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Strata Critical Medical, Inc. SRTA

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-10-23T02:22:39.977Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T21:40:12.932284599Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:22:38.586413+00:00

Share price$4.50
1D-2.3%
AH$4.66$4.71$4.75$4.79$4.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRTA
Sold putSold callAH

Strata Critical Medical, Inc. options

Live interpolated SRTA call and put midpoint premiums by absolute delta.Strata Critical Medical, Inc.$0.13$0.59$1.06$1.52$1.99$1.71$3.02$4.32$5.62$6.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRTA spot · $4.50SRTA PRICE$0.18$0.22$0.27$0.31$0.36$0.43$0.64$0.84$1.04$1.24$1.45$1.65$1.85$0.42$0.45$0.47$0.50$0.53$0.56$0.59$0.62$0.65
PutsExpensive2.49×
CallsExpensive2.12×
SkewBearish+20.29 pp
Implied moveBullish±$1.23
TiltBullish37.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.24107.1%64.9%2.84190.7%46.1%
25Δ6.78101.8%55.6%3.09175.2%41.3%
30Δ6.3296.5%46.3%3.33159.7%36.5%
35Δ5.8591.3%37.0%3.57144.1%31.8%
40Δ5.3986.0%27.8%3.82128.6%27.0%
45Δ4.9583.1%19.7%4.06113.1%22.2%
50Δ4.6892.4%18.1%4.3197.6%17.5%
55Δ4.40101.7%16.4%4.5582.1%12.7%
60Δ4.12111.1%14.7%4.7966.5%7.9%
65Δ3.84120.4%13.1%
70Δ3.57129.7%11.4%
75Δ3.29139.0%9.7%
80Δ3.01148.3%8.1%

20Δ

Calls
Pseudo strike
7.24
IV
107.1%
B/E move
64.9%
Puts
Pseudo strike
2.84
IV
190.7%
B/E move
46.1%

25Δ

Calls
Pseudo strike
6.78
IV
101.8%
B/E move
55.6%
Puts
Pseudo strike
3.09
IV
175.2%
B/E move
41.3%

30Δ

Calls
Pseudo strike
6.32
IV
96.5%
B/E move
46.3%
Puts
Pseudo strike
3.33
IV
159.7%
B/E move
36.5%

35Δ

Calls
Pseudo strike
5.85
IV
91.3%
B/E move
37.0%
Puts
Pseudo strike
3.57
IV
144.1%
B/E move
31.8%

40Δ

Calls
Pseudo strike
5.39
IV
86.0%
B/E move
27.8%
Puts
Pseudo strike
3.82
IV
128.6%
B/E move
27.0%

45Δ

Calls
Pseudo strike
4.95
IV
83.1%
B/E move
19.7%
Puts
Pseudo strike
4.06
IV
113.1%
B/E move
22.2%

50Δ

Calls
Pseudo strike
4.68
IV
92.4%
B/E move
18.1%
Puts
Pseudo strike
4.31
IV
97.6%
B/E move
17.5%

55Δ

Calls
Pseudo strike
4.40
IV
101.7%
B/E move
16.4%
Puts
Pseudo strike
4.55
IV
82.1%
B/E move
12.7%

60Δ

Calls
Pseudo strike
4.12
IV
111.1%
B/E move
14.7%
Puts
Pseudo strike
4.79
IV
66.5%
B/E move
7.9%

65Δ

Calls
Pseudo strike
3.84
IV
120.4%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.57
IV
129.7%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.29
IV
139.0%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.01
IV
148.3%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations