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STAAR Surgical Company Common Stock STAA

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-12T01:43:15.711Z

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 · 2026-11-12T00:37:44.174643307Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:43:14.952916+00:00

Share price$26.50
1D+10.7%
AH$23.89$24.64$25.40$26.15$26.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTAA
Sold putSold callAH

STAAR Surgical Company Common Stock options

Live interpolated STAA call and put midpoint premiums by absolute delta.STAAR Surgical Company Common Stock$0.22$1.17$2.11$3.05$3.99$19.17$23.29$27.40$31.52$35.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STAA spot · $26.50STAA PRICE$0.48$0.57$0.71$0.89$1.08$1.26$1.44$1.62$1.80$2.02$2.48$0.33$0.41$0.69$1.01$1.33$1.64$1.96$2.27$2.56$2.85$3.14$3.43$3.72
PutsCheap0.61×
Calls——
Skew——
Implied moveBearish±$3.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2366.4%9.8%
25Δ24.9063.1%7.6%
30Δ28.2562.9%8.4%25.3668.7%6.9%
35Δ27.7060.7%6.7%25.7875.8%6.5%
40Δ27.2960.2%5.7%26.2082.9%6.1%
45Δ26.9560.6%5.1%26.6290.0%5.7%
50Δ26.6260.9%4.5%27.0497.1%5.3%
55Δ26.2961.3%3.9%27.46104.2%4.9%
60Δ25.9561.7%3.4%27.94100.9%4.2%
65Δ25.6262.0%2.8%28.4296.5%3.5%
70Δ25.2862.4%2.2%28.9092.0%2.8%
75Δ24.9262.5%1.6%29.3987.6%2.1%
80Δ24.3761.3%1.3%29.8783.2%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.23
IV
66.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.90
IV
63.1%
B/E move
7.6%

30Δ

Calls
Pseudo strike
28.25
IV
62.9%
B/E move
8.4%
Puts
Pseudo strike
25.36
IV
68.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
27.70
IV
60.7%
B/E move
6.7%
Puts
Pseudo strike
25.78
IV
75.8%
B/E move
6.5%

40Δ

Calls
Pseudo strike
27.29
IV
60.2%
B/E move
5.7%
Puts
Pseudo strike
26.20
IV
82.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
26.95
IV
60.6%
B/E move
5.1%
Puts
Pseudo strike
26.62
IV
90.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
26.62
IV
60.9%
B/E move
4.5%
Puts
Pseudo strike
27.04
IV
97.1%
B/E move
5.3%

55Δ

Calls
Pseudo strike
26.29
IV
61.3%
B/E move
3.9%
Puts
Pseudo strike
27.46
IV
104.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
25.95
IV
61.7%
B/E move
3.4%
Puts
Pseudo strike
27.94
IV
100.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
25.62
IV
62.0%
B/E move
2.8%
Puts
Pseudo strike
28.42
IV
96.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
25.28
IV
62.4%
B/E move
2.2%
Puts
Pseudo strike
28.90
IV
92.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
24.92
IV
62.5%
B/E move
1.6%
Puts
Pseudo strike
29.39
IV
87.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
24.37
IV
61.3%
B/E move
1.3%
Puts
Pseudo strike
29.87
IV
83.2%
B/E move
1.3%

Options history

IV · four-Friday blend64.25%
Daily EOD
STAA53.9%60.0%66.0%2026-10-19: 58.17%2026-10-20: 60.35%2026-10-21: 60.27%2026-10-22: 61.39%2026-10-23: 57.95%2026-10-26: 65.21%2026-10-27: 60.37%2026-10-28: 54.77%2026-10-29: 64.15%2026-10-30: 64.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.17%
60.35%
60.27%
61.39%
57.95%
65.21%
60.37%
54.77%
64.15%
64.25%