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Definium Therapeutics, Inc. DFTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T23:20:07.297Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:09:50.410264651Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:20:05.468111+00:00

Share price$36.15
1D+2.2%
AH$35.32$35.56$35.79$36.03$36.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFTX
Sold putSold callAH

Definium Therapeutics, Inc. options

Live interpolated DFTX call and put midpoint premiums by absolute delta.Definium Therapeutics, Inc.$0.39$2.90$5.42$7.93$10.45$26.97$31.53$36.09$40.65$45.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFTX spot · $36.15DFTX PRICE$0.66$0.82$0.93$1.13$1.43$1.69$1.96$2.26$2.65$3.13$3.67$4.17$6.32$0.87$1.15$1.50$1.92$2.29$2.63$3.20$3.69$4.24$5.21$8.30$8.44$9.72
PutsExpensive1.10×
CallsCheap0.79×
SkewBearish+16.53 pp
Implied moveBearish±$5.17
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9763.4%20.7%31.3569.3%15.7%
25Δ41.0858.3%15.9%32.4268.6%13.5%
30Δ39.6152.1%12.2%33.3869.0%11.8%
35Δ38.6650.1%10.1%34.2471.3%10.6%
40Δ38.0953.2%9.3%35.1770.0%9.0%
45Δ37.3853.3%8.1%36.0567.6%7.6%
50Δ36.6752.7%6.9%36.9669.3%6.6%
55Δ35.9952.3%5.8%37.8468.2%5.5%
60Δ35.3053.2%5.0%38.7567.4%4.6%
65Δ34.5654.8%4.3%39.9670.9%3.9%
70Δ33.7856.3%3.6%43.0192.5%4.0%
75Δ33.0156.1%2.8%43.5782.9%2.8%
80Δ30.9277.5%3.0%45.1781.5%1.9%

20Δ

Calls
Pseudo strike
42.97
IV
63.4%
B/E move
20.7%
Puts
Pseudo strike
31.35
IV
69.3%
B/E move
15.7%

25Δ

Calls
Pseudo strike
41.08
IV
58.3%
B/E move
15.9%
Puts
Pseudo strike
32.42
IV
68.6%
B/E move
13.5%

30Δ

Calls
Pseudo strike
39.61
IV
52.1%
B/E move
12.2%
Puts
Pseudo strike
33.38
IV
69.0%
B/E move
11.8%

35Δ

Calls
Pseudo strike
38.66
IV
50.1%
B/E move
10.1%
Puts
Pseudo strike
34.24
IV
71.3%
B/E move
10.6%

40Δ

Calls
Pseudo strike
38.09
IV
53.2%
B/E move
9.3%
Puts
Pseudo strike
35.17
IV
70.0%
B/E move
9.0%

45Δ

Calls
Pseudo strike
37.38
IV
53.3%
B/E move
8.1%
Puts
Pseudo strike
36.05
IV
67.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
36.67
IV
52.7%
B/E move
6.9%
Puts
Pseudo strike
36.96
IV
69.3%
B/E move
6.6%

55Δ

Calls
Pseudo strike
35.99
IV
52.3%
B/E move
5.8%
Puts
Pseudo strike
37.84
IV
68.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
35.30
IV
53.2%
B/E move
5.0%
Puts
Pseudo strike
38.75
IV
67.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
34.56
IV
54.8%
B/E move
4.3%
Puts
Pseudo strike
39.96
IV
70.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
33.78
IV
56.3%
B/E move
3.6%
Puts
Pseudo strike
43.01
IV
92.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
33.01
IV
56.1%
B/E move
2.8%
Puts
Pseudo strike
43.57
IV
82.9%
B/E move
2.8%

80Δ

Calls
Pseudo strike
30.92
IV
77.5%
B/E move
3.0%
Puts
Pseudo strike
45.17
IV
81.5%
B/E move
1.9%

Options history

DFTX64.2264.5564.882026-10-20: 64.28%2026-10-21: 64.82%Oct 20Oct 21
Table
DateIV
64.28%
64.82%