IntraAlpha
Create free account Start free

Korro Bio, Inc. Common Stock KRRO

i

Market datapartial · fetched 2026-10-22T22:06:33.156Z

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 · 2026-10-22T20:43:46.187083586Z

FundamentalsAlpha Vantage · unavailable

Share price$12.05
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$2.25$4.07$5.90$7.72$9.54$4.13$8.25$12.38$16.51$20.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KRRO spot · $12.05KRRO 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$3.48$3.87$5.13$7.52$9.01
PutsExpensive2.15×
CallsExpensive2.33×
SkewBullish-19.63 pp
Implied moveBearish±$5.53
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ10.56257.7%32.9%
35Δ11.29224.9%27.0%
40Δ12.03192.2%21.2%
45Δ22.00345.9%102.9%12.75169.3%16.6%
50Δ16.43275.0%56.7%13.42163.6%14.2%
55Δ14.07239.6%38.1%14.10158.0%11.9%
60Δ12.52219.6%26.9%14.77152.3%9.5%
65Δ11.91188.8%21.2%16.20163.9%8.1%
70Δ11.31157.9%15.6%18.69189.8%7.3%
75Δ10.71126.9%10.0%20.37194.2%5.7%
80Δ10.1196.0%4.4%

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
10.56
IV
257.7%
B/E move
32.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.29
IV
224.9%
B/E move
27.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.03
IV
192.2%
B/E move
21.2%

45Δ

Calls
Pseudo strike
22.00
IV
345.9%
B/E move
102.9%
Puts
Pseudo strike
12.75
IV
169.3%
B/E move
16.6%

50Δ

Calls
Pseudo strike
16.43
IV
275.0%
B/E move
56.7%
Puts
Pseudo strike
13.42
IV
163.6%
B/E move
14.2%

55Δ

Calls
Pseudo strike
14.07
IV
239.6%
B/E move
38.1%
Puts
Pseudo strike
14.10
IV
158.0%
B/E move
11.9%

60Δ

Calls
Pseudo strike
12.52
IV
219.6%
B/E move
26.9%
Puts
Pseudo strike
14.77
IV
152.3%
B/E move
9.5%

65Δ

Calls
Pseudo strike
11.91
IV
188.8%
B/E move
21.2%
Puts
Pseudo strike
16.20
IV
163.9%
B/E move
8.1%

70Δ

Calls
Pseudo strike
11.31
IV
157.9%
B/E move
15.6%
Puts
Pseudo strike
18.69
IV
189.8%
B/E move
7.3%

75Δ

Calls
Pseudo strike
10.71
IV
126.9%
B/E move
10.0%
Puts
Pseudo strike
20.37
IV
194.2%
B/E move
5.7%

80Δ

Calls
Pseudo strike
10.11
IV
96.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations