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Denali Therapeutics Inc. Common Stock DNLI

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Market datapartial · fetched 2026-10-22T07:17:28.512Z

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 · 2026-10-21T20:00:01.903282417Z

FundamentalsAlpha Vantage · unavailable

Share price$18.68
1D-0.5%
AH$18.57$18.70$18.83$18.96$19.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDNLI
Sold putSold callAH

Denali Therapeutics Inc. Common Stock options

Live interpolated DNLI call and put midpoint premiums by absolute delta.Denali Therapeutics Inc. Common Stock$0.88$2.24$3.60$4.95$6.31$12.43$15.50$18.57$21.64$24.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DNLI spot · $18.68DNLI PRICE$1.06$1.15$1.03$1.22$1.51$1.80$2.09$2.39$2.94$3.54$4.14$1.27$1.29$1.12$1.11$1.44$1.78$2.11$2.45$2.92$3.44$3.96$4.63$5.92
PutsExpensive1.65×
CallsExpensive1.70×
SkewBearish+4.09 pp
Implied moveBearish±$3.62
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.92171.2%32.3%
25Δ15.46136.5%24.1%
30Δ24.06124.3%34.5%16.67100.2%16.7%
35Δ23.06115.7%29.6%17.6776.0%11.3%
40Δ20.6179.6%15.8%18.2278.0%10.2%
45Δ19.6272.9%11.5%18.7780.0%9.0%
50Δ19.1076.1%10.4%19.3282.0%7.9%
55Δ18.5979.2%9.2%19.8783.9%6.7%
60Δ18.0882.3%8.0%20.5484.5%5.7%
65Δ17.5785.4%6.8%21.2484.7%4.7%
70Δ16.8390.6%5.8%21.9484.8%3.8%
75Δ16.0596.1%4.9%22.7886.0%2.8%
80Δ15.28101.6%3.9%24.2091.5%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.92
IV
171.2%
B/E move
32.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.46
IV
136.5%
B/E move
24.1%

30Δ

Calls
Pseudo strike
24.06
IV
124.3%
B/E move
34.5%
Puts
Pseudo strike
16.67
IV
100.2%
B/E move
16.7%

35Δ

Calls
Pseudo strike
23.06
IV
115.7%
B/E move
29.6%
Puts
Pseudo strike
17.67
IV
76.0%
B/E move
11.3%

40Δ

Calls
Pseudo strike
20.61
IV
79.6%
B/E move
15.8%
Puts
Pseudo strike
18.22
IV
78.0%
B/E move
10.2%

45Δ

Calls
Pseudo strike
19.62
IV
72.9%
B/E move
11.5%
Puts
Pseudo strike
18.77
IV
80.0%
B/E move
9.0%

50Δ

Calls
Pseudo strike
19.10
IV
76.1%
B/E move
10.4%
Puts
Pseudo strike
19.32
IV
82.0%
B/E move
7.9%

55Δ

Calls
Pseudo strike
18.59
IV
79.2%
B/E move
9.2%
Puts
Pseudo strike
19.87
IV
83.9%
B/E move
6.7%

60Δ

Calls
Pseudo strike
18.08
IV
82.3%
B/E move
8.0%
Puts
Pseudo strike
20.54
IV
84.5%
B/E move
5.7%

65Δ

Calls
Pseudo strike
17.57
IV
85.4%
B/E move
6.8%
Puts
Pseudo strike
21.24
IV
84.7%
B/E move
4.7%

70Δ

Calls
Pseudo strike
16.83
IV
90.6%
B/E move
5.8%
Puts
Pseudo strike
21.94
IV
84.8%
B/E move
3.8%

75Δ

Calls
Pseudo strike
16.05
IV
96.1%
B/E move
4.9%
Puts
Pseudo strike
22.78
IV
86.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
15.28
IV
101.6%
B/E move
3.9%
Puts
Pseudo strike
24.20
IV
91.5%
B/E move
2.2%

Options history

No recorded observations