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Shattuck Labs Inc STTK

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:55:45.820Z

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 · 2026-10-22T20:34:58.128739487Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:55:44.771847+00:00

Share price$5.60
1D+0.7%
AH$5.43$5.50$5.56$5.62$5.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTTK
Sold putSold callAH

Shattuck Labs Inc options

Live interpolated STTK call and put midpoint premiums by absolute delta.Shattuck Labs Inc$1.88$2.04$2.20$2.36$2.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESTTK PRICE$1.90$2.00$2.18$2.00$2.05$2.09$2.13$2.17$2.20$2.24$2.28$2.32$2.36$2.39$2.43$2.47
PutsExpensive3.41×
CallsExpensive4.23×
SkewBullish-94.82 pp
Implied move——
TiltBearish65.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.46490.1%55.9%
25Δ5.02416.3%47.0%
30Δ5.27390.3%43.2%
35Δ5.52364.3%39.4%
40Δ5.78338.3%35.5%
45Δ6.03312.3%31.7%
50Δ6.28286.3%27.9%
55Δ6.53260.3%24.1%
60Δ8.55426.7%86.6%6.78234.3%20.3%
65Δ6.64375.4%54.3%7.03208.3%16.4%
70Δ5.48352.3%36.8%7.29182.3%12.6%
75Δ7.54156.3%8.8%
80Δ7.79130.3%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.46
IV
490.1%
B/E move
55.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.02
IV
416.3%
B/E move
47.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.27
IV
390.3%
B/E move
43.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.52
IV
364.3%
B/E move
39.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.78
IV
338.3%
B/E move
35.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.03
IV
312.3%
B/E move
31.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.28
IV
286.3%
B/E move
27.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.53
IV
260.3%
B/E move
24.1%

60Δ

Calls
Pseudo strike
8.55
IV
426.7%
B/E move
86.6%
Puts
Pseudo strike
6.78
IV
234.3%
B/E move
20.3%

65Δ

Calls
Pseudo strike
6.64
IV
375.4%
B/E move
54.3%
Puts
Pseudo strike
7.03
IV
208.3%
B/E move
16.4%

70Δ

Calls
Pseudo strike
5.48
IV
352.3%
B/E move
36.8%
Puts
Pseudo strike
7.29
IV
182.3%
B/E move
12.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.54
IV
156.3%
B/E move
8.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.79
IV
130.3%
B/E move
5.0%

Options history

No recorded observations