IntraAlpha
Create free account Start free

STAAR Surgical Company Common Stock STAA

i

Market datapartial · fetched 2026-10-22T21:04:05.181Z

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 · 2026-10-22T20:00:01.62087624Z

FundamentalsAlpha Vantage · unavailable

Share price$22.49
1D+3.5%
AH$21.66$21.93$22.20$22.47$22.745:30 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$0.38$2.13$3.88$5.62$7.37$16.78$19.58$22.38$25.18$27.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STAA spot · $22.49STAA PRICE$0.62$0.72$0.82$0.95$1.13$1.31$1.50$1.69$1.94$2.18$2.43$2.67$2.92$0.57$0.71$0.92$1.14$1.35$1.57$2.06$2.61$3.16$3.77$4.51$5.25$6.87
PutsExpensive1.42×
CallsExpensive1.20×
SkewBearish+3.55 pp
Implied moveBearish±$3.56
TiltBearish24.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.98105.1%40.5%19.1975.0%17.2%
25Δ28.8092.5%31.3%20.2166.4%13.3%
30Δ26.6379.8%22.1%20.7666.0%11.8%
35Δ24.8569.9%14.7%21.3165.6%10.3%
40Δ24.2468.5%12.8%21.8665.1%8.8%
45Δ23.6267.0%10.9%22.4164.7%7.3%
50Δ23.0165.5%9.0%23.0968.2%6.5%
55Δ22.4263.9%7.2%23.8072.4%5.8%
60Δ21.9562.0%6.2%24.5076.6%5.1%
65Δ21.4860.2%5.2%25.2779.9%4.4%
70Δ21.0058.3%4.2%26.2080.9%3.6%
75Δ20.5356.4%3.2%27.1381.8%2.7%
80Δ20.0654.5%2.2%28.9087.1%2.0%

20Δ

Calls
Pseudo strike
30.98
IV
105.1%
B/E move
40.5%
Puts
Pseudo strike
19.19
IV
75.0%
B/E move
17.2%

25Δ

Calls
Pseudo strike
28.80
IV
92.5%
B/E move
31.3%
Puts
Pseudo strike
20.21
IV
66.4%
B/E move
13.3%

30Δ

Calls
Pseudo strike
26.63
IV
79.8%
B/E move
22.1%
Puts
Pseudo strike
20.76
IV
66.0%
B/E move
11.8%

35Δ

Calls
Pseudo strike
24.85
IV
69.9%
B/E move
14.7%
Puts
Pseudo strike
21.31
IV
65.6%
B/E move
10.3%

40Δ

Calls
Pseudo strike
24.24
IV
68.5%
B/E move
12.8%
Puts
Pseudo strike
21.86
IV
65.1%
B/E move
8.8%

45Δ

Calls
Pseudo strike
23.62
IV
67.0%
B/E move
10.9%
Puts
Pseudo strike
22.41
IV
64.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
23.01
IV
65.5%
B/E move
9.0%
Puts
Pseudo strike
23.09
IV
68.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
22.42
IV
63.9%
B/E move
7.2%
Puts
Pseudo strike
23.80
IV
72.4%
B/E move
5.8%

60Δ

Calls
Pseudo strike
21.95
IV
62.0%
B/E move
6.2%
Puts
Pseudo strike
24.50
IV
76.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
21.48
IV
60.2%
B/E move
5.2%
Puts
Pseudo strike
25.27
IV
79.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
21.00
IV
58.3%
B/E move
4.2%
Puts
Pseudo strike
26.20
IV
80.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
20.53
IV
56.4%
B/E move
3.2%
Puts
Pseudo strike
27.13
IV
81.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
20.06
IV
54.5%
B/E move
2.2%
Puts
Pseudo strike
28.90
IV
87.1%
B/E move
2.0%

Options history

No recorded observations