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Profound Medical Corp. Common Stock PROF

i

Market dataready · fetched 2026-11-06T14:33:30.309Z

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 · 2026-11-06T14:33:23.721985898Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:33:29.399301+00:00

Share price$6.40
1D-4.0%
$6.33$6.41$6.49$6.56$6.645:30 AM6:30 AM9:00 AM1:00 PMPROF
Sold putSold call

Profound Medical Corp. Common Stock options

Live interpolated PROF call and put midpoint premiums by absolute delta.Profound Medical Corp. Common Stock$0.13$0.94$1.75$2.56$3.37$4.84$5.56$6.29$7.01$7.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PROF spot · $6.39PROF PRICE$0.42$0.42$0.64$0.96$1.27$1.58$1.89$2.20$2.51$2.82$3.13$0.22$0.28$0.35$0.41$0.47$0.54$0.60$0.67$0.73$0.80$0.86$0.93$0.99
PutsExpensive1.28×
Calls——
Skew——
Implied moveBullish±$1.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.17132.0%22.5%
25Δ5.34126.8%20.9%
30Δ9.20226.8%50.5%5.50121.6%19.4%
35Δ7.89174.2%30.0%5.67116.4%17.8%
40Δ7.20172.3%22.6%5.83111.2%16.2%
45Δ6.77191.8%20.8%6.00106.1%14.6%
50Δ6.34211.2%18.9%6.16100.9%13.1%
55Δ5.91230.6%17.1%6.3395.7%11.5%
60Δ5.48250.0%15.2%6.4990.5%9.9%
65Δ5.05269.5%13.4%6.6685.3%8.3%
70Δ4.62288.9%11.5%6.8280.1%6.8%
75Δ4.19308.3%9.7%6.9974.9%5.2%
80Δ3.76327.8%7.9%7.1569.8%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.17
IV
132.0%
B/E move
22.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
126.8%
B/E move
20.9%

30Δ

Calls
Pseudo strike
9.20
IV
226.8%
B/E move
50.5%
Puts
Pseudo strike
5.50
IV
121.6%
B/E move
19.4%

35Δ

Calls
Pseudo strike
7.89
IV
174.2%
B/E move
30.0%
Puts
Pseudo strike
5.67
IV
116.4%
B/E move
17.8%

40Δ

Calls
Pseudo strike
7.20
IV
172.3%
B/E move
22.6%
Puts
Pseudo strike
5.83
IV
111.2%
B/E move
16.2%

45Δ

Calls
Pseudo strike
6.77
IV
191.8%
B/E move
20.8%
Puts
Pseudo strike
6.00
IV
106.1%
B/E move
14.6%

50Δ

Calls
Pseudo strike
6.34
IV
211.2%
B/E move
18.9%
Puts
Pseudo strike
6.16
IV
100.9%
B/E move
13.1%

55Δ

Calls
Pseudo strike
5.91
IV
230.6%
B/E move
17.1%
Puts
Pseudo strike
6.33
IV
95.7%
B/E move
11.5%

60Δ

Calls
Pseudo strike
5.48
IV
250.0%
B/E move
15.2%
Puts
Pseudo strike
6.49
IV
90.5%
B/E move
9.9%

65Δ

Calls
Pseudo strike
5.05
IV
269.5%
B/E move
13.4%
Puts
Pseudo strike
6.66
IV
85.3%
B/E move
8.3%

70Δ

Calls
Pseudo strike
4.62
IV
288.9%
B/E move
11.5%
Puts
Pseudo strike
6.82
IV
80.1%
B/E move
6.8%

75Δ

Calls
Pseudo strike
4.19
IV
308.3%
B/E move
9.7%
Puts
Pseudo strike
6.99
IV
74.9%
B/E move
5.2%

80Δ

Calls
Pseudo strike
3.76
IV
327.8%
B/E move
7.9%
Puts
Pseudo strike
7.15
IV
69.8%
B/E move
3.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations