12.6196.5%11.9%
45Δ11.5992.9%15.1%13.76102.5%10.8%
50Δ11.1397.3%13.7%14.90108.4%9.8%
55Δ10.67101.8%12.3%16.05114.4%8.7%
60Δ10.20106.2%10.8%17.20120.3%7.6%
65Δ9.74110.7%9.4%18.34126.3%6.5%
70Δ9.28115.1%8.0%19.49132.2%5.4%
75Δ8.82119.5%6.6%20.64138.2%4.3%
80Δ8.35124.0%5.2%21.78144.1%3.2%

20Δ

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

25Δ

Calls
Pseudo strike
14.48
IV
109.1%
B/E move
34.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
13.51
IV
96.8%
B/E move
26.5%
Puts
Pseudo strike
10.32
IV
84.6%
B/E move
14.1%

35Δ

Calls
Pseudo strike
12.54
IV
84.6%
B/E move
18.2%
Puts
Pseudo strike
11.46
IV
90.6%
B/E move
13.0%

40Δ

Calls
Pseudo strike
12.05
IV
88.4%
B/E move
16.5%
Puts
Pseudo strike
12.61
IV
96.5%
B/E move
11.9%

45Δ

Calls
Pseudo strike
11.59
IV
92.9%
B/E move
15.1%
Puts
Pseudo strike
13.76
IV
102.5%
B/E move
10.8%

50Δ

Calls
Pseudo strike
11.13
IV
97.3%
B/E move
13.7%
Puts
Pseudo strike
14.90
IV
108.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
10.67
IV
101.8%
B/E move
12.3%
Puts
Pseudo strike
16.05
IV
114.4%
B/E move
8.7%

60Δ

Calls
Pseudo strike
10.20
IV
106.2%
B/E move
10.8%
Puts
Pseudo strike
17.20
IV
120.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
9.74
IV
110.7%
B/E move
9.4%
Puts
Pseudo strike
18.34
IV
126.3%
B/E move
6.5%

70Δ

Calls
Pseudo strike
9.28
IV
115.1%
B/E move
8.0%
Puts
Pseudo strike
19.49
IV
132.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
8.82
IV
119.5%
B/E move
6.6%
Puts
Pseudo strike
20.64
IV
138.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
8.35
IV
124.0%
B/E move
5.2%
Puts
Pseudo strike
21.78
IV
144.1%
B/E move
3.2%

Options history

No recorded observations