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Kailera Therapeutics, Inc. Common Stock KLRA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T07:14:16.980Z

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 · 2026-11-06T23:22:59.500925509Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:14:17.082674+00:00

Share price$13.31
1D+5.3%
AH$11.88$12.24$12.60$12.95$13.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKLRA
Sold putSold callAH

Kailera Therapeutics, Inc. Common Stock options

Live interpolated KLRA call and put midpoint premiums by absolute delta.Kailera Therapeutics, Inc. Common Stock$1.01$3.41$5.81$8.21$10.61$10.17$11.75$13.33$14.91$16.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive KLRA spot · $13.31KLRA PRICE$1.26$1.32$1.38$1.43$1.49$1.59$1.67$1.74$1.95$2.19$2.43$2.67$3.23$4.18$5.47$9.92
Puts——
Calls——
Skew——
Implied moveBearish±$3.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.53308.9%32.9%
30Δ11.44266.6%26.6%
35Δ12.35224.3%20.3%
40Δ12.98209.1%17.2%
45Δ14.85177.9%21.1%13.55199.3%14.7%
50Δ14.30161.2%17.4%14.12189.5%12.2%
55Δ13.75144.4%13.6%14.69179.7%9.7%
60Δ13.19127.7%9.9%15.49179.8%7.9%
65Δ12.64110.9%6.1%16.57191.5%6.9%
70Δ17.97210.4%6.1%
75Δ22.42283.9%6.1%
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
10.53
IV
308.9%
B/E move
32.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
266.6%
B/E move
26.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.35
IV
224.3%
B/E move
20.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
209.1%
B/E move
17.2%

45Δ

Calls
Pseudo strike
14.85
IV
177.9%
B/E move
21.1%
Puts
Pseudo strike
13.55
IV
199.3%
B/E move
14.7%

50Δ

Calls
Pseudo strike
14.30
IV
161.2%
B/E move
17.4%
Puts
Pseudo strike
14.12
IV
189.5%
B/E move
12.2%

55Δ

Calls
Pseudo strike
13.75
IV
144.4%
B/E move
13.6%
Puts
Pseudo strike
14.69
IV
179.7%
B/E move
9.7%

60Δ

Calls
Pseudo strike
13.19
IV
127.7%
B/E move
9.9%
Puts
Pseudo strike
15.49
IV
179.8%
B/E move
7.9%

65Δ

Calls
Pseudo strike
12.64
IV
110.9%
B/E move
6.1%
Puts
Pseudo strike
16.57
IV
191.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.97
IV
210.4%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.42
IV
283.9%
B/E move
6.1%

80Δ

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

Options history

IV · four-Friday blend117.21%
Daily EOD
KLRA100.1%113.0%125.9%2026-10-19: 101.87%2026-10-20: 121.04%2026-10-21: 120.32%2026-10-22: 118.83%2026-10-23: 121.49%2026-10-26: 124.08%2026-10-27: 117.08%2026-10-28: 121.68%2026-10-29: 119.91%2026-10-30: 117.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
101.87%
121.04%
120.32%
118.83%
121.49%
124.08%
117.08%
121.68%
119.91%
117.21%