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Prothena Corporation plc Ordinary Shares PRTA

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Market datapartial · fetched 2026-10-23T05:02:40.631Z

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 · 2026-10-22T20:00:00.733132261Z

FundamentalsAlpha Vantage · unavailable

Share price$8.25
1D+2.4%
AH$8.04$8.11$8.17$8.24$8.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRTA
Sold putSold callAH

Prothena Corporation plc Ordinary Shares options

Live interpolated PRTA call and put midpoint premiums by absolute delta.Prothena Corporation plc Ordinary Shares$0.02$2.07$4.11$6.15$8.19$2.64$5.66$8.68$11.70$14.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRTA spot · $8.25PRTA PRICE$0.24$0.36$0.33$0.36$0.93$1.51$2.08$2.46$2.50$2.54$2.55$2.56$2.58$1.39$1.22$0.87$0.47$1.50$2.54$2.53$2.51$2.51$4.43$6.62$7.61$5.97
PutsExpensive2.70×
CallsExpensive3.24×
SkewBullish-37.20 pp
Implied moveBearish±$4.61
TiltBearish31.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.25106.8%39.3%5.82321.3%46.3%
25Δ11.96134.7%49.3%6.57245.2%35.1%
30Δ10.4096.5%30.0%7.21158.1%23.1%
35Δ9.1774.0%15.5%7.7680.8%11.7%
40Δ10.79183.4%42.0%8.54146.0%14.8%
45Δ13.03291.5%76.3%9.15219.9%20.0%
50Δ15.17393.2%109.1%9.43196.2%16.3%
55Δ15.24429.2%114.5%9.72172.5%12.7%
60Δ12.09362.3%76.8%10.01149.1%9.1%
65Δ8.94295.4%39.1%11.93191.2%9.0%
70Δ7.35241.6%20.0%14.20223.2%8.2%
75Δ6.75203.1%12.9%15.31223.3%6.6%
80Δ6.35170.5%8.2%13.89171.7%4.0%

20Δ

Calls
Pseudo strike
11.25
IV
106.8%
B/E move
39.3%
Puts
Pseudo strike
5.82
IV
321.3%
B/E move
46.3%

25Δ

Calls
Pseudo strike
11.96
IV
134.7%
B/E move
49.3%
Puts
Pseudo strike
6.57
IV
245.2%
B/E move
35.1%

30Δ

Calls
Pseudo strike
10.40
IV
96.5%
B/E move
30.0%
Puts
Pseudo strike
7.21
IV
158.1%
B/E move
23.1%

35Δ

Calls
Pseudo strike
9.17
IV
74.0%
B/E move
15.5%
Puts
Pseudo strike
7.76
IV
80.8%
B/E move
11.7%

40Δ

Calls
Pseudo strike
10.79
IV
183.4%
B/E move
42.0%
Puts
Pseudo strike
8.54
IV
146.0%
B/E move
14.8%

45Δ

Calls
Pseudo strike
13.03
IV
291.5%
B/E move
76.3%
Puts
Pseudo strike
9.15
IV
219.9%
B/E move
20.0%

50Δ

Calls
Pseudo strike
15.17
IV
393.2%
B/E move
109.1%
Puts
Pseudo strike
9.43
IV
196.2%
B/E move
16.3%

55Δ

Calls
Pseudo strike
15.24
IV
429.2%
B/E move
114.5%
Puts
Pseudo strike
9.72
IV
172.5%
B/E move
12.7%

60Δ

Calls
Pseudo strike
12.09
IV
362.3%
B/E move
76.8%
Puts
Pseudo strike
10.01
IV
149.1%
B/E move
9.1%

65Δ

Calls
Pseudo strike
8.94
IV
295.4%
B/E move
39.1%
Puts
Pseudo strike
11.93
IV
191.2%
B/E move
9.0%

70Δ

Calls
Pseudo strike
7.35
IV
241.6%
B/E move
20.0%
Puts
Pseudo strike
14.20
IV
223.2%
B/E move
8.2%

75Δ

Calls
Pseudo strike
6.75
IV
203.1%
B/E move
12.9%
Puts
Pseudo strike
15.31
IV
223.3%
B/E move
6.6%

80Δ

Calls
Pseudo strike
6.35
IV
170.5%
B/E move
8.2%
Puts
Pseudo strike
13.89
IV
171.7%
B/E move
4.0%

Options history

No recorded observations