IntraAlpha
Create free account Start free

Scholar Rock Holding Corporation Common Stock SRRK

i

Market datapartial · fetched 2026-10-22T23:23:55.423Z

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 · 2026-10-22T20:00:01.910147915Z

FundamentalsAlpha Vantage · unavailable

Share price$41.96
1D-2.2%
AH$41.44$41.91$42.39$42.87$43.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRRK
Sold putSold callAH

Scholar Rock Holding Corporation Common Stock options

Live interpolated SRRK call and put midpoint premiums by absolute delta.Scholar Rock Holding Corporation Common Stock$0.54$2.69$4.84$6.98$9.13$33.18$37.78$42.38$46.98$51.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRRK spot · $41.96SRRK PRICE$0.77$1.03$1.29$1.55$1.92$2.42$2.92$3.42$3.92$4.51$5.45$6.38$7.32$1.09$1.38$1.68$1.97$2.28$2.59$2.90$3.21$3.51$3.82$4.89$6.70$8.51
PutsFair1.01×
CallsExpensive1.16×
SkewBullish-6.56 pp
Implied moveBalanced±$5.82
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7563.2%20.4%35.8674.4%17.1%
25Δ48.4262.3%17.8%37.2070.9%14.6%
30Δ47.0861.4%15.3%38.5467.5%12.1%
35Δ45.7560.5%12.7%39.8864.0%9.7%
40Δ44.5860.8%10.8%40.7161.1%8.4%
45Δ43.6362.5%9.7%41.4958.3%7.3%
50Δ42.6764.2%8.7%42.2755.5%6.2%
55Δ41.7266.0%7.6%43.0552.7%5.0%
60Δ40.7767.7%6.5%43.8349.9%3.9%
65Δ39.7569.5%5.5%44.6147.2%2.8%
70Δ38.4571.3%4.6%45.9749.4%2.1%
75Δ37.1673.0%3.8%47.9156.7%1.8%
80Δ35.8774.8%2.9%49.8564.0%1.5%

20Δ

Calls
Pseudo strike
49.75
IV
63.2%
B/E move
20.4%
Puts
Pseudo strike
35.86
IV
74.4%
B/E move
17.1%

25Δ

Calls
Pseudo strike
48.42
IV
62.3%
B/E move
17.8%
Puts
Pseudo strike
37.20
IV
70.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
47.08
IV
61.4%
B/E move
15.3%
Puts
Pseudo strike
38.54
IV
67.5%
B/E move
12.1%

35Δ

Calls
Pseudo strike
45.75
IV
60.5%
B/E move
12.7%
Puts
Pseudo strike
39.88
IV
64.0%
B/E move
9.7%

40Δ

Calls
Pseudo strike
44.58
IV
60.8%
B/E move
10.8%
Puts
Pseudo strike
40.71
IV
61.1%
B/E move
8.4%

45Δ

Calls
Pseudo strike
43.63
IV
62.5%
B/E move
9.7%
Puts
Pseudo strike
41.49
IV
58.3%
B/E move
7.3%

50Δ

Calls
Pseudo strike
42.67
IV
64.2%
B/E move
8.7%
Puts
Pseudo strike
42.27
IV
55.5%
B/E move
6.2%

55Δ

Calls
Pseudo strike
41.72
IV
66.0%
B/E move
7.6%
Puts
Pseudo strike
43.05
IV
52.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
40.77
IV
67.7%
B/E move
6.5%
Puts
Pseudo strike
43.83
IV
49.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
39.75
IV
69.5%
B/E move
5.5%
Puts
Pseudo strike
44.61
IV
47.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
38.45
IV
71.3%
B/E move
4.6%
Puts
Pseudo strike
45.97
IV
49.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
37.16
IV
73.0%
B/E move
3.8%
Puts
Pseudo strike
47.91
IV
56.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
35.87
IV
74.8%
B/E move
2.9%
Puts
Pseudo strike
49.85
IV
64.0%
B/E move
1.5%

Options history

No recorded observations