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Dianthus Therapeutics, Inc. Common Stock DNTH

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Market datapartial · fetched 2026-10-23T17:56:14.422Z

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 · 2026-10-23T17:52:32.743339824Z

FundamentalsAlpha Vantage · unavailable

Share price$76.97
1D-0.3%
$76.67$77.02$77.38$77.74$78.105:30 AM6:30 AM9:00 AM1:00 PMDNTH
Sold putSold call

Dianthus Therapeutics, Inc. Common Stock options

Live interpolated DNTH call and put midpoint premiums by absolute delta.Dianthus Therapeutics, Inc. Common Stock$1.16$4.66$8.16$11.65$15.15$60.83$69.26$77.69$86.12$94.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DNTH spot · $76.97DNTH PRICE$1.54$1.94$2.35$2.91$3.55$4.18$5.07$5.98$6.91$8.14$9.38$10.90$12.73$2.06$2.79$3.52$4.25$5.12$5.99$6.87$7.94$9.01$10.15$12.15$14.14
PutsExpensive1.08×
CallsExpensive1.18×
SkewBullish-6.77 pp
Implied moveBearish±$11.06
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.6069.5%27.5%
25Δ91.6966.4%21.7%70.0259.5%11.7%
30Δ86.7863.3%15.8%71.6860.6%10.5%
35Δ83.8462.6%12.7%73.3461.8%9.3%
40Δ82.0163.3%11.2%74.9963.0%8.1%
45Δ80.1963.9%9.6%76.6762.6%7.0%
50Δ78.4365.3%8.5%78.3562.1%6.0%
55Δ76.6766.6%7.4%80.0361.7%4.9%
60Δ74.9168.0%6.3%81.7360.6%4.1%
65Δ72.9569.0%5.4%83.4359.5%3.3%
70Δ70.9970.1%4.4%85.1858.4%2.5%
75Δ68.7971.3%3.6%87.6057.4%2.0%
80Δ66.3772.7%2.8%90.0256.5%1.4%

20Δ

Calls
Pseudo strike
96.60
IV
69.5%
B/E move
27.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
91.69
IV
66.4%
B/E move
21.7%
Puts
Pseudo strike
70.02
IV
59.5%
B/E move
11.7%

30Δ

Calls
Pseudo strike
86.78
IV
63.3%
B/E move
15.8%
Puts
Pseudo strike
71.68
IV
60.6%
B/E move
10.5%

35Δ

Calls
Pseudo strike
83.84
IV
62.6%
B/E move
12.7%
Puts
Pseudo strike
73.34
IV
61.8%
B/E move
9.3%

40Δ

Calls
Pseudo strike
82.01
IV
63.3%
B/E move
11.2%
Puts
Pseudo strike
74.99
IV
63.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
80.19
IV
63.9%
B/E move
9.6%
Puts
Pseudo strike
76.67
IV
62.6%
B/E move
7.0%

50Δ

Calls
Pseudo strike
78.43
IV
65.3%
B/E move
8.5%
Puts
Pseudo strike
78.35
IV
62.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
76.67
IV
66.6%
B/E move
7.4%
Puts
Pseudo strike
80.03
IV
61.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
74.91
IV
68.0%
B/E move
6.3%
Puts
Pseudo strike
81.73
IV
60.6%
B/E move
4.1%

65Δ

Calls
Pseudo strike
72.95
IV
69.0%
B/E move
5.4%
Puts
Pseudo strike
83.43
IV
59.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
70.99
IV
70.1%
B/E move
4.4%
Puts
Pseudo strike
85.18
IV
58.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
68.79
IV
71.3%
B/E move
3.6%
Puts
Pseudo strike
87.60
IV
57.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
66.37
IV
72.7%
B/E move
2.8%
Puts
Pseudo strike
90.02
IV
56.5%
B/E move
1.4%

Options history

DNTH69.9970.5271.052026-10-20: 70.98%2026-10-21: 70.06%2026-10-22: 70.90%Oct 20Oct 22
Table
DateIV
70.98%
70.06%
70.90%