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Definium Therapeutics, Inc. Common Shares DFTX

i

Market datapartial · fetched 2026-11-12T00:55:12.814Z

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 · 2026-11-11T23:41:00.940703231Z

FundamentalsAlpha Vantage · unavailable

Share price$34.41
1D-1.8%
AH$33.83$34.17$34.51$34.84$35.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFTX
Sold putSold callAH

Definium Therapeutics, Inc. Common Shares options

Live interpolated DFTX call and put midpoint premiums by absolute delta.Definium Therapeutics, Inc. Common Shares$0.49$1.72$2.96$4.19$5.42$28.14$31.20$34.26$37.32$40.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFTX spot · $34.41DFTX PRICE$0.62$0.88$1.11$1.30$1.51$1.82$2.29$3.98$4.36$5.05$0.84$1.11$1.47$1.80$2.04$2.10$2.40$2.87$3.08$3.30$4.17$5.07
Puts——
Calls——
Skew——
Implied moveBearish±$3.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.6499.4%17.0%
25Δ31.4994.8%10.9%
30Δ37.4489.8%11.4%32.1598.5%9.8%
35Δ36.8794.1%10.4%32.78104.6%9.0%
40Δ36.1091.5%8.7%33.48105.7%8.0%
45Δ35.4289.5%7.3%34.16101.4%6.7%
50Δ34.7791.5%6.4%34.7589.6%5.1%
55Δ34.17100.2%6.0%35.3886.4%4.2%
60Δ36.0489.3%3.6%
65Δ36.5183.5%2.8%
70Δ31.81117.4%4.0%36.9977.6%2.1%
75Δ31.07112.0%3.0%38.0082.4%1.7%
80Δ30.13112.9%2.2%39.0287.3%1.3%

20Δ

Calls
Pseudo strike
39.64
IV
99.4%
B/E move
17.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.49
IV
94.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
37.44
IV
89.8%
B/E move
11.4%
Puts
Pseudo strike
32.15
IV
98.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
36.87
IV
94.1%
B/E move
10.4%
Puts
Pseudo strike
32.78
IV
104.6%
B/E move
9.0%

40Δ

Calls
Pseudo strike
36.10
IV
91.5%
B/E move
8.7%
Puts
Pseudo strike
33.48
IV
105.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
35.42
IV
89.5%
B/E move
7.3%
Puts
Pseudo strike
34.16
IV
101.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
34.77
IV
91.5%
B/E move
6.4%
Puts
Pseudo strike
34.75
IV
89.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
34.17
IV
100.2%
B/E move
6.0%
Puts
Pseudo strike
35.38
IV
86.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.04
IV
89.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.51
IV
83.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
31.81
IV
117.4%
B/E move
4.0%
Puts
Pseudo strike
36.99
IV
77.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
31.07
IV
112.0%
B/E move
3.0%
Puts
Pseudo strike
38.00
IV
82.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.13
IV
112.9%
B/E move
2.2%
Puts
Pseudo strike
39.02
IV
87.3%
B/E move
1.3%

Options history

IV · four-Friday blend69.49%
Daily EOD
DFTX62.8%66.4%70.0%2026-10-19: 65.16%2026-10-20: 64.28%2026-10-21: 64.82%2026-10-22: 63.27%2026-10-23: 67.41%2026-10-26: 65.18%2026-10-27: 66.80%2026-10-28: 67.22%2026-10-29: 65.47%2026-10-30: 69.49%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.16%
64.28%
64.82%
63.27%
67.41%
65.18%
66.80%
67.22%
65.47%
69.49%