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Dianthus Therapeutics, Inc. Common Stock DNTH

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Market datapartial · fetched 2026-10-23T19:02:48.209Z

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 · 2026-10-23T19:02:44.839943601Z

FundamentalsAlpha Vantage · unavailable

Share price$76.25
1D-1.0%
$76.29$76.75$77.21$77.67$78.135:30 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$1.87$4.98$8.09$11.20$14.31$60.22$68.82$77.42$86.01$94.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DNTH spot · $76.25DNTH PRICE$3.11$3.87$4.64$5.40$6.17$7.15$8.41$9.67$11.52$13.41$2.45$2.21$2.62$3.30$3.97$4.73$5.53$6.34$7.24$8.33$9.42$10.66$12.26
PutsExpensive1.08×
CallsExpensive1.26×
SkewBullish-11.05 pp
Implied moveBalanced±$10.93
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6592.4%19.7%
25Δ68.7265.1%12.8%
30Δ71.1658.2%10.1%
35Δ83.5265.9%13.6%72.7658.7%8.9%
40Δ81.6566.8%12.2%74.3559.2%7.7%
45Δ79.7967.7%10.7%75.9259.0%6.6%
50Δ77.9268.6%9.3%77.4658.2%5.7%
55Δ76.0669.5%7.8%79.0157.4%4.7%
60Δ74.1370.7%6.6%80.5956.6%3.8%
65Δ72.1372.4%5.6%82.2155.7%3.1%
70Δ70.1374.1%4.7%83.8454.8%2.4%
75Δ67.6476.6%3.8%85.5853.8%1.8%
80Δ65.1279.2%3.0%87.5852.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.65
IV
92.4%
B/E move
19.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.72
IV
65.1%
B/E move
12.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.16
IV
58.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
83.52
IV
65.9%
B/E move
13.6%
Puts
Pseudo strike
72.76
IV
58.7%
B/E move
8.9%

40Δ

Calls
Pseudo strike
81.65
IV
66.8%
B/E move
12.2%
Puts
Pseudo strike
74.35
IV
59.2%
B/E move
7.7%

45Δ

Calls
Pseudo strike
79.79
IV
67.7%
B/E move
10.7%
Puts
Pseudo strike
75.92
IV
59.0%
B/E move
6.6%

50Δ

Calls
Pseudo strike
77.92
IV
68.6%
B/E move
9.3%
Puts
Pseudo strike
77.46
IV
58.2%
B/E move
5.7%

55Δ

Calls
Pseudo strike
76.06
IV
69.5%
B/E move
7.8%
Puts
Pseudo strike
79.01
IV
57.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
74.13
IV
70.7%
B/E move
6.6%
Puts
Pseudo strike
80.59
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
72.13
IV
72.4%
B/E move
5.6%
Puts
Pseudo strike
82.21
IV
55.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
70.13
IV
74.1%
B/E move
4.7%
Puts
Pseudo strike
83.84
IV
54.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
67.64
IV
76.6%
B/E move
3.8%
Puts
Pseudo strike
85.58
IV
53.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
65.12
IV
79.2%
B/E move
3.0%
Puts
Pseudo strike
87.58
IV
52.5%
B/E move
1.2%

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%