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Oruka Therapeutics, Inc. Common Stock ORKA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:33:25.391Z

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 · 2026-11-11T22:04:54.118100595Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:33:24.902541+00:00

Share price$106.02
1D-4.1%
AH$106$107$109$110$1125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORKA
Sold putSold callAH

Oruka Therapeutics, Inc. Common Stock options

Live interpolated ORKA call and put midpoint premiums by absolute delta.Oruka Therapeutics, Inc. Common Stock$1.14$5.20$9.25$13.31$17.36$91.34$99.66$107.99$116.31$124.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORKA spot · $106.02ORKA PRICE$1.58$2.09$2.59$3.31$4.04$4.71$5.31$5.90$7.39$9.07$10.92$12.96$16.20$1.97$2.32$2.62$3.11$3.59$4.12$4.79$5.46$6.13$6.92$7.82$8.73$9.63
PutsFair1.02×
CallsExpensive1.15×
SkewBullish-23.94 pp
Implied moveBullish±$10.09
TiltBullish12.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.8290.2%15.4%94.3897.2%12.8%
25Δ118.0089.5%13.3%97.3488.6%10.4%
30Δ115.1887.7%11.1%100.2677.5%7.9%
35Δ113.1689.3%9.9%101.9674.2%6.8%
40Δ111.1991.0%8.7%103.6670.9%5.6%
45Δ109.2390.5%7.5%105.2968.0%4.6%
50Δ107.2886.6%6.2%106.6466.5%3.9%
55Δ105.3382.8%4.9%108.0064.9%3.3%
60Δ103.2488.4%4.3%109.3663.4%2.6%
65Δ101.1295.9%3.9%110.7161.7%2.1%
70Δ98.73102.0%3.4%112.0559.8%1.7%
75Δ96.04106.5%2.8%113.4057.9%1.3%
80Δ92.28117.4%2.3%114.7456.0%0.9%

20Δ

Calls
Pseudo strike
120.82
IV
90.2%
B/E move
15.4%
Puts
Pseudo strike
94.38
IV
97.2%
B/E move
12.8%

25Δ

Calls
Pseudo strike
118.00
IV
89.5%
B/E move
13.3%
Puts
Pseudo strike
97.34
IV
88.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
115.18
IV
87.7%
B/E move
11.1%
Puts
Pseudo strike
100.26
IV
77.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
113.16
IV
89.3%
B/E move
9.9%
Puts
Pseudo strike
101.96
IV
74.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
111.19
IV
91.0%
B/E move
8.7%
Puts
Pseudo strike
103.66
IV
70.9%
B/E move
5.6%

45Δ

Calls
Pseudo strike
109.23
IV
90.5%
B/E move
7.5%
Puts
Pseudo strike
105.29
IV
68.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
107.28
IV
86.6%
B/E move
6.2%
Puts
Pseudo strike
106.64
IV
66.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
105.33
IV
82.8%
B/E move
4.9%
Puts
Pseudo strike
108.00
IV
64.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
103.24
IV
88.4%
B/E move
4.3%
Puts
Pseudo strike
109.36
IV
63.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
101.12
IV
95.9%
B/E move
3.9%
Puts
Pseudo strike
110.71
IV
61.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
98.73
IV
102.0%
B/E move
3.4%
Puts
Pseudo strike
112.05
IV
59.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
96.04
IV
106.5%
B/E move
2.8%
Puts
Pseudo strike
113.40
IV
57.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
92.28
IV
117.4%
B/E move
2.3%
Puts
Pseudo strike
114.74
IV
56.0%
B/E move
0.9%

Options history

IV · four-Friday blend58.21%
Daily EOD
ORKA55.5%63.4%71.3%2026-10-19: 67.45%2026-10-20: 69.12%2026-10-21: 66.42%2026-10-22: 69.11%2026-10-23: 70.23%2026-10-26: 58.82%2026-10-27: 57.78%2026-10-28: 56.56%2026-10-29: 57.11%2026-10-30: 58.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.45%
69.12%
66.42%
69.11%
70.23%
58.82%
57.78%
56.56%
57.11%
58.21%