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Shattuck Labs, Inc. Common Stock STTK

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Market datapartial · fetched 2026-11-13T02:09:25.734Z

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 · 2026-11-12T22:08:40.420919197Z

FundamentalsAlpha Vantage · unavailable

Share price$4.60
1D-2.5%
AH$4.69$4.76$4.83$4.90$4.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTTK
Sold putSold callAH

Shattuck Labs, Inc. Common Stock options

Live interpolated STTK call and put midpoint premiums by absolute delta.Shattuck Labs, Inc. Common Stock$1.25$1.48$1.70$1.93$2.15$3.42$3.96$4.49$5.03$5.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STTK spot · $4.60STTK PRICE$1.27$1.27$1.27$1.32$1.45$1.63$1.85$2.09$1.27$1.27$1.31$1.37$1.43$1.51$1.61$1.71$1.81
Puts——
Calls——
Skew——
Implied moveBearish±$2.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.30753.8%56.0%
25Δ3.82674.0%44.8%
30Δ4.21604.4%36.9%
35Δ4.55540.4%31.0%
40Δ4.88476.4%25.0%
45Δ10.55800.0%157.1%5.16433.7%20.8%
50Δ9.10800.0%125.6%5.40403.4%17.6%
55Δ6.90707.6%77.8%5.65373.0%14.4%
60Δ5.45600.2%47.2%5.90342.7%11.1%
65Δ4.72567.6%34.1%
70Δ4.21567.5%26.8%
75Δ3.71572.7%20.8%
80Δ3.22581.6%15.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.30
IV
753.8%
B/E move
56.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
674.0%
B/E move
44.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.21
IV
604.4%
B/E move
36.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
540.4%
B/E move
31.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.88
IV
476.4%
B/E move
25.0%

45Δ

Calls
Pseudo strike
10.55
IV
800.0%
B/E move
157.1%
Puts
Pseudo strike
5.16
IV
433.7%
B/E move
20.8%

50Δ

Calls
Pseudo strike
9.10
IV
800.0%
B/E move
125.6%
Puts
Pseudo strike
5.40
IV
403.4%
B/E move
17.6%

55Δ

Calls
Pseudo strike
6.90
IV
707.6%
B/E move
77.8%
Puts
Pseudo strike
5.65
IV
373.0%
B/E move
14.4%

60Δ

Calls
Pseudo strike
5.45
IV
600.2%
B/E move
47.2%
Puts
Pseudo strike
5.90
IV
342.7%
B/E move
11.1%

65Δ

Calls
Pseudo strike
4.72
IV
567.6%
B/E move
34.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.21
IV
567.5%
B/E move
26.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.71
IV
572.7%
B/E move
20.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.22
IV
581.6%
B/E move
15.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations