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Tectonic Therapeutic, Inc. Common Stock TECX

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Market datapartial · fetched 2026-11-08T09:15:41.586Z

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 · 2026-11-06T22:53:20.042970641Z

FundamentalsAlpha Vantage · unavailable

Share price$22.34
1D+3.8%
AH$19.50$19.87$20.23$20.60$20.965:30 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$1.09$5.67$10.25$14.82$19.40$17.61$20.15$22.69$25.23$27.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TECX spot · $22.34TECX PRICE$1.58$1.87$2.17$2.45$2.46$2.47$2.47$2.48$2.49$2.45$2.46$2.49$2.69$2.99$3.44$4.34$5.58$8.14$11.94$18.08
Puts——
Calls——
Skew——
Implied moveBearish±$6.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.83371.7%40.1%
25Δ17.90297.8%30.9%
30Δ19.46250.6%24.0%
35Δ20.69223.4%19.4%
40Δ23.47116.6%12.1%21.73206.7%16.1%
45Δ23.14128.7%12.0%22.82196.5%13.2%
50Δ22.81140.8%11.8%24.04204.6%11.8%
55Δ22.49151.9%11.6%25.56217.5%10.6%
60Δ22.11137.2%10.0%28.26249.3%10.0%
65Δ21.74122.5%8.3%32.16293.0%9.5%
70Δ21.36107.8%6.7%38.47344.9%8.7%
75Δ20.9993.1%5.0%
80Δ20.6178.4%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.83
IV
371.7%
B/E move
40.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.90
IV
297.8%
B/E move
30.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.46
IV
250.6%
B/E move
24.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.69
IV
223.4%
B/E move
19.4%

40Δ

Calls
Pseudo strike
23.47
IV
116.6%
B/E move
12.1%
Puts
Pseudo strike
21.73
IV
206.7%
B/E move
16.1%

45Δ

Calls
Pseudo strike
23.14
IV
128.7%
B/E move
12.0%
Puts
Pseudo strike
22.82
IV
196.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
22.81
IV
140.8%
B/E move
11.8%
Puts
Pseudo strike
24.04
IV
204.6%
B/E move
11.8%

55Δ

Calls
Pseudo strike
22.49
IV
151.9%
B/E move
11.6%
Puts
Pseudo strike
25.56
IV
217.5%
B/E move
10.6%

60Δ

Calls
Pseudo strike
22.11
IV
137.2%
B/E move
10.0%
Puts
Pseudo strike
28.26
IV
249.3%
B/E move
10.0%

65Δ

Calls
Pseudo strike
21.74
IV
122.5%
B/E move
8.3%
Puts
Pseudo strike
32.16
IV
293.0%
B/E move
9.5%

70Δ

Calls
Pseudo strike
21.36
IV
107.8%
B/E move
6.7%
Puts
Pseudo strike
38.47
IV
344.9%
B/E move
8.7%

75Δ

Calls
Pseudo strike
20.99
IV
93.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.61
IV
78.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

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%