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Entrada Therapeutics, Inc. Common Stock TRDA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:48:08.127Z

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 · 2026-11-11T21:45:27.964041706Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:40:52.867456+00:00

Share price$5.36
1D+8.0%
AH$4.92$5.07$5.21$5.36$5.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRDA
Sold putSold callAH

Entrada Therapeutics, Inc. Common Stock options

Live interpolated TRDA call and put midpoint premiums by absolute delta.Entrada Therapeutics, Inc. Common Stock$2.40$2.86$3.32$3.78$4.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ 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 PRICETRDA PRICE$2.45$2.45$2.45$2.45$2.45$2.48$2.52$2.55$2.58$2.61$2.65$2.68$2.86$3.27$3.69$4.10
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.00799.6%52.4%
30Δ5.33741.2%46.9%
35Δ5.66682.9%41.4%
40Δ5.99624.5%35.9%
45Δ6.31566.1%30.4%
50Δ6.64507.7%24.8%
55Δ9.90799.0%130.4%6.97449.3%19.3%
60Δ8.60785.5%106.2%7.30391.0%13.8%
65Δ7.30772.0%82.0%7.70350.0%9.8%
70Δ6.00758.5%57.7%8.20336.7%8.1%
75Δ8.71323.3%6.4%
80Δ9.21310.0%4.7%

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
5.00
IV
799.6%
B/E move
52.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.33
IV
741.2%
B/E move
46.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.66
IV
682.9%
B/E move
41.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.99
IV
624.5%
B/E move
35.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.31
IV
566.1%
B/E move
30.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.64
IV
507.7%
B/E move
24.8%

55Δ

Calls
Pseudo strike
9.90
IV
799.0%
B/E move
130.4%
Puts
Pseudo strike
6.97
IV
449.3%
B/E move
19.3%

60Δ

Calls
Pseudo strike
8.60
IV
785.5%
B/E move
106.2%
Puts
Pseudo strike
7.30
IV
391.0%
B/E move
13.8%

65Δ

Calls
Pseudo strike
7.30
IV
772.0%
B/E move
82.0%
Puts
Pseudo strike
7.70
IV
350.0%
B/E move
9.8%

70Δ

Calls
Pseudo strike
6.00
IV
758.5%
B/E move
57.7%
Puts
Pseudo strike
8.20
IV
336.7%
B/E move
8.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.71
IV
323.3%
B/E move
6.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.21
IV
310.0%
B/E move
4.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations