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ProKidney Corp. Class A Ordinary Shares PROK

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T00:59:47.600Z

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 · 2026-11-03T23:44:41.391930219Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:59:46.061828+00:00

Share price$1.08
1D+0.0%
AH$1.00$1.03$1.06$1.08$1.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPROK
Sold putSold callAH

ProKidney Corp. Class A Ordinary Shares options

Live interpolated PROK call and put midpoint premiums by absolute delta.ProKidney Corp. Class A Ordinary Shares$0.31$1.20$2.08$2.97$3.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPROK PRICE$0.41$0.46$0.51$0.58$0.50$0.50$0.51$0.52$0.52$0.53$0.54$0.54$0.55$1.00$1.42$1.83$3.60
PutsExpensive2.64×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.91682.8%62.4%
25Δ1.03629.7%50.8%
30Δ1.10579.2%45.3%
35Δ1.17528.8%39.8%
40Δ1.23478.4%34.3%
45Δ1.30428.0%28.8%
50Δ1.36377.6%23.3%
55Δ1.43327.1%17.8%
60Δ1.50276.7%12.3%
65Δ1.12472.6%41.1%1.95354.1%12.0%
70Δ1.05511.8%39.9%2.39378.5%10.2%
75Δ0.97545.0%37.5%2.82396.1%8.3%
80Δ0.81545.0%28.3%4.60490.3%7.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
682.8%
B/E move
62.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.03
IV
629.7%
B/E move
50.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
579.2%
B/E move
45.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.17
IV
528.8%
B/E move
39.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
478.4%
B/E move
34.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.30
IV
428.0%
B/E move
28.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.36
IV
377.6%
B/E move
23.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.43
IV
327.1%
B/E move
17.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
276.7%
B/E move
12.3%

65Δ

Calls
Pseudo strike
1.12
IV
472.6%
B/E move
41.1%
Puts
Pseudo strike
1.95
IV
354.1%
B/E move
12.0%

70Δ

Calls
Pseudo strike
1.05
IV
511.8%
B/E move
39.9%
Puts
Pseudo strike
2.39
IV
378.5%
B/E move
10.2%

75Δ

Calls
Pseudo strike
0.97
IV
545.0%
B/E move
37.5%
Puts
Pseudo strike
2.82
IV
396.1%
B/E move
8.3%

80Δ

Calls
Pseudo strike
0.81
IV
545.0%
B/E move
28.3%
Puts
Pseudo strike
4.60
IV
490.3%
B/E move
7.4%

Options history

IV · four-Friday blend255.98%
Daily EOD
PROK250.2%253.3%256.4%2026-10-20: 250.59%2026-10-21: 255.98%Oct 20Oct 21
2 observations2026-10-20 — 2026-10-21
Table
DateIV (%)
250.59%
255.98%