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Monte Rosa Therapeutics, Inc. Common Stock GLUE

i

Market datapartial · fetched 2026-11-06T17:35:54.846Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceGLUE
1D
Price history unavailable.

Monte Rosa Therapeutics, Inc. Common Stock options

Live interpolated GLUE call and put midpoint premiums by absolute delta.Monte Rosa Therapeutics, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGLUE PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend164.10%
Daily close
GLUE104.4%175.3%246.2%2026-08-12: 172.23%2026-08-13: 145.41%2026-08-17: 185.46%2026-08-18: 153.56%2026-08-19: 221.37%2026-08-20: 233.76%2026-08-21: 144.75%2026-08-24: 118.76%2026-08-25: 123.09%2026-08-26: 114.19%2026-08-27: 120.49%2026-08-28: 126.59%2026-08-31: 126.34%2026-09-01: 124.16%2026-09-02: 127.06%2026-09-03: 124.65%2026-09-04: 126.10%2026-09-08: 135.42%2026-09-10: 140.30%2026-09-11: 175.00%2026-09-14: 159.74%2026-09-16: 229.31%2026-09-17: 226.51%2026-09-18: 136.89%2026-09-21: 137.38%2026-09-22: 136.93%2026-09-23: 148.62%2026-09-24: 129.11%2026-09-25: 124.21%2026-09-28: 133.13%2026-09-29: 131.79%2026-09-30: 135.31%2026-10-12: 236.43%2026-10-15: 221.83%2026-10-16: 167.72%2026-10-19: 145.01%2026-10-20: 125.45%2026-10-21: 148.76%2026-10-22: 154.06%2026-10-23: 161.18%2026-10-27: 158.06%2026-10-28: 164.10%Aug 12Sep 14Oct 28
42 observations2026-08-12 — 2026-10-28
Table
DateIV (%)
172.23%
145.41%
185.46%
153.56%
221.37%
233.76%
144.75%
118.76%
123.09%
114.19%
120.49%
126.59%
126.34%
124.16%
127.06%
124.65%
126.10%
135.42%
140.30%
175.00%
159.74%
229.31%
226.51%
136.89%
137.38%
136.93%
148.62%
129.11%
124.21%
133.13%
131.79%
135.31%
236.43%
221.83%
167.72%
145.01%
125.45%
148.76%
154.06%
161.18%
158.06%
164.10%