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ProQR Therapeutics N.V. Ordinary Shares PRQR

i

Market datapartial · fetched 2026-11-12T02:32:54.562Z

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: 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 · 2026-11-11T22:24:38.608213786Z

FundamentalsAlpha Vantage · unavailable

Share price$1.32
1D-5.3%
AH$1.25$1.28$1.30$1.33$1.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRQR
Sold putSold callAH

ProQR Therapeutics N.V. Ordinary Shares options

Live interpolated PRQR call and put midpoint premiums by absolute delta.ProQR Therapeutics N.V. Ordinary Shares$0.10$0.26$0.42$0.59$0.75$1.05$1.19$1.33$1.47$1.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ 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 PRQR spot · $1.32PRQR PRICE$0.11$0.17$0.22$0.27$0.32$0.37$0.42$0.48$0.49$0.53$0.57$0.62$0.66$0.70
Puts——
Calls——
Skew——
Implied moveBearish±$0.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.46194.9%18.8%
45Δ1.39229.0%18.1%1.52437.8%21.6%
50Δ1.33263.1%17.4%1.60414.1%18.9%
55Δ1.27297.2%16.7%1.68390.3%16.2%
60Δ1.21331.3%16.0%1.76366.5%13.5%
65Δ1.15365.4%15.3%1.84342.8%10.8%
70Δ1.09399.5%14.6%1.92319.0%8.1%
75Δ1.03433.6%14.0%
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.46
IV
194.9%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.39
IV
229.0%
B/E move
18.1%
Puts
Pseudo strike
1.52
IV
437.8%
B/E move
21.6%

50Δ

Calls
Pseudo strike
1.33
IV
263.1%
B/E move
17.4%
Puts
Pseudo strike
1.60
IV
414.1%
B/E move
18.9%

55Δ

Calls
Pseudo strike
1.27
IV
297.2%
B/E move
16.7%
Puts
Pseudo strike
1.68
IV
390.3%
B/E move
16.2%

60Δ

Calls
Pseudo strike
1.21
IV
331.3%
B/E move
16.0%
Puts
Pseudo strike
1.76
IV
366.5%
B/E move
13.5%

65Δ

Calls
Pseudo strike
1.15
IV
365.4%
B/E move
15.3%
Puts
Pseudo strike
1.84
IV
342.8%
B/E move
10.8%

70Δ

Calls
Pseudo strike
1.09
IV
399.5%
B/E move
14.6%
Puts
Pseudo strike
1.92
IV
319.0%
B/E move
8.1%

75Δ

Calls
Pseudo strike
1.03
IV
433.6%
B/E move
14.0%
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 blend230.44%
Daily EOD
PRQR210.8%233.1%255.3%2026-10-19: 216.53%2026-10-20: 219.62%2026-10-21: 216.28%2026-10-22: 215.94%2026-10-23: 219.28%2026-10-26: 213.91%2026-10-28: 252.25%2026-10-29: 232.98%2026-10-30: 230.44%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
216.53%
219.62%
216.28%
215.94%
219.28%
213.91%
252.25%
232.98%
230.44%