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Kailera Therapeutics, Inc. Common Stock KLRA

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Market datapartial · fetched 2026-11-12T03:21:30.179Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:37:25.867843167Z

FundamentalsAlpha Vantage · unavailable

Share price$14.20
1D+1.6%
AH$13.96$14.13$14.29$14.46$14.635:30 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$0.99$1.56$2.14$2.72$3.30$8.65$11.48$14.30$17.13$19.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KLRA spot · $14.20KLRA PRICE$1.29$1.57$1.83$2.01$2.17$2.26$2.35$2.44$2.66$3.06$1.05$1.39$1.73$2.07$2.37$2.50$2.63$2.75$2.88$3.01$3.13
Puts——
Calls——
Skew——
Implied moveBearish±$4.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.7299.6%17.8%
35Δ18.48139.8%39.2%13.31101.5%16.0%
40Δ17.94150.8%37.4%13.91103.4%14.2%
45Δ17.26157.5%34.5%14.51105.4%12.4%
50Δ16.01146.0%26.9%15.05105.7%10.7%
55Δ14.87134.1%20.0%15.3798.5%9.3%
60Δ14.21121.0%16.0%15.6991.3%8.0%
65Δ13.56107.9%12.0%16.0084.1%6.7%
70Δ12.9094.8%8.0%16.3276.9%5.3%
75Δ12.2885.3%5.2%16.6469.7%4.0%
80Δ11.7381.5%4.1%16.9662.5%2.7%

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
12.72
IV
99.6%
B/E move
17.8%

35Δ

Calls
Pseudo strike
18.48
IV
139.8%
B/E move
39.2%
Puts
Pseudo strike
13.31
IV
101.5%
B/E move
16.0%

40Δ

Calls
Pseudo strike
17.94
IV
150.8%
B/E move
37.4%
Puts
Pseudo strike
13.91
IV
103.4%
B/E move
14.2%

45Δ

Calls
Pseudo strike
17.26
IV
157.5%
B/E move
34.5%
Puts
Pseudo strike
14.51
IV
105.4%
B/E move
12.4%

50Δ

Calls
Pseudo strike
16.01
IV
146.0%
B/E move
26.9%
Puts
Pseudo strike
15.05
IV
105.7%
B/E move
10.7%

55Δ

Calls
Pseudo strike
14.87
IV
134.1%
B/E move
20.0%
Puts
Pseudo strike
15.37
IV
98.5%
B/E move
9.3%

60Δ

Calls
Pseudo strike
14.21
IV
121.0%
B/E move
16.0%
Puts
Pseudo strike
15.69
IV
91.3%
B/E move
8.0%

65Δ

Calls
Pseudo strike
13.56
IV
107.9%
B/E move
12.0%
Puts
Pseudo strike
16.00
IV
84.1%
B/E move
6.7%

70Δ

Calls
Pseudo strike
12.90
IV
94.8%
B/E move
8.0%
Puts
Pseudo strike
16.32
IV
76.9%
B/E move
5.3%

75Δ

Calls
Pseudo strike
12.28
IV
85.3%
B/E move
5.2%
Puts
Pseudo strike
16.64
IV
69.7%
B/E move
4.0%

80Δ

Calls
Pseudo strike
11.73
IV
81.5%
B/E move
4.1%
Puts
Pseudo strike
16.96
IV
62.5%
B/E move
2.7%

Options history

IV · four-Friday blend117.21%
Daily EOD
KLRA100.1%113.0%125.9%2026-10-19: 101.87%2026-10-20: 121.04%2026-10-21: 120.32%2026-10-22: 118.83%2026-10-23: 121.49%2026-10-26: 124.08%2026-10-27: 117.08%2026-10-28: 121.68%2026-10-29: 119.91%2026-10-30: 117.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.87%
121.04%
120.32%
118.83%
121.49%
124.08%
117.08%
121.68%
119.91%
117.21%