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Korro Bio, Inc. Common Stock KRRO

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:53:16.971Z

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 · 2026-11-11T21:00:00.488619796Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:48:00.449791+00:00

Share price$14.41
1D-2.6%
AH$14.14$14.56$14.98$15.40$15.825:30 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$2.33$2.90$3.46$4.03$4.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKRRO PRICE$2.39$2.45$2.45$2.68$2.98$3.27$3.83$4.44$2.45$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.11588.8%46.8%
25Δ11.39492.0%38.0%
30Δ12.59401.3%29.6%
35Δ13.30352.9%24.7%
40Δ14.02304.6%19.7%
45Δ20.09452.4%56.0%14.73256.3%14.8%
50Δ17.27383.7%36.9%
55Δ15.39316.8%23.8%
60Δ14.33293.6%18.1%
65Δ13.49281.7%14.3%
70Δ12.65269.7%10.5%
75Δ11.77274.5%8.3%
80Δ10.89283.1%6.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.11
IV
588.8%
B/E move
46.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.39
IV
492.0%
B/E move
38.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.59
IV
401.3%
B/E move
29.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.30
IV
352.9%
B/E move
24.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.02
IV
304.6%
B/E move
19.7%

45Δ

Calls
Pseudo strike
20.09
IV
452.4%
B/E move
56.0%
Puts
Pseudo strike
14.73
IV
256.3%
B/E move
14.8%

50Δ

Calls
Pseudo strike
17.27
IV
383.7%
B/E move
36.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.39
IV
316.8%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.33
IV
293.6%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.49
IV
281.7%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.65
IV
269.7%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.77
IV
274.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.89
IV
283.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend136.04%
Daily EOD
KRRO124.4%167.9%211.3%2026-10-19: 205.30%2026-10-20: 202.71%2026-10-21: 201.13%2026-10-22: 153.14%2026-10-23: 156.12%2026-10-26: 156.26%2026-10-27: 143.64%2026-10-28: 130.41%2026-10-29: 138.64%2026-10-30: 136.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
205.30%
202.71%
201.13%
153.14%
156.12%
156.26%
143.64%
130.41%
138.64%
136.04%