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Dyne Therapeutics, Inc. Common Stock DYN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:56:55.963Z

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 · 2026-11-11T21:00:02.513446961Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:55.588099+00:00

Share price$17.99
1D-0.6%
AH$17.84$17.96$18.08$18.19$18.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDYN
Sold putSold callAH

Dyne Therapeutics, Inc. Common Stock options

Live interpolated DYN call and put midpoint premiums by absolute delta.Dyne Therapeutics, Inc. Common Stock$0.66$1.38$2.10$2.82$3.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDYN PRICE$1.56$0.74$0.96$1.19$1.41$1.63$1.86$1.38$0.82$0.93$1.04$2.38$2.46$2.51$2.52$2.54$2.58$2.95$3.33
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.29335.9%33.8%
25Δ15.47174.3%18.6%
30Δ16.21157.0%15.1%
35Δ23.98298.3%42.0%16.95139.8%11.6%
40Δ
45Δ18.17204.7%12.2%
50Δ18.71182.2%9.6%
55Δ17.8254.7%3.2%19.14162.1%7.6%
60Δ17.5357.4%2.8%19.43144.7%6.0%
65Δ17.2460.1%2.4%19.73127.4%4.4%
70Δ16.9562.8%2.1%20.04111.1%3.0%
75Δ16.6765.5%1.7%20.52106.6%2.3%
80Δ16.3868.2%1.4%21.00102.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.29
IV
335.9%
B/E move
33.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.47
IV
174.3%
B/E move
18.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.21
IV
157.0%
B/E move
15.1%

35Δ

Calls
Pseudo strike
23.98
IV
298.3%
B/E move
42.0%
Puts
Pseudo strike
16.95
IV
139.8%
B/E move
11.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.17
IV
204.7%
B/E move
12.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.71
IV
182.2%
B/E move
9.6%

55Δ

Calls
Pseudo strike
17.82
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
19.14
IV
162.1%
B/E move
7.6%

60Δ

Calls
Pseudo strike
17.53
IV
57.4%
B/E move
2.8%
Puts
Pseudo strike
19.43
IV
144.7%
B/E move
6.0%

65Δ

Calls
Pseudo strike
17.24
IV
60.1%
B/E move
2.4%
Puts
Pseudo strike
19.73
IV
127.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
16.95
IV
62.8%
B/E move
2.1%
Puts
Pseudo strike
20.04
IV
111.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
16.67
IV
65.5%
B/E move
1.7%
Puts
Pseudo strike
20.52
IV
106.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
16.38
IV
68.2%
B/E move
1.4%
Puts
Pseudo strike
21.00
IV
102.0%
B/E move
1.7%

Options history

IV · four-Friday blend118.14%
Daily EOD
DYN85.2%102.9%120.6%2026-10-19: 94.40%2026-10-20: 91.98%2026-10-21: 88.71%2026-10-22: 90.24%2026-10-23: 90.54%2026-10-26: 87.60%2026-10-27: 95.95%2026-10-28: 99.41%2026-10-29: 89.81%2026-10-30: 118.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
94.40%
91.98%
88.71%
90.24%
90.54%
87.60%
95.95%
99.41%
89.81%
118.14%