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ProKidney Corp. Class A Ordinary Shares PROK

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Market datapartial · fetched 2026-10-22T20:47:55.948Z

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 · 2026-10-22T20:09:19.976961957Z

FundamentalsAlpha Vantage · unavailable

Share price$1.42
1D+0.0%
AH$1.41$1.43$1.44$1.46$1.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPROK
Sold putSold callAH

ProKidney Corp. Class A Ordinary Shares options

Live interpolated PROK call and put midpoint premiums by absolute delta.ProKidney Corp. Class A Ordinary Shares$0.10$0.53$0.96$1.39$1.82$-0.13$0.71$1.54$2.38$3.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PROK spot · $1.42PROK PRICE$0.15$0.24$0.32$0.41$0.50$0.50$0.50$0.51$0.53$0.55$0.50$0.50$0.50$0.50$0.58$0.70$0.81$0.94$1.09$1.23$1.38$1.52$1.70
PutsExpensive3.28×
CallsExpensive4.41×
SkewBullish-61.51 pp
Implied moveBearish±$1.22
TiltBearish47.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.11506.8%57.1%
25Δ1.23441.0%48.8%
30Δ1.35375.1%40.4%
35Δ2.18204.4%63.7%1.46309.2%32.1%
40Δ2.89306.1%120.1%1.62286.7%27.1%
45Δ3.60407.7%176.4%1.78282.6%23.7%
50Δ4.31509.4%232.7%1.94278.4%20.2%
55Δ4.87602.7%278.2%2.12271.5%17.4%
60Δ2.64469.8%121.1%2.30263.1%14.8%
65Δ1.76369.7%59.2%2.48254.6%12.3%
70Δ1.38311.0%33.2%2.66246.2%9.7%
75Δ1.21269.8%22.4%2.84237.8%7.2%
80Δ1.04228.5%11.6%3.05230.2%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
506.8%
B/E move
57.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
441.0%
B/E move
48.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
375.1%
B/E move
40.4%

35Δ

Calls
Pseudo strike
2.18
IV
204.4%
B/E move
63.7%
Puts
Pseudo strike
1.46
IV
309.2%
B/E move
32.1%

40Δ

Calls
Pseudo strike
2.89
IV
306.1%
B/E move
120.1%
Puts
Pseudo strike
1.62
IV
286.7%
B/E move
27.1%

45Δ

Calls
Pseudo strike
3.60
IV
407.7%
B/E move
176.4%
Puts
Pseudo strike
1.78
IV
282.6%
B/E move
23.7%

50Δ

Calls
Pseudo strike
4.31
IV
509.4%
B/E move
232.7%
Puts
Pseudo strike
1.94
IV
278.4%
B/E move
20.2%

55Δ

Calls
Pseudo strike
4.87
IV
602.7%
B/E move
278.2%
Puts
Pseudo strike
2.12
IV
271.5%
B/E move
17.4%

60Δ

Calls
Pseudo strike
2.64
IV
469.8%
B/E move
121.1%
Puts
Pseudo strike
2.30
IV
263.1%
B/E move
14.8%

65Δ

Calls
Pseudo strike
1.76
IV
369.7%
B/E move
59.2%
Puts
Pseudo strike
2.48
IV
254.6%
B/E move
12.3%

70Δ

Calls
Pseudo strike
1.38
IV
311.0%
B/E move
33.2%
Puts
Pseudo strike
2.66
IV
246.2%
B/E move
9.7%

75Δ

Calls
Pseudo strike
1.21
IV
269.8%
B/E move
22.4%
Puts
Pseudo strike
2.84
IV
237.8%
B/E move
7.2%

80Δ

Calls
Pseudo strike
1.04
IV
228.5%
B/E move
11.6%
Puts
Pseudo strike
3.05
IV
230.2%
B/E move
4.7%

Options history

No recorded observations