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Kura Oncology, Inc. Common Stock KURA

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Market datapartial · fetched 2026-10-22T22:06:20.760Z

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 · 2026-10-22T21:25:12.126291634Z

FundamentalsAlpha Vantage · unavailable

Share price$9.95
1D-0.5%
AH$9.72$9.79$9.86$9.93$10.005:30 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$0.17$0.97$1.78$2.59$3.40$6.12$8.13$10.14$12.16$14.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KURA spot · $9.95KURA PRICE$0.25$0.35$0.65$0.84$0.90$0.95$1.92$1.21$1.21$1.33$1.45$1.78$2.16$0.78$0.98$1.40$2.00$2.61$0.76$1.16$1.56$1.96$2.36$2.76$3.16
PutsExpensive1.45×
CallsExpensive1.76×
SkewBullish-13.82 pp
Implied moveBullish±$2.68
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6887.3%30.0%
25Δ12.3091.6%27.2%8.21147.7%25.3%
30Δ13.81151.0%45.4%8.75144.8%21.9%
35Δ13.81167.4%47.3%9.38152.6%19.8%
40Δ12.44144.1%34.0%10.09170.0%18.7%
45Δ11.07120.8%20.7%10.81187.4%17.6%
50Δ13.15255.5%51.5%10.2153.5%5.1%
55Δ10.35117.7%16.1%10.6659.8%4.6%
60Δ9.7095.1%9.7%11.1166.1%4.1%
65Δ9.3890.5%7.7%11.5672.4%3.6%
70Δ9.0686.0%5.6%12.0078.7%3.1%
75Δ8.6391.5%4.6%12.4585.0%2.6%
80Δ8.1799.4%3.8%12.9091.3%2.1%

20Δ

Calls
Pseudo strike
12.68
IV
87.3%
B/E move
30.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.30
IV
91.6%
B/E move
27.2%
Puts
Pseudo strike
8.21
IV
147.7%
B/E move
25.3%

30Δ

Calls
Pseudo strike
13.81
IV
151.0%
B/E move
45.4%
Puts
Pseudo strike
8.75
IV
144.8%
B/E move
21.9%

35Δ

Calls
Pseudo strike
13.81
IV
167.4%
B/E move
47.3%
Puts
Pseudo strike
9.38
IV
152.6%
B/E move
19.8%

40Δ

Calls
Pseudo strike
12.44
IV
144.1%
B/E move
34.0%
Puts
Pseudo strike
10.09
IV
170.0%
B/E move
18.7%

45Δ

Calls
Pseudo strike
11.07
IV
120.8%
B/E move
20.7%
Puts
Pseudo strike
10.81
IV
187.4%
B/E move
17.6%

50Δ

Calls
Pseudo strike
13.15
IV
255.5%
B/E move
51.5%
Puts
Pseudo strike
10.21
IV
53.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
10.35
IV
117.7%
B/E move
16.1%
Puts
Pseudo strike
10.66
IV
59.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
9.70
IV
95.1%
B/E move
9.7%
Puts
Pseudo strike
11.11
IV
66.1%
B/E move
4.1%

65Δ

Calls
Pseudo strike
9.38
IV
90.5%
B/E move
7.7%
Puts
Pseudo strike
11.56
IV
72.4%
B/E move
3.6%

70Δ

Calls
Pseudo strike
9.06
IV
86.0%
B/E move
5.6%
Puts
Pseudo strike
12.00
IV
78.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.63
IV
91.5%
B/E move
4.6%
Puts
Pseudo strike
12.45
IV
85.0%
B/E move
2.6%

80Δ

Calls
Pseudo strike
8.17
IV
99.4%
B/E move
3.8%
Puts
Pseudo strike
12.90
IV
91.3%
B/E move
2.1%

Options history

No recorded observations