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Strata Critical Medical, Inc. Class A Common Stock SRTA

i

Market dataready · fetched 2026-11-13T02:09:59.810Z

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 · 2026-11-12T23:31:25.304845741Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:09:58.886642+00:00

Share price$5.75
1D-2.9%
AH$5.74$5.80$5.85$5.91$5.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRTA
Sold putSold callAH

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$0.18$0.55$0.92$1.28$1.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICESRTA PRICE$0.22$0.29$0.36$0.42$0.49$0.56$0.63$0.69$0.76$0.83$0.89$0.96$1.54$0.34$0.36
Puts——
CallsExpensive2.08×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.30250.6%65.6%4.03364.5%35.7%
25Δ8.92242.7%60.1%4.68268.9%25.0%
30Δ8.53234.8%54.6%
35Δ8.15226.9%49.1%
40Δ7.76219.0%43.6%
45Δ7.38211.0%38.1%
50Δ7.00203.1%32.6%
55Δ6.61195.2%27.0%
60Δ6.23187.3%21.5%
65Δ5.84179.4%16.0%
70Δ5.46171.5%10.5%
75Δ5.08163.5%5.0%
80Δ4.42241.9%3.7%

20Δ

Calls
Pseudo strike
9.30
IV
250.6%
B/E move
65.6%
Puts
Pseudo strike
4.03
IV
364.5%
B/E move
35.7%

25Δ

Calls
Pseudo strike
8.92
IV
242.7%
B/E move
60.1%
Puts
Pseudo strike
4.68
IV
268.9%
B/E move
25.0%

30Δ

Calls
Pseudo strike
8.53
IV
234.8%
B/E move
54.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.15
IV
226.9%
B/E move
49.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.76
IV
219.0%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.38
IV
211.0%
B/E move
38.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.00
IV
203.1%
B/E move
32.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.61
IV
195.2%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.23
IV
187.3%
B/E move
21.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.84
IV
179.4%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.46
IV
171.5%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.08
IV
163.5%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.42
IV
241.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations