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Strata Critical Medical, Inc. Class A Common Stock SRTA

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Market datapartial · fetched 2026-10-23T16:42:34.105Z

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 · 2026-10-23T16:42:02.113813261Z

FundamentalsAlpha Vantage · unavailable

Share price$4.61
1D-0.2%
$4.54$4.57$4.60$4.62$4.655:30 AM6:30 AM9:00 AM1:00 PMSRTA
Sold putSold call

Strata Critical Medical, Inc. Class A Common Stock options

Live interpolated SRTA call and put midpoint premiums by absolute delta.Strata Critical Medical, Inc. Class A Common Stock$0.13$0.30$0.48$0.66$0.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESRTA PRICE$0.15$0.17$0.20$0.23$0.39$0.45$0.52$0.58$0.65$0.72$0.78
PutsExpensive3.41×
CallsExpensive2.28×
SkewBearish+59.13 pp
Implied move——
TiltBearish69.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.40151.2%85.7%3.01236.4%43.1%
25Δ7.54132.7%67.6%3.31218.5%38.0%
30Δ6.68114.2%49.5%3.61200.5%32.9%
35Δ5.8295.7%31.4%3.91182.6%27.9%
40Δ4.20164.6%22.8%
45Δ4.50146.7%17.7%
50Δ4.80128.8%12.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
8.40
IV
151.2%
B/E move
85.7%
Puts
Pseudo strike
3.01
IV
236.4%
B/E move
43.1%

25Δ

Calls
Pseudo strike
7.54
IV
132.7%
B/E move
67.6%
Puts
Pseudo strike
3.31
IV
218.5%
B/E move
38.0%

30Δ

Calls
Pseudo strike
6.68
IV
114.2%
B/E move
49.5%
Puts
Pseudo strike
3.61
IV
200.5%
B/E move
32.9%

35Δ

Calls
Pseudo strike
5.82
IV
95.7%
B/E move
31.4%
Puts
Pseudo strike
3.91
IV
182.6%
B/E move
27.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
164.6%
B/E move
22.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
146.7%
B/E move
17.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.80
IV
128.8%
B/E move
12.7%

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations