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Tectonic Therapeutic, Inc. Common Stock TECX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:44:05.534Z

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 · 2026-11-12T21:00:01.150024102Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:44:05.341182+00:00

Share price$21.04
1D-5.8%
AH$20.37$20.90$21.42$21.95$22.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTECX
Sold putSold callAH

Tectonic Therapeutic, Inc. Common Stock options

Live interpolated TECX call and put midpoint premiums by absolute delta.Tectonic Therapeutic, Inc. Common Stock$1.13$4.83$8.53$12.24$15.94$15.83$18.47$21.10$23.73$26.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive TECX spot · $21.04TECX PRICE$1.53$1.83$2.12$2.42$2.69$2.91$3.13$3.35$2.45$2.45$2.45$2.46$2.49$2.51$2.53$3.07$6.02$8.97$11.92$14.87
Puts——
Calls——
Skew——
Implied moveBearish±$4.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ16.79394.7%31.9%
30Δ18.24327.1%24.9%
35Δ19.44273.4%19.2%
40Δ20.31234.6%15.2%
45Δ22.38167.7%13.6%20.88208.6%12.6%
50Δ21.72167.8%11.9%21.46182.6%9.9%
55Δ21.06167.8%10.2%22.03156.7%7.3%
60Δ20.40167.8%8.5%23.05138.7%5.1%
65Δ19.81163.3%6.9%26.14157.7%4.4%
70Δ19.33152.1%5.7%29.22176.7%3.8%
75Δ18.84140.8%4.4%32.31195.7%3.1%
80Δ18.36129.5%3.2%35.39214.7%2.5%

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
16.79
IV
394.7%
B/E move
31.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.24
IV
327.1%
B/E move
24.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.44
IV
273.4%
B/E move
19.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.31
IV
234.6%
B/E move
15.2%

45Δ

Calls
Pseudo strike
22.38
IV
167.7%
B/E move
13.6%
Puts
Pseudo strike
20.88
IV
208.6%
B/E move
12.6%

50Δ

Calls
Pseudo strike
21.72
IV
167.8%
B/E move
11.9%
Puts
Pseudo strike
21.46
IV
182.6%
B/E move
9.9%

55Δ

Calls
Pseudo strike
21.06
IV
167.8%
B/E move
10.2%
Puts
Pseudo strike
22.03
IV
156.7%
B/E move
7.3%

60Δ

Calls
Pseudo strike
20.40
IV
167.8%
B/E move
8.5%
Puts
Pseudo strike
23.05
IV
138.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
19.81
IV
163.3%
B/E move
6.9%
Puts
Pseudo strike
26.14
IV
157.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
19.33
IV
152.1%
B/E move
5.7%
Puts
Pseudo strike
29.22
IV
176.7%
B/E move
3.8%

75Δ

Calls
Pseudo strike
18.84
IV
140.8%
B/E move
4.4%
Puts
Pseudo strike
32.31
IV
195.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
18.36
IV
129.5%
B/E move
3.2%
Puts
Pseudo strike
35.39
IV
214.7%
B/E move
2.5%

Options history

IV · four-Friday blend137.16%
Daily EOD
TECX129.8%139.6%149.5%2026-10-19: 132.52%2026-10-20: 134.73%2026-10-21: 131.16%2026-10-22: 133.39%2026-10-23: 140.27%2026-10-26: 139.85%2026-10-27: 148.12%2026-10-28: 144.71%2026-10-29: 139.68%2026-10-30: 137.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
132.52%
134.73%
131.16%
133.39%
140.27%
139.85%
148.12%
144.71%
139.68%
137.16%