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Sutro Biopharma, Inc. Common Stock STRO

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Market datapartial · fetched 2026-10-22T23:41:17.345Z

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 · 2026-10-22T21:13:50.074168622Z

FundamentalsAlpha Vantage · unavailable

Share price$10.40
1D-2.0%
AH$9.96$10.19$10.43$10.66$10.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTRO
Sold putSold callAH

Sutro Biopharma, Inc. Common Stock options

Live interpolated STRO call and put midpoint premiums by absolute delta.Sutro Biopharma, Inc. Common Stock$1.76$8.16$14.55$20.95$27.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESTRO PRICE$2.65$2.58$2.74$2.90$3.06$2.45$2.46$2.46$2.47$2.48$2.48$2.49$2.50$12.77$25.51
PutsExpensive1.53×
CallsExpensive2.05×
SkewBullish-23.75 pp
Implied move——
TiltBearish61.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ10.03235.5%27.1%
40Δ10.37215.8%23.9%
45Δ10.72196.1%20.6%
50Δ11.06176.4%17.4%
55Δ11.40156.7%14.2%
60Δ11.59260.5%36.8%11.75136.9%10.9%
65Δ9.91203.4%20.0%12.09117.2%7.7%
70Δ9.33186.1%16.1%12.4397.5%4.5%
75Δ8.76168.8%12.1%22.82150.4%3.3%
80Δ8.19151.5%8.1%35.63220.7%2.7%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.03
IV
235.5%
B/E move
27.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.37
IV
215.8%
B/E move
23.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.72
IV
196.1%
B/E move
20.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.06
IV
176.4%
B/E move
17.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.40
IV
156.7%
B/E move
14.2%

60Δ

Calls
Pseudo strike
11.59
IV
260.5%
B/E move
36.8%
Puts
Pseudo strike
11.75
IV
136.9%
B/E move
10.9%

65Δ

Calls
Pseudo strike
9.91
IV
203.4%
B/E move
20.0%
Puts
Pseudo strike
12.09
IV
117.2%
B/E move
7.7%

70Δ

Calls
Pseudo strike
9.33
IV
186.1%
B/E move
16.1%
Puts
Pseudo strike
12.43
IV
97.5%
B/E move
4.5%

75Δ

Calls
Pseudo strike
8.76
IV
168.8%
B/E move
12.1%
Puts
Pseudo strike
22.82
IV
150.4%
B/E move
3.3%

80Δ

Calls
Pseudo strike
8.19
IV
151.5%
B/E move
8.1%
Puts
Pseudo strike
35.63
IV
220.7%
B/E move
2.7%

Options history

No recorded observations