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ProKidney Corp. Class A Ordinary Shares PROK

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T18:54:19.637Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:54:10.870678033Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T18:50:56.032795+00:00

Share price$1.06
1D-6.6%
$1.01$1.04$1.08$1.11$1.145:30 AM6:30 AM9:00 AM1:00 PMPROK
Sold putSold call

ProKidney Corp. Class A Ordinary Shares options

Live interpolated PROK call and put midpoint premiums by absolute delta.ProKidney Corp. Class A Ordinary Shares$0.17$0.28$0.39$0.50$0.61$0.31$0.77$1.23$1.68$2.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PROK spot · $1.05PROK PRICE$0.18$0.21$0.24$0.27$0.32$0.37$0.43$0.48$0.53$0.27$0.37$0.47$0.57
Puts——
Calls——
Skew——
Implied moveBearish±$0.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.89303.7%286.2%
40Δ3.29294.2%231.6%1.11131.6%20.2%
45Δ2.68284.7%176.9%1.23142.1%18.5%
50Δ2.07275.2%122.3%1.35152.6%16.8%
55Δ1.83283.4%104.1%1.47163.1%15.1%
60Δ1.64294.1%90.9%
65Δ1.45304.7%77.7%
70Δ1.26315.3%64.5%
75Δ1.06326.0%51.4%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
3.89
IV
303.7%
B/E move
286.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.29
IV
294.2%
B/E move
231.6%
Puts
Pseudo strike
1.11
IV
131.6%
B/E move
20.2%

45Δ

Calls
Pseudo strike
2.68
IV
284.7%
B/E move
176.9%
Puts
Pseudo strike
1.23
IV
142.1%
B/E move
18.5%

50Δ

Calls
Pseudo strike
2.07
IV
275.2%
B/E move
122.3%
Puts
Pseudo strike
1.35
IV
152.6%
B/E move
16.8%

55Δ

Calls
Pseudo strike
1.83
IV
283.4%
B/E move
104.1%
Puts
Pseudo strike
1.47
IV
163.1%
B/E move
15.1%

60Δ

Calls
Pseudo strike
1.64
IV
294.1%
B/E move
90.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.45
IV
304.7%
B/E move
77.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.26
IV
315.3%
B/E move
64.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.06
IV
326.0%
B/E move
51.4%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend255.98%
Daily EOD
PROK250.2%253.3%256.4%2026-10-20: 250.59%2026-10-21: 255.98%Oct 20Oct 21
2 observations2026-10-20 — 2026-10-21
Table
DateIV (%)
250.59%
255.98%