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Profound Medical Corp. Common Stock PROF

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Market datapartial · fetched 2026-10-22T15:36:05.912Z

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 · 2026-10-22T15:35:40.229631981Z

FundamentalsAlpha Vantage · unavailable

Share price$5.85
1D+5.0%
$5.54$5.63$5.72$5.80$5.895:30 AM6:30 AM9:00 AM1:00 PMPROF
Sold putSold call

Profound Medical Corp. Common Stock options

Live interpolated PROF call and put midpoint premiums by absolute delta.Profound Medical Corp. Common Stock$0.17$0.63$1.09$1.55$2.01$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPROF PRICE$0.23$0.29$0.35$0.22$0.31$0.49$0.66$0.83$1.01$1.18$1.36$1.53$1.70$1.88
PutsFair1.02×
CallsExpensive1.19×
SkewBullish-39.99 pp
Implied move——
TiltBearish85.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.51154.4%66.6%4.66121.5%24.1%
25Δ8.67144.9%53.2%5.1688.4%17.1%
30Δ7.82135.4%39.7%5.4291.7%15.7%
35Δ5.6795.0%14.4%
40Δ5.9298.3%13.1%
45Δ6.17101.6%11.7%
50Δ6.42104.9%10.4%
55Δ6.68108.2%9.1%
60Δ6.93111.5%7.7%
65Δ7.18114.9%6.4%
70Δ7.43118.2%5.1%
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.51
IV
154.4%
B/E move
66.6%
Puts
Pseudo strike
4.66
IV
121.5%
B/E move
24.1%

25Δ

Calls
Pseudo strike
8.67
IV
144.9%
B/E move
53.2%
Puts
Pseudo strike
5.16
IV
88.4%
B/E move
17.1%

30Δ

Calls
Pseudo strike
7.82
IV
135.4%
B/E move
39.7%
Puts
Pseudo strike
5.42
IV
91.7%
B/E move
15.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
95.0%
B/E move
14.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.92
IV
98.3%
B/E move
13.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.17
IV
101.6%
B/E move
11.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.42
IV
104.9%
B/E move
10.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
108.2%
B/E move
9.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.93
IV
111.5%
B/E move
7.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.18
IV
114.9%
B/E move
6.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.43
IV
118.2%
B/E move
5.1%

75Δ

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

80Δ

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

Options history

No recorded observations