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Dianthus Therapeutics, Inc. Common Stock DNTH

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T00:47:31.124Z

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 · 2026-11-12T21:24:53.308171627Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:30.597564+00:00

Share price$94.00
1D+6.8%
AH$83$86$89$92$955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDNTH
Sold putSold callAH

Dianthus Therapeutics, Inc. Common Stock options

Live interpolated DNTH call and put midpoint premiums by absolute delta.Dianthus Therapeutics, Inc. Common Stock$1.65$4.93$8.20$11.48$14.76$77.47$85.01$92.55$100.09$107.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DNTH spot · $94.00DNTH PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.62$2.85$3.09$3.33$3.57$3.81$4.05$2.01$2.41$2.90$3.56$4.23$4.89$5.87$6.90$7.94$10.41$13.81
Puts——
CallsCheap0.90×
Skew——
Implied moveBearish±$7.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.67179.7%32.0%
25Δ109.22131.3%18.8%86.5391.2%10.1%
30Δ103.14102.1%12.3%88.5785.7%8.3%
35Δ99.4581.8%8.4%90.4481.8%6.9%
40Δ97.5268.9%6.4%91.8881.6%6.0%
45Δ95.5956.1%4.3%93.3281.4%5.2%
50Δ94.5650.1%3.4%94.7681.2%4.4%
55Δ93.9447.0%3.0%96.3181.8%3.8%
60Δ93.3143.9%2.6%97.8882.5%3.2%
65Δ92.6840.9%2.1%99.4683.2%2.6%
70Δ92.0537.8%1.7%102.2592.3%2.3%
75Δ91.4334.8%1.3%105.88105.3%2.1%
80Δ90.8031.7%0.9%

20Δ

Calls
Pseudo strike
121.67
IV
179.7%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
109.22
IV
131.3%
B/E move
18.8%
Puts
Pseudo strike
86.53
IV
91.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
103.14
IV
102.1%
B/E move
12.3%
Puts
Pseudo strike
88.57
IV
85.7%
B/E move
8.3%

35Δ

Calls
Pseudo strike
99.45
IV
81.8%
B/E move
8.4%
Puts
Pseudo strike
90.44
IV
81.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
97.52
IV
68.9%
B/E move
6.4%
Puts
Pseudo strike
91.88
IV
81.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
95.59
IV
56.1%
B/E move
4.3%
Puts
Pseudo strike
93.32
IV
81.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
94.56
IV
50.1%
B/E move
3.4%
Puts
Pseudo strike
94.76
IV
81.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
93.94
IV
47.0%
B/E move
3.0%
Puts
Pseudo strike
96.31
IV
81.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
93.31
IV
43.9%
B/E move
2.6%
Puts
Pseudo strike
97.88
IV
82.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
92.68
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
99.46
IV
83.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
92.05
IV
37.8%
B/E move
1.7%
Puts
Pseudo strike
102.25
IV
92.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
91.43
IV
34.8%
B/E move
1.3%
Puts
Pseudo strike
105.88
IV
105.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
90.80
IV
31.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.22%
Daily EOD
DNTH69.9%71.2%72.5%2026-10-19: 70.04%2026-10-20: 70.98%2026-10-21: 70.06%2026-10-22: 70.90%2026-10-23: 70.20%2026-10-26: 71.49%2026-10-27: 70.52%2026-10-28: 72.31%2026-10-29: 71.06%2026-10-30: 70.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.04%
70.98%
70.06%
70.90%
70.20%
71.49%
70.52%
72.31%
71.06%
70.22%