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Structure Therapeutics Inc. American Depositary Shares GPCR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:51:57.127Z

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 · 2026-11-12T00:54:06.842828605Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:50:24.279875+00:00

Share price$21.36
1D-5.0%
AH$20.74$21.11$21.48$21.84$22.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPCR
Sold putSold callAH

Structure Therapeutics Inc. American Depositary Shares options

Live interpolated GPCR call and put midpoint premiums by absolute delta.Structure Therapeutics Inc. American Depositary Shares$0.48$1.81$3.14$4.47$5.80$15.50$18.14$20.77$23.40$26.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GPCR spot · $21.36GPCR PRICE$0.62$0.84$1.05$1.26$1.47$1.56$1.64$1.72$1.79$1.87$0.73$0.92$1.11$1.32$1.64$1.96$2.28$2.61$3.03$3.44$3.86$4.34$5.42
PutsExpensive1.42×
Calls——
Skew——
Implied moveBearish±$3.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.65173.9%20.8%
25Δ24.25109.6%16.5%18.47164.8%17.8%
30Δ23.83118.5%15.5%19.30155.7%14.9%
35Δ23.41127.4%14.5%20.10147.9%12.1%
40Δ22.99136.4%13.5%20.71146.7%10.7%
45Δ22.56145.3%12.5%21.33145.6%9.4%
50Δ22.10136.5%10.8%21.94144.5%8.0%
55Δ21.62124.5%8.9%22.56143.2%6.6%
60Δ21.14112.5%7.0%23.19140.0%5.6%
65Δ20.66100.5%5.1%23.81136.9%4.6%
70Δ20.1888.4%3.2%24.44133.7%3.6%
75Δ25.13131.5%2.7%
80Δ26.34137.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.65
IV
173.9%
B/E move
20.8%

25Δ

Calls
Pseudo strike
24.25
IV
109.6%
B/E move
16.5%
Puts
Pseudo strike
18.47
IV
164.8%
B/E move
17.8%

30Δ

Calls
Pseudo strike
23.83
IV
118.5%
B/E move
15.5%
Puts
Pseudo strike
19.30
IV
155.7%
B/E move
14.9%

35Δ

Calls
Pseudo strike
23.41
IV
127.4%
B/E move
14.5%
Puts
Pseudo strike
20.10
IV
147.9%
B/E move
12.1%

40Δ

Calls
Pseudo strike
22.99
IV
136.4%
B/E move
13.5%
Puts
Pseudo strike
20.71
IV
146.7%
B/E move
10.7%

45Δ

Calls
Pseudo strike
22.56
IV
145.3%
B/E move
12.5%
Puts
Pseudo strike
21.33
IV
145.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
22.10
IV
136.5%
B/E move
10.8%
Puts
Pseudo strike
21.94
IV
144.5%
B/E move
8.0%

55Δ

Calls
Pseudo strike
21.62
IV
124.5%
B/E move
8.9%
Puts
Pseudo strike
22.56
IV
143.2%
B/E move
6.6%

60Δ

Calls
Pseudo strike
21.14
IV
112.5%
B/E move
7.0%
Puts
Pseudo strike
23.19
IV
140.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
20.66
IV
100.5%
B/E move
5.1%
Puts
Pseudo strike
23.81
IV
136.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
20.18
IV
88.4%
B/E move
3.2%
Puts
Pseudo strike
24.44
IV
133.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.13
IV
131.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.34
IV
137.3%
B/E move
2.0%

Options history

IV · four-Friday blend90.13%
Daily EOD
GPCR80.1%90.8%101.5%2026-10-19: 87.54%2026-10-20: 95.74%2026-10-21: 87.50%2026-10-22: 81.56%2026-10-23: 89.45%2026-10-26: 87.22%2026-10-27: 100.06%2026-10-28: 91.21%2026-10-29: 90.51%2026-10-30: 90.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
87.54%
95.74%
87.50%
81.56%
89.45%
87.22%
100.06%
91.21%
90.51%
90.13%