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Kiniksa Pharmaceuticals International, plc Class A Ordinary Shares KNSA

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-13T18:50:47.939Z

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 · 2026-11-13T18:50:43.467431294Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:50:47.434667+00:00

Share price$96.34
1D-0.8%
$94.71$95.36$96.00$96.64$97.295:30 AM6:30 AM9:00 AM1:00 PMKNSA
Sold putSold call

Kiniksa Pharmaceuticals International, plc Class A Ordinary Shares options

Live interpolated KNSA call and put midpoint premiums by absolute delta.Kiniksa Pharmaceuticals International, plc Class A Ordinary Shares$0.67$4.31$7.96$11.60$15.25$83.64$89.16$94.68$100.20$105.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KNSA spot · $96.33KNSA PRICE$1.06$1.37$1.69$2.02$2.42$2.87$3.31$3.75$4.30$5.08$5.87$6.66$1.06$1.51$2.03$2.56$3.08$3.90$4.98$6.05$7.13$8.21$9.29$10.65$14.20
PutsExpensive1.41×
Calls——
Skew——
Implied moveBearish±$8.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.8974.7%11.0%89.3467.9%8.4%
25Δ103.8372.0%9.2%90.8368.4%7.3%
30Δ102.1469.6%7.8%92.0370.5%6.6%
35Δ100.4567.3%6.4%93.2372.5%5.9%
40Δ99.1766.0%5.5%94.4474.6%5.2%
45Δ98.0465.0%4.7%95.8376.4%4.6%
50Δ96.9164.1%4.0%97.3878.0%4.1%
55Δ95.7863.1%3.3%98.9479.7%3.6%
60Δ94.6362.5%2.7%100.5081.3%3.1%
65Δ93.4662.6%2.3%102.0683.0%2.6%
70Δ92.2862.8%1.9%103.6284.6%2.1%
75Δ91.1162.9%1.5%105.4387.3%1.6%
80Δ109.2498.4%1.3%

20Δ

Calls
Pseudo strike
105.89
IV
74.7%
B/E move
11.0%
Puts
Pseudo strike
89.34
IV
67.9%
B/E move
8.4%

25Δ

Calls
Pseudo strike
103.83
IV
72.0%
B/E move
9.2%
Puts
Pseudo strike
90.83
IV
68.4%
B/E move
7.3%

30Δ

Calls
Pseudo strike
102.14
IV
69.6%
B/E move
7.8%
Puts
Pseudo strike
92.03
IV
70.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
100.45
IV
67.3%
B/E move
6.4%
Puts
Pseudo strike
93.23
IV
72.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
99.17
IV
66.0%
B/E move
5.5%
Puts
Pseudo strike
94.44
IV
74.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
98.04
IV
65.0%
B/E move
4.7%
Puts
Pseudo strike
95.83
IV
76.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
96.91
IV
64.1%
B/E move
4.0%
Puts
Pseudo strike
97.38
IV
78.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
95.78
IV
63.1%
B/E move
3.3%
Puts
Pseudo strike
98.94
IV
79.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
94.63
IV
62.5%
B/E move
2.7%
Puts
Pseudo strike
100.50
IV
81.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
93.46
IV
62.6%
B/E move
2.3%
Puts
Pseudo strike
102.06
IV
83.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
92.28
IV
62.8%
B/E move
1.9%
Puts
Pseudo strike
103.62
IV
84.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
91.11
IV
62.9%
B/E move
1.5%
Puts
Pseudo strike
105.43
IV
87.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.24
IV
98.4%
B/E move
1.3%

Options history

IV · four-Friday blend52.34%
Daily EOD
KNSA47.2%56.5%65.8%2026-10-19: 55.61%2026-10-20: 53.95%2026-10-21: 53.08%2026-10-22: 53.42%2026-10-23: 55.49%2026-10-26: 64.54%2026-10-27: 48.46%2026-10-28: 50.50%2026-10-29: 49.46%2026-10-30: 52.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.61%
53.95%
53.08%
53.42%
55.49%
64.54%
48.46%
50.50%
49.46%
52.34%