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Korro Bio, Inc. Common Stock KRRO

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Market datapartial · fetched 2026-10-22T22:17:10.044Z

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 · 2026-10-22T22:08:00.363440652Z

FundamentalsAlpha Vantage · unavailable

Share price$12.04
1D+32.6%
AH$8.85$9.71$10.58$11.44$12.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKRRO
Sold putSold callAH

Korro Bio, Inc. Common Stock options

Live interpolated KRRO call and put midpoint premiums by absolute delta.Korro Bio, Inc. Common Stock$2.26$4.02$5.79$7.56$9.32$4.15$8.27$12.38$16.50$20.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRRO spot · $12.04KRRO PRICE$2.45$2.45$2.57$2.77$2.70$2.62$2.54$2.46$2.47$2.50$2.53$2.69$3.08$3.47$3.86$5.07$7.38$8.81
PutsExpensive2.14×
CallsExpensive2.33×
SkewBullish-20.26 pp
Implied moveBearish±$5.53
TiltBearish34.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ10.55257.6%32.9%
35Δ11.29225.0%27.0%
40Δ12.02192.3%21.2%
45Δ22.01346.2%103.2%12.73169.1%16.5%
50Δ16.43275.2%56.8%13.41163.4%14.2%
55Δ14.06239.8%38.2%14.08157.7%11.9%
60Δ12.51220.0%27.0%14.75152.0%9.5%
65Δ11.90188.9%21.2%16.14162.7%8.1%
70Δ11.29157.7%15.5%18.55187.8%7.2%
75Δ10.69126.5%9.9%20.17191.9%5.7%
80Δ10.0895.3%4.2%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.55
IV
257.6%
B/E move
32.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.29
IV
225.0%
B/E move
27.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.02
IV
192.3%
B/E move
21.2%

45Δ

Calls
Pseudo strike
22.01
IV
346.2%
B/E move
103.2%
Puts
Pseudo strike
12.73
IV
169.1%
B/E move
16.5%

50Δ

Calls
Pseudo strike
16.43
IV
275.2%
B/E move
56.8%
Puts
Pseudo strike
13.41
IV
163.4%
B/E move
14.2%

55Δ

Calls
Pseudo strike
14.06
IV
239.8%
B/E move
38.2%
Puts
Pseudo strike
14.08
IV
157.7%
B/E move
11.9%

60Δ

Calls
Pseudo strike
12.51
IV
220.0%
B/E move
27.0%
Puts
Pseudo strike
14.75
IV
152.0%
B/E move
9.5%

65Δ

Calls
Pseudo strike
11.90
IV
188.9%
B/E move
21.2%
Puts
Pseudo strike
16.14
IV
162.7%
B/E move
8.1%

70Δ

Calls
Pseudo strike
11.29
IV
157.7%
B/E move
15.5%
Puts
Pseudo strike
18.55
IV
187.8%
B/E move
7.2%

75Δ

Calls
Pseudo strike
10.69
IV
126.5%
B/E move
9.9%
Puts
Pseudo strike
20.17
IV
191.9%
B/E move
5.7%

80Δ

Calls
Pseudo strike
10.08
IV
95.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations