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Shattuck Labs, Inc. Common Stock STTK

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Market datapartial · fetched 2026-10-23T15:46:17.879Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T15:44:40.363345993Z

FundamentalsAlpha Vantage · unavailable

Share price$5.44
1D-1.4%
$5.34$5.41$5.47$5.53$5.605:30 AM6:30 AM9:00 AM1:00 PMSTTK
Sold putSold call

Shattuck Labs, Inc. Common Stock options

Live interpolated STTK call and put midpoint premiums by absolute delta.Shattuck Labs, Inc. Common Stock$1.60$2.79$3.97$5.16$6.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESTTK PRICE$1.74$1.81$1.73$1.92$2.11$2.31$1.94$2.09$2.23$2.36$2.41$2.46$2.51$2.62$2.74$2.85$3.47$4.56$6.00
PutsExpensive1.39×
CallsExpensive1.49×
SkewBullish-19.83 pp
Implied move——
TiltBearish53.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.37220.3%55.3%
25Δ4.94196.9%47.5%
30Δ5.51173.5%39.6%
35Δ6.05151.3%32.2%
40Δ6.37137.2%27.0%
45Δ6.70123.0%21.9%
50Δ7.03109.5%16.9%
55Δ12.00214.9%152.7%7.31101.6%13.8%
60Δ8.43184.7%88.3%7.5993.7%10.7%
65Δ5.78131.6%38.1%7.8785.7%7.7%
70Δ5.23125.1%31.4%8.6285.6%5.3%
75Δ4.67118.6%24.8%9.7992.3%3.7%
80Δ4.12112.1%18.2%11.3593.9%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
220.3%
B/E move
55.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.94
IV
196.9%
B/E move
47.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.51
IV
173.5%
B/E move
39.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.05
IV
151.3%
B/E move
32.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.37
IV
137.2%
B/E move
27.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.70
IV
123.0%
B/E move
21.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.03
IV
109.5%
B/E move
16.9%

55Δ

Calls
Pseudo strike
12.00
IV
214.9%
B/E move
152.7%
Puts
Pseudo strike
7.31
IV
101.6%
B/E move
13.8%

60Δ

Calls
Pseudo strike
8.43
IV
184.7%
B/E move
88.3%
Puts
Pseudo strike
7.59
IV
93.7%
B/E move
10.7%

65Δ

Calls
Pseudo strike
5.78
IV
131.6%
B/E move
38.1%
Puts
Pseudo strike
7.87
IV
85.7%
B/E move
7.7%

70Δ

Calls
Pseudo strike
5.23
IV
125.1%
B/E move
31.4%
Puts
Pseudo strike
8.62
IV
85.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
4.67
IV
118.6%
B/E move
24.8%
Puts
Pseudo strike
9.79
IV
92.3%
B/E move
3.7%

80Δ

Calls
Pseudo strike
4.12
IV
112.1%
B/E move
18.2%
Puts
Pseudo strike
11.35
IV
93.9%
B/E move
1.7%

Options history

No recorded observations