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Profound Medical Corp. Common Stock PROF

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Market datapartial · fetched 2026-10-23T17:42:32.158Z

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 · 2026-10-23T17:37:21.592016382Z

FundamentalsAlpha Vantage · unavailable

Share price$5.56
1D-2.6%
$5.55$5.60$5.65$5.69$5.745:30 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$0.18$0.73$1.28$1.83$2.38$3.49$4.71$5.93$7.15$8.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PROF spot · $5.56PROF PRICE$0.24$0.30$0.36$0.45$0.53$0.62$0.70$0.79$0.87$0.96$1.14$1.68$2.22$0.30$0.43$0.57$0.70$0.83$0.96$1.09$1.22$1.35$1.49$1.62
PutsCheap0.66×
CallsExpensive1.24×
SkewBullish-82.47 pp
Implied moveBearish±$1.53
TiltBalanced1.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.46170.0%74.4%
25Δ8.56161.0%59.3%
30Δ7.66152.1%44.3%5.1868.6%12.3%
35Δ7.23147.3%38.0%5.3768.6%11.3%
40Δ6.90143.4%33.7%5.5568.7%10.3%
45Δ6.57139.5%29.3%5.7468.7%9.4%
50Δ6.24135.6%24.9%5.9268.8%8.4%
55Δ5.91131.7%20.5%6.1168.8%7.5%
60Δ5.59127.8%16.2%6.2968.9%6.5%
65Δ5.26123.9%11.8%6.4868.9%5.5%
70Δ4.88131.1%8.3%6.6669.0%4.6%
75Δ4.31178.2%7.7%6.8569.0%3.6%
80Δ3.74225.3%7.2%7.0369.1%2.6%

20Δ

Calls
Pseudo strike
9.46
IV
170.0%
B/E move
74.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.56
IV
161.0%
B/E move
59.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.66
IV
152.1%
B/E move
44.3%
Puts
Pseudo strike
5.18
IV
68.6%
B/E move
12.3%

35Δ

Calls
Pseudo strike
7.23
IV
147.3%
B/E move
38.0%
Puts
Pseudo strike
5.37
IV
68.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
6.90
IV
143.4%
B/E move
33.7%
Puts
Pseudo strike
5.55
IV
68.7%
B/E move
10.3%

45Δ

Calls
Pseudo strike
6.57
IV
139.5%
B/E move
29.3%
Puts
Pseudo strike
5.74
IV
68.7%
B/E move
9.4%

50Δ

Calls
Pseudo strike
6.24
IV
135.6%
B/E move
24.9%
Puts
Pseudo strike
5.92
IV
68.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
5.91
IV
131.7%
B/E move
20.5%
Puts
Pseudo strike
6.11
IV
68.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
5.59
IV
127.8%
B/E move
16.2%
Puts
Pseudo strike
6.29
IV
68.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
5.26
IV
123.9%
B/E move
11.8%
Puts
Pseudo strike
6.48
IV
68.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
4.88
IV
131.1%
B/E move
8.3%
Puts
Pseudo strike
6.66
IV
69.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
4.31
IV
178.2%
B/E move
7.7%
Puts
Pseudo strike
6.85
IV
69.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
3.74
IV
225.3%
B/E move
7.2%
Puts
Pseudo strike
7.03
IV
69.1%
B/E move
2.6%

Options history

No recorded observations