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Prothena Corporation plc Ordinary Shares PRTA

i

Market dataready · fetched 2026-11-12T15:36:14.996Z

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 · 2026-11-12T15:31:33.872977189Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:36:14.116012+00:00

Share price$8.36
1D-3.4%
$8.28$8.38$8.48$8.58$8.685:30 AM6:30 AM9:00 AM1:00 PMPRTA
Sold putSold call

Prothena Corporation plc Ordinary Shares options

Live interpolated PRTA call and put midpoint premiums by absolute delta.Prothena Corporation plc Ordinary Shares$0.64$1.38$2.12$2.86$3.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPRTA PRICE$2.51$2.58$2.64$1.29$0.72$0.78$0.83$0.89$2.81$3.10$3.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.88564.9%45.1%
25Δ
30Δ
35Δ
40Δ8.08173.9%12.0%
45Δ8.28161.5%10.3%
50Δ8.48149.0%8.5%
55Δ8.69136.6%6.7%
60Δ
65Δ10.48254.9%8.1%
70Δ7.40425.1%18.5%10.88238.5%6.9%
75Δ6.79369.3%12.1%11.28222.1%5.6%
80Δ6.38318.5%7.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.88
IV
564.9%
B/E move
45.1%

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
IV
B/E move
Puts
Pseudo strike
8.08
IV
173.9%
B/E move
12.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.28
IV
161.5%
B/E move
10.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.48
IV
149.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.69
IV
136.6%
B/E move
6.7%

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.48
IV
254.9%
B/E move
8.1%

70Δ

Calls
Pseudo strike
7.40
IV
425.1%
B/E move
18.5%
Puts
Pseudo strike
10.88
IV
238.5%
B/E move
6.9%

75Δ

Calls
Pseudo strike
6.79
IV
369.3%
B/E move
12.1%
Puts
Pseudo strike
11.28
IV
222.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
6.38
IV
318.5%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend142.96%
Daily EOD
PRTA76.5%141.6%206.7%2026-10-19: 110.00%2026-10-20: 141.98%2026-10-21: 153.23%2026-10-22: 182.99%2026-10-23: 176.75%2026-10-26: 102.51%2026-10-27: 92.49%2026-10-28: 197.72%2026-10-29: 85.45%2026-10-30: 142.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
110.00%
141.98%
153.23%
182.99%
176.75%
102.51%
92.49%
197.72%
85.45%
142.96%