IntraAlpha
Create free account Start free

Profound Medical Corp. Common Stock PROF

i

Market datapartial · fetched 2026-10-23T23:08:49.904Z

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 · 2026-10-23T20:00:00.280005884Z

FundamentalsAlpha Vantage · unavailable

Share price$5.56
1D-2.6%
AH$5.53$5.58$5.64$5.69$5.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPROF
Sold putSold callAH

Profound Medical Corp. Common Stock options

Live interpolated PROF call and put midpoint premiums by absolute delta.Profound Medical Corp. Common Stock$0.12$0.66$1.19$1.72$2.26$3.51$4.69$5.87$7.05$8.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PROF spot · $5.56PROF PRICE$0.24$0.31$0.38$0.45$0.51$0.58$0.65$0.72$0.79$0.86$0.92$1.51$2.10$0.21$0.18$0.31$0.44$0.57$0.70$0.83$0.96$1.10$1.23$1.36$1.49$1.62
PutsCheap0.69×
CallsExpensive1.18×
SkewBullish-72.80 pp
Implied moveBearish±$1.48
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.72171.9%79.1%4.33139.4%25.9%
25Δ9.24165.0%71.8%5.0463.5%12.6%
30Δ8.77158.0%64.6%5.2263.9%11.7%
35Δ8.30151.1%57.4%5.4064.3%10.7%
40Δ7.83144.1%50.1%5.5964.7%9.8%
45Δ7.36137.2%42.9%5.7765.2%8.9%
50Δ6.89130.2%35.6%5.9565.6%8.0%
55Δ6.42123.3%28.4%6.1366.0%7.1%
60Δ5.95116.3%21.2%6.3166.4%6.2%
65Δ5.48109.4%13.9%6.4966.9%5.2%
70Δ5.01102.5%6.7%6.6867.3%4.3%
75Δ4.41156.0%6.5%6.8667.7%3.4%
80Δ3.81210.5%6.4%7.0468.1%2.5%

20Δ

Calls
Pseudo strike
9.72
IV
171.9%
B/E move
79.1%
Puts
Pseudo strike
4.33
IV
139.4%
B/E move
25.9%

25Δ

Calls
Pseudo strike
9.24
IV
165.0%
B/E move
71.8%
Puts
Pseudo strike
5.04
IV
63.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
8.77
IV
158.0%
B/E move
64.6%
Puts
Pseudo strike
5.22
IV
63.9%
B/E move
11.7%

35Δ

Calls
Pseudo strike
8.30
IV
151.1%
B/E move
57.4%
Puts
Pseudo strike
5.40
IV
64.3%
B/E move
10.7%

40Δ

Calls
Pseudo strike
7.83
IV
144.1%
B/E move
50.1%
Puts
Pseudo strike
5.59
IV
64.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
7.36
IV
137.2%
B/E move
42.9%
Puts
Pseudo strike
5.77
IV
65.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
6.89
IV
130.2%
B/E move
35.6%
Puts
Pseudo strike
5.95
IV
65.6%
B/E move
8.0%

55Δ

Calls
Pseudo strike
6.42
IV
123.3%
B/E move
28.4%
Puts
Pseudo strike
6.13
IV
66.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
5.95
IV
116.3%
B/E move
21.2%
Puts
Pseudo strike
6.31
IV
66.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
5.48
IV
109.4%
B/E move
13.9%
Puts
Pseudo strike
6.49
IV
66.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
5.01
IV
102.5%
B/E move
6.7%
Puts
Pseudo strike
6.68
IV
67.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
4.41
IV
156.0%
B/E move
6.5%
Puts
Pseudo strike
6.86
IV
67.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
3.81
IV
210.5%
B/E move
6.4%
Puts
Pseudo strike
7.04
IV
68.1%
B/E move
2.5%

Options history

No recorded observations