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ProKidney Corp. PROK

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T00:02:41.885Z

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 · 2026-10-22T21:49:36.0586365Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:02:40.517133+00:00

Share price$1.43
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. options

Live interpolated PROK call and put midpoint premiums by absolute delta.ProKidney Corp.$0.10$0.57$1.04$1.51$1.98$-0.14$0.70$1.54$2.38$3.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PROK spot · $1.43PROK PRICE$0.15$0.24$0.33$0.42$0.50$0.50$0.50$0.51$0.53$0.54$0.50$0.50$0.50$0.50$0.59$0.71$0.83$0.97$1.12$1.27$1.41$1.56$1.85
PutsExpensive3.56×
CallsExpensive4.58×
SkewBullish-56.07 pp
Implied moveBearish±$1.24
TiltBearish49.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.11507.0%57.1%
25Δ1.23440.1%48.6%
30Δ1.35373.2%40.2%
35Δ2.17201.3%61.9%1.48306.4%31.8%
40Δ2.89304.2%118.6%1.63289.6%27.3%
45Δ3.61407.1%175.2%1.80285.6%23.8%
50Δ4.33510.1%231.9%1.97281.7%20.3%
55Δ4.71594.1%264.4%2.15274.4%17.5%
60Δ2.62464.6%118.1%2.33266.4%14.9%
65Δ1.76365.8%57.9%2.52258.3%12.3%
70Δ1.38307.6%32.6%2.71250.3%9.7%
75Δ1.22266.9%22.2%2.89242.2%7.1%
80Δ1.06226.1%11.9%3.21238.2%4.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.11
IV
507.0%
B/E move
57.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
440.1%
B/E move
48.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.35
IV
373.2%
B/E move
40.2%

35Δ

Calls
Pseudo strike
2.17
IV
201.3%
B/E move
61.9%
Puts
Pseudo strike
1.48
IV
306.4%
B/E move
31.8%

40Δ

Calls
Pseudo strike
2.89
IV
304.2%
B/E move
118.6%
Puts
Pseudo strike
1.63
IV
289.6%
B/E move
27.3%

45Δ

Calls
Pseudo strike
3.61
IV
407.1%
B/E move
175.2%
Puts
Pseudo strike
1.80
IV
285.6%
B/E move
23.8%

50Δ

Calls
Pseudo strike
4.33
IV
510.1%
B/E move
231.9%
Puts
Pseudo strike
1.97
IV
281.7%
B/E move
20.3%

55Δ

Calls
Pseudo strike
4.71
IV
594.1%
B/E move
264.4%
Puts
Pseudo strike
2.15
IV
274.4%
B/E move
17.5%

60Δ

Calls
Pseudo strike
2.62
IV
464.6%
B/E move
118.1%
Puts
Pseudo strike
2.33
IV
266.4%
B/E move
14.9%

65Δ

Calls
Pseudo strike
1.76
IV
365.8%
B/E move
57.9%
Puts
Pseudo strike
2.52
IV
258.3%
B/E move
12.3%

70Δ

Calls
Pseudo strike
1.38
IV
307.6%
B/E move
32.6%
Puts
Pseudo strike
2.71
IV
250.3%
B/E move
9.7%

75Δ

Calls
Pseudo strike
1.22
IV
266.9%
B/E move
22.2%
Puts
Pseudo strike
2.89
IV
242.2%
B/E move
7.1%

80Δ

Calls
Pseudo strike
1.06
IV
226.1%
B/E move
11.9%
Puts
Pseudo strike
3.21
IV
238.2%
B/E move
4.9%

Options history

No recorded observations