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Sutro Biopharma, Inc. Common Stock STRO

i

Market dataready · fetched 2026-11-12T00:46:46.290Z

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 · 2026-11-11T21:00:02.204468415Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:46:45.704254+00:00

Share price$10.26
1D-1.1%
AH$9.91$10.03$10.16$10.28$10.405:30 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$0.69$1.26$1.83$2.40$2.96$4.88$6.93$8.99$11.04$13.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STRO spot · $10.26STRO PRICE$0.75$0.99$1.23$1.47$1.71$1.95$2.19$2.42$2.48$0.84$1.36$1.87$2.38$2.46$2.46$2.47$2.47$2.48$2.49$2.49$2.50$2.80
PutsExpensive2.66×
Calls——
Skew——
Implied moveBearish±$4.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.73600.2%275.0%8.07283.1%29.6%
25Δ34.18586.6%242.8%8.68326.1%28.6%
30Δ30.63572.9%210.5%9.30369.1%27.6%
35Δ27.08559.3%178.3%9.91412.2%26.6%
40Δ23.53545.7%146.0%10.26390.0%24.0%
45Δ19.98532.0%113.7%10.56357.2%21.1%
50Δ16.43518.4%81.5%10.86324.4%18.2%
55Δ12.88504.7%49.2%11.16291.6%15.4%
60Δ11.08431.9%32.1%11.45258.8%12.5%
65Δ11.75226.0%9.7%
70Δ12.05193.2%6.8%
75Δ12.35160.4%3.9%
80Δ12.83142.0%2.2%

20Δ

Calls
Pseudo strike
37.73
IV
600.2%
B/E move
275.0%
Puts
Pseudo strike
8.07
IV
283.1%
B/E move
29.6%

25Δ

Calls
Pseudo strike
34.18
IV
586.6%
B/E move
242.8%
Puts
Pseudo strike
8.68
IV
326.1%
B/E move
28.6%

30Δ

Calls
Pseudo strike
30.63
IV
572.9%
B/E move
210.5%
Puts
Pseudo strike
9.30
IV
369.1%
B/E move
27.6%

35Δ

Calls
Pseudo strike
27.08
IV
559.3%
B/E move
178.3%
Puts
Pseudo strike
9.91
IV
412.2%
B/E move
26.6%

40Δ

Calls
Pseudo strike
23.53
IV
545.7%
B/E move
146.0%
Puts
Pseudo strike
10.26
IV
390.0%
B/E move
24.0%

45Δ

Calls
Pseudo strike
19.98
IV
532.0%
B/E move
113.7%
Puts
Pseudo strike
10.56
IV
357.2%
B/E move
21.1%

50Δ

Calls
Pseudo strike
16.43
IV
518.4%
B/E move
81.5%
Puts
Pseudo strike
10.86
IV
324.4%
B/E move
18.2%

55Δ

Calls
Pseudo strike
12.88
IV
504.7%
B/E move
49.2%
Puts
Pseudo strike
11.16
IV
291.6%
B/E move
15.4%

60Δ

Calls
Pseudo strike
11.08
IV
431.9%
B/E move
32.1%
Puts
Pseudo strike
11.45
IV
258.8%
B/E move
12.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.75
IV
226.0%
B/E move
9.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.05
IV
193.2%
B/E move
6.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.35
IV
160.4%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.83
IV
142.0%
B/E move
2.2%

Options history

IV · four-Friday blend228.83%
Daily EOD
STRO138.2%186.9%235.5%2026-10-19: 154.86%2026-10-20: 144.88%2026-10-22: 175.57%2026-10-23: 190.07%2026-10-26: 224.23%2026-10-27: 226.52%2026-10-28: 219.88%2026-10-30: 228.83%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
154.86%
144.88%
175.57%
190.07%
224.23%
226.52%
219.88%
228.83%