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Starling Oncology, Inc. Common Stock STLN

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-05T17:29:45.278Z

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 · 2026-11-05T17:29:07.723313464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-05T17:29:42.438374+00:00

Share price$6.66
1D-3.9%
$6.62$6.72$6.82$6.92$7.025:30 AM6:30 AM9:00 AM1:00 PMSTLN
Sold putSold call

Starling Oncology, Inc. Common Stock options

Live interpolated STLN call and put midpoint premiums by absolute delta.Starling Oncology, Inc. Common Stock$0.12$0.45$0.78$1.11$1.44$5.42$6.03$6.64$7.25$7.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive STLN spot · $6.66STLN PRICE$0.23$0.28$0.32$0.39$0.48$0.58$0.67$0.77$0.87$1.04$1.34$0.16$0.20$0.25$0.31$0.36$0.41$0.46$0.52$0.57$0.77$0.99$1.20
Puts——
Calls——
Skew——
Implied moveBalanced±$0.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.7294.2%16.5%
25Δ6.0090.0%13.0%
30Δ7.66100.5%18.5%6.1487.3%11.6%
35Δ7.4196.6%15.4%6.2884.5%10.3%
40Δ7.1692.7%12.3%6.4281.8%9.0%
45Δ6.9491.0%10.0%6.5679.0%7.6%
50Δ6.7793.1%8.9%6.7076.3%6.3%
55Δ6.6095.1%7.8%6.8573.5%5.0%
60Δ6.4497.2%6.8%6.9970.8%3.7%
65Δ6.2799.3%5.7%7.2275.5%3.1%
70Δ6.10101.4%4.6%7.4781.1%2.6%
75Δ5.87107.5%3.7%7.7286.7%2.2%
80Δ5.52120.0%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
94.2%
B/E move
16.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.00
IV
90.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
7.66
IV
100.5%
B/E move
18.5%
Puts
Pseudo strike
6.14
IV
87.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
7.41
IV
96.6%
B/E move
15.4%
Puts
Pseudo strike
6.28
IV
84.5%
B/E move
10.3%

40Δ

Calls
Pseudo strike
7.16
IV
92.7%
B/E move
12.3%
Puts
Pseudo strike
6.42
IV
81.8%
B/E move
9.0%

45Δ

Calls
Pseudo strike
6.94
IV
91.0%
B/E move
10.0%
Puts
Pseudo strike
6.56
IV
79.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
6.77
IV
93.1%
B/E move
8.9%
Puts
Pseudo strike
6.70
IV
76.3%
B/E move
6.3%

55Δ

Calls
Pseudo strike
6.60
IV
95.1%
B/E move
7.8%
Puts
Pseudo strike
6.85
IV
73.5%
B/E move
5.0%

60Δ

Calls
Pseudo strike
6.44
IV
97.2%
B/E move
6.8%
Puts
Pseudo strike
6.99
IV
70.8%
B/E move
3.7%

65Δ

Calls
Pseudo strike
6.27
IV
99.3%
B/E move
5.7%
Puts
Pseudo strike
7.22
IV
75.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
6.10
IV
101.4%
B/E move
4.6%
Puts
Pseudo strike
7.47
IV
81.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
5.87
IV
107.5%
B/E move
3.7%
Puts
Pseudo strike
7.72
IV
86.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
5.52
IV
120.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.38%
Daily EOD
STLN84.8%97.2%109.7%2026-10-19: 93.58%2026-10-20: 86.49%2026-10-21: 103.84%2026-10-22: 107.96%2026-10-23: 96.92%2026-10-26: 90.34%2026-10-27: 90.91%2026-10-28: 107.57%2026-10-29: 100.78%2026-10-30: 97.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
93.58%
86.49%
103.84%
107.96%
96.92%
90.34%
90.91%
107.57%
100.78%
97.38%