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Monte Rosa Therapeutics, Inc. Common Stock GLUE

i

Market dataready · fetched 2026-11-06T20:51:44.399Z

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 · 2026-11-06T20:51:39.465300815Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:51:43.796743+00:00

Share price$10.50
1D+2.1%
$9.87$10.08$10.30$10.51$10.725:30 AM6:30 AM9:00 AM1:00 PMGLUE
Sold putSold call

Monte Rosa Therapeutics, Inc. Common Stock options

Live interpolated GLUE call and put midpoint premiums by absolute delta.Monte Rosa Therapeutics, Inc. Common Stock$0.10$1.29$2.48$3.67$4.86$6.51$8.42$10.33$12.23$14.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ 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 PRICELive GLUE spot · $10.50GLUE PRICE$0.84$0.95$1.05$0.23$0.29$0.35$0.47$0.92$1.37$1.82$2.27$2.72$3.17$3.62$4.07$4.52
PutsCheap0.71×
Calls——
Skew——
Implied moveBearish±$2.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8686.6%17.8%
25Δ9.2683.6%14.6%
30Δ9.6680.6%11.3%
35Δ10.0879.4%8.5%
40Δ10.5988.4%7.8%
45Δ11.1197.3%7.2%
50Δ10.91110.2%12.0%11.63106.3%6.6%
55Δ10.58108.5%9.7%12.15115.3%5.9%
60Δ10.24106.8%7.5%12.66124.3%5.3%
65Δ13.18133.3%4.6%
70Δ13.70142.2%4.0%
75Δ14.22151.2%3.4%
80Δ14.73160.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.86
IV
86.6%
B/E move
17.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.26
IV
83.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.66
IV
80.6%
B/E move
11.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.08
IV
79.4%
B/E move
8.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.59
IV
88.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.11
IV
97.3%
B/E move
7.2%

50Δ

Calls
Pseudo strike
10.91
IV
110.2%
B/E move
12.0%
Puts
Pseudo strike
11.63
IV
106.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
10.58
IV
108.5%
B/E move
9.7%
Puts
Pseudo strike
12.15
IV
115.3%
B/E move
5.9%

60Δ

Calls
Pseudo strike
10.24
IV
106.8%
B/E move
7.5%
Puts
Pseudo strike
12.66
IV
124.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.18
IV
133.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.70
IV
142.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.22
IV
151.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.73
IV
160.2%
B/E move
2.7%

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%