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Oruka Therapeutics, Inc. Common Stock ORKA

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Market datapartial · fetched 2026-10-22T22:06:16.416Z

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 · 2026-10-22T20:00:00.592365732Z

FundamentalsAlpha Vantage · unavailable

Share price$81.15
1D+2.0%
AH$79.38$79.96$80.54$81.12$81.705:30 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$1.96$6.03$10.10$14.18$18.25$61.21$71.32$81.43$91.54$101.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORKA spot · $81.15ORKA PRICE$2.40$2.41$2.71$3.25$3.97$4.70$5.58$6.47$7.54$8.78$10.06$11.72$13.38$2.45$2.86$3.43$4.24$5.07$6.02$7.11$8.20$9.81$11.44$13.09$14.74$17.08
PutsExpensive1.28×
CallsExpensive1.25×
SkewBullish-2.47 pp
Implied moveBearish±$12.70
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.85107.2%38.3%68.2886.2%18.9%
25Δ97.1278.9%22.6%72.0075.4%14.8%
30Δ92.0769.1%16.8%74.7770.7%12.1%
35Δ89.0065.9%13.7%76.8869.6%10.5%
40Δ86.9566.7%12.0%78.9368.8%9.0%
45Δ84.9067.5%10.4%80.9568.2%7.7%
50Δ82.9267.8%9.1%82.9367.9%6.6%
55Δ80.9568.2%7.7%84.9167.6%5.5%
60Δ78.9368.9%6.6%87.2068.4%4.6%
65Δ76.8669.9%5.5%89.5069.3%3.8%
70Δ74.7770.9%4.5%91.7968.2%3.0%
75Δ72.4071.5%3.7%94.0866.5%2.2%
80Δ70.0272.2%2.8%96.9765.8%1.5%

20Δ

Calls
Pseudo strike
109.85
IV
107.2%
B/E move
38.3%
Puts
Pseudo strike
68.28
IV
86.2%
B/E move
18.9%

25Δ

Calls
Pseudo strike
97.12
IV
78.9%
B/E move
22.6%
Puts
Pseudo strike
72.00
IV
75.4%
B/E move
14.8%

30Δ

Calls
Pseudo strike
92.07
IV
69.1%
B/E move
16.8%
Puts
Pseudo strike
74.77
IV
70.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
89.00
IV
65.9%
B/E move
13.7%
Puts
Pseudo strike
76.88
IV
69.6%
B/E move
10.5%

40Δ

Calls
Pseudo strike
86.95
IV
66.7%
B/E move
12.0%
Puts
Pseudo strike
78.93
IV
68.8%
B/E move
9.0%

45Δ

Calls
Pseudo strike
84.90
IV
67.5%
B/E move
10.4%
Puts
Pseudo strike
80.95
IV
68.2%
B/E move
7.7%

50Δ

Calls
Pseudo strike
82.92
IV
67.8%
B/E move
9.1%
Puts
Pseudo strike
82.93
IV
67.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
80.95
IV
68.2%
B/E move
7.7%
Puts
Pseudo strike
84.91
IV
67.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
78.93
IV
68.9%
B/E move
6.6%
Puts
Pseudo strike
87.20
IV
68.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
76.86
IV
69.9%
B/E move
5.5%
Puts
Pseudo strike
89.50
IV
69.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
74.77
IV
70.9%
B/E move
4.5%
Puts
Pseudo strike
91.79
IV
68.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
72.40
IV
71.5%
B/E move
3.7%
Puts
Pseudo strike
94.08
IV
66.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
70.02
IV
72.2%
B/E move
2.8%
Puts
Pseudo strike
96.97
IV
65.8%
B/E move
1.5%

Options history

No recorded observations