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Kura Oncology, Inc. Common Stock KURA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:43:16.025Z

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 · 2026-11-12T00:56:56.392135334Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:43:15.551811+00:00

Share price$7.74
1D-6.3%
AH$7.63$7.85$8.07$8.29$8.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKURA
Sold putSold callAH

Kura Oncology, Inc. Common Stock options

Live interpolated KURA call and put midpoint premiums by absolute delta.Kura Oncology, Inc. Common Stock$0.14$0.80$1.46$2.12$2.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKURA PRICE$2.59$0.21$0.27$0.33$0.39$0.45$0.51$0.57
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.61102.6%17.3%
25Δ6.81102.4%15.5%
30Δ7.01102.2%13.7%
35Δ7.21102.0%11.9%
40Δ7.41101.8%10.1%
45Δ7.61101.6%8.3%
50Δ7.81101.4%6.5%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ5.83334.0%8.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.61
IV
102.6%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.81
IV
102.4%
B/E move
15.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.01
IV
102.2%
B/E move
13.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
102.0%
B/E move
11.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.41
IV
101.8%
B/E move
10.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.61
IV
101.6%
B/E move
8.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.81
IV
101.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.83
IV
334.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend171.11%
Daily EOD
KURA124.4%151.5%178.5%2026-10-19: 165.14%2026-10-20: 139.44%2026-10-21: 168.85%2026-10-22: 157.34%2026-10-23: 174.78%2026-10-26: 165.75%2026-10-27: 169.81%2026-10-28: 149.85%2026-10-29: 128.12%2026-10-30: 171.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
165.14%
139.44%
168.85%
157.34%
174.78%
165.75%
169.81%
149.85%
128.12%
171.11%