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ProQR Therapeutics N.V. Ordinary Shares PRQR

i

Market datapartial · fetched 2026-11-04T04:29:40.762Z

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 · 2026-11-03T23:07:08.150516066Z

FundamentalsAlpha Vantage · unavailable

Share price$1.30
1D+2.0%
AH$1.33$1.35$1.36$1.38$1.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRQR
Sold putSold callAH

ProQR Therapeutics N.V. Ordinary Shares options

Live interpolated PRQR call and put midpoint premiums by absolute delta.ProQR Therapeutics N.V. Ordinary Shares$0.46$0.61$0.75$0.89$1.04$-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 —OPTION PRICEPRQR PRICE$0.50$0.50$0.50$0.50$0.50$0.57$0.48$0.48$0.49$0.49$0.50$0.52$0.59$0.66$0.73$0.79$0.86$0.93$1.00
PutsExpensive3.56×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.04659.3%56.9%
25Δ1.14590.3%49.6%
30Δ1.24521.2%42.4%
35Δ1.34452.2%35.1%
40Δ1.44383.1%27.9%
45Δ1.54333.1%22.5%
50Δ1.63316.4%20.3%
55Δ4.62756.7%293.1%1.73299.8%18.0%
60Δ3.79661.0%229.2%1.82283.1%15.8%
65Δ2.96565.2%165.3%1.92266.5%13.6%
70Δ2.13469.5%101.4%2.02249.8%11.4%
75Δ1.29373.7%37.5%2.11233.2%9.1%
80Δ0.90353.2%12.9%2.21216.5%6.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
659.3%
B/E move
56.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.14
IV
590.3%
B/E move
49.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.24
IV
521.2%
B/E move
42.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.34
IV
452.2%
B/E move
35.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
383.1%
B/E move
27.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.54
IV
333.1%
B/E move
22.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.63
IV
316.4%
B/E move
20.3%

55Δ

Calls
Pseudo strike
4.62
IV
756.7%
B/E move
293.1%
Puts
Pseudo strike
1.73
IV
299.8%
B/E move
18.0%

60Δ

Calls
Pseudo strike
3.79
IV
661.0%
B/E move
229.2%
Puts
Pseudo strike
1.82
IV
283.1%
B/E move
15.8%

65Δ

Calls
Pseudo strike
2.96
IV
565.2%
B/E move
165.3%
Puts
Pseudo strike
1.92
IV
266.5%
B/E move
13.6%

70Δ

Calls
Pseudo strike
2.13
IV
469.5%
B/E move
101.4%
Puts
Pseudo strike
2.02
IV
249.8%
B/E move
11.4%

75Δ

Calls
Pseudo strike
1.29
IV
373.7%
B/E move
37.5%
Puts
Pseudo strike
2.11
IV
233.2%
B/E move
9.1%

80Δ

Calls
Pseudo strike
0.90
IV
353.2%
B/E move
12.9%
Puts
Pseudo strike
2.21
IV
216.5%
B/E move
6.9%

Options history

IV · four-Friday blend230.44%
Daily EOD
PRQR210.8%233.1%255.3%2026-10-19: 216.53%2026-10-20: 219.62%2026-10-21: 216.28%2026-10-22: 215.94%2026-10-23: 219.28%2026-10-26: 213.91%2026-10-28: 252.25%2026-10-29: 232.98%2026-10-30: 230.44%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
216.53%
219.62%
216.28%
215.94%
219.28%
213.91%
252.25%
232.98%
230.44%