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ProKidney Corp. PROK

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T17:19:33.463Z

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 · 2026-10-23T23:14:37.986074323Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:19:33.073822+00:00

Share price$1.41
1D+0.6%
AH$1.37$1.38$1.39$1.40$1.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPROK
Sold putSold callAH

ProKidney Corp. options

Live interpolated PROK call and put midpoint premiums by absolute delta.ProKidney Corp.$0.08$0.73$1.38$2.03$2.68$-0.08$0.76$1.59$2.42$3.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PROK spot · $1.41PROK PRICE$0.15$0.25$0.33$0.42$0.50$0.50$0.50$0.51$0.53$0.55$0.50$0.50$0.50$0.50$0.52$0.55$0.59$0.62$0.65$0.68$1.31$2.49$2.22
PutsExpensive3.46×
CallsExpensive5.11×
SkewBullish-93.11 pp
Implied moveBearish±$1.00
TiltBearish46.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.10524.9%57.2%
25Δ1.22457.7%48.9%
30Δ1.34390.5%40.6%
35Δ2.21224.7%67.3%1.45323.3%32.4%
40Δ2.99364.7%129.6%1.55285.3%27.0%
45Δ3.66454.0%183.0%1.63266.3%23.5%
50Δ4.33542.6%236.3%1.71247.4%20.0%
55Δ4.99631.1%289.6%1.80228.5%16.5%
60Δ3.08503.9%153.8%1.88209.6%13.0%
65Δ1.86389.9%67.4%1.96190.7%9.5%
70Δ1.38325.8%33.9%2.61226.9%7.8%
75Δ1.20282.6%22.5%3.79315.1%7.8%
80Δ1.02239.5%11.2%3.56269.6%5.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
524.9%
B/E move
57.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
457.7%
B/E move
48.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
390.5%
B/E move
40.6%

35Δ

Calls
Pseudo strike
2.21
IV
224.7%
B/E move
67.3%
Puts
Pseudo strike
1.45
IV
323.3%
B/E move
32.4%

40Δ

Calls
Pseudo strike
2.99
IV
364.7%
B/E move
129.6%
Puts
Pseudo strike
1.55
IV
285.3%
B/E move
27.0%

45Δ

Calls
Pseudo strike
3.66
IV
454.0%
B/E move
183.0%
Puts
Pseudo strike
1.63
IV
266.3%
B/E move
23.5%

50Δ

Calls
Pseudo strike
4.33
IV
542.6%
B/E move
236.3%
Puts
Pseudo strike
1.71
IV
247.4%
B/E move
20.0%

55Δ

Calls
Pseudo strike
4.99
IV
631.1%
B/E move
289.6%
Puts
Pseudo strike
1.80
IV
228.5%
B/E move
16.5%

60Δ

Calls
Pseudo strike
3.08
IV
503.9%
B/E move
153.8%
Puts
Pseudo strike
1.88
IV
209.6%
B/E move
13.0%

65Δ

Calls
Pseudo strike
1.86
IV
389.9%
B/E move
67.4%
Puts
Pseudo strike
1.96
IV
190.7%
B/E move
9.5%

70Δ

Calls
Pseudo strike
1.38
IV
325.8%
B/E move
33.9%
Puts
Pseudo strike
2.61
IV
226.9%
B/E move
7.8%

75Δ

Calls
Pseudo strike
1.20
IV
282.6%
B/E move
22.5%
Puts
Pseudo strike
3.79
IV
315.1%
B/E move
7.8%

80Δ

Calls
Pseudo strike
1.02
IV
239.5%
B/E move
11.2%
Puts
Pseudo strike
3.56
IV
269.6%
B/E move
5.2%

Options history

No recorded observations