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Kailera Therapeutics, Inc. Common Stock KLRA

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Market datapartial · fetched 2026-10-22T23:23:39.009Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:37:30.026554098Z

FundamentalsAlpha Vantage · unavailable

Share price$12.81
1D+0.9%
AH$12.52$12.73$12.94$13.15$13.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLRA
Sold putSold callAH

Kailera Therapeutics, Inc. Common Stock options

Live interpolated KLRA call and put midpoint premiums by absolute delta.Kailera Therapeutics, Inc. Common Stock$2.21$2.44$2.67$2.90$3.13$4.66$8.68$12.71$16.73$20.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KLRA spot · $12.81KLRA PRICE$2.26$2.35$2.41$2.44$2.57$2.73$2.90$3.06$2.24$2.27$2.35$2.43$2.48$2.50$2.52$2.54$2.56$2.58$2.59
PutsExpensive1.86×
CallsExpensive1.86×
SkewBearish+5.63 pp
Implied moveBearish±$4.87
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.82364.6%48.7%
25Δ10.22273.4%37.9%
30Δ11.13239.5%31.5%
35Δ12.04205.6%25.0%
40Δ12.68180.6%20.4%
45Δ19.29277.1%68.3%13.05164.7%17.7%
50Δ16.16236.3%44.5%13.41148.8%15.0%
55Δ14.27202.5%30.2%13.78133.0%12.2%
60Δ12.88170.2%19.6%14.15117.1%9.5%
65Δ12.10152.2%14.5%14.51101.2%6.8%
70Δ11.55139.6%11.5%14.8885.3%4.1%
75Δ11.01127.1%8.5%
80Δ10.46114.5%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
364.6%
B/E move
48.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.22
IV
273.4%
B/E move
37.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.13
IV
239.5%
B/E move
31.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.04
IV
205.6%
B/E move
25.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.68
IV
180.6%
B/E move
20.4%

45Δ

Calls
Pseudo strike
19.29
IV
277.1%
B/E move
68.3%
Puts
Pseudo strike
13.05
IV
164.7%
B/E move
17.7%

50Δ

Calls
Pseudo strike
16.16
IV
236.3%
B/E move
44.5%
Puts
Pseudo strike
13.41
IV
148.8%
B/E move
15.0%

55Δ

Calls
Pseudo strike
14.27
IV
202.5%
B/E move
30.2%
Puts
Pseudo strike
13.78
IV
133.0%
B/E move
12.2%

60Δ

Calls
Pseudo strike
12.88
IV
170.2%
B/E move
19.6%
Puts
Pseudo strike
14.15
IV
117.1%
B/E move
9.5%

65Δ

Calls
Pseudo strike
12.10
IV
152.2%
B/E move
14.5%
Puts
Pseudo strike
14.51
IV
101.2%
B/E move
6.8%

70Δ

Calls
Pseudo strike
11.55
IV
139.6%
B/E move
11.5%
Puts
Pseudo strike
14.88
IV
85.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
11.01
IV
127.1%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.46
IV
114.5%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations