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Kiniksa Pharmaceuticals Ltd KNSA

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-24T17:44:27.001Z

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 · 2026-10-23T23:31:12.210798115Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:44:26.635622+00:00

Share price$74.70
1D-7.4%
AH$74$76$78$80$825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKNSA
Sold putSold callAH

Kiniksa Pharmaceuticals Ltd options

Live interpolated KNSA call and put midpoint premiums by absolute delta.Kiniksa Pharmaceuticals Ltd$0.99$5.16$9.34$13.52$17.69$61.28$69.99$78.71$87.42$96.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KNSA spot · $74.70KNSA PRICE$2.50$2.52$2.58$3.22$3.86$4.77$5.76$6.78$7.99$9.19$11.37$13.80$16.49$2.50$1.44$1.75$2.19$2.63$3.07$3.49$3.89$4.28$4.67$5.06$5.46$6.08
PutsCheap0.85×
CallsExpensive1.84×
SkewBullish-46.80 pp
Implied moveBullish±$9.25
TiltBullish32.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.18128.7%46.8%61.9497.7%20.4%
25Δ94.0097.4%29.2%69.5244.8%8.9%
30Δ84.9173.6%17.1%71.0440.8%7.2%
35Δ82.7073.9%15.0%72.1340.8%6.4%
40Δ80.5074.2%12.9%73.2240.8%5.5%
45Δ78.5376.5%11.5%74.3140.8%4.6%
50Δ76.6279.5%10.3%75.3040.1%3.9%
55Δ74.6882.3%9.0%76.1238.1%3.3%
60Δ72.5383.6%7.8%76.9336.2%2.7%
65Δ70.3785.0%6.5%77.7534.2%2.2%
70Δ67.5992.4%5.7%78.5732.3%1.6%
75Δ64.62100.8%5.0%79.3930.3%1.0%
80Δ61.17106.1%4.0%80.3728.7%0.5%

20Δ

Calls
Pseudo strike
107.18
IV
128.7%
B/E move
46.8%
Puts
Pseudo strike
61.94
IV
97.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
94.00
IV
97.4%
B/E move
29.2%
Puts
Pseudo strike
69.52
IV
44.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
84.91
IV
73.6%
B/E move
17.1%
Puts
Pseudo strike
71.04
IV
40.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
82.70
IV
73.9%
B/E move
15.0%
Puts
Pseudo strike
72.13
IV
40.8%
B/E move
6.4%

40Δ

Calls
Pseudo strike
80.50
IV
74.2%
B/E move
12.9%
Puts
Pseudo strike
73.22
IV
40.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
78.53
IV
76.5%
B/E move
11.5%
Puts
Pseudo strike
74.31
IV
40.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
76.62
IV
79.5%
B/E move
10.3%
Puts
Pseudo strike
75.30
IV
40.1%
B/E move
3.9%

55Δ

Calls
Pseudo strike
74.68
IV
82.3%
B/E move
9.0%
Puts
Pseudo strike
76.12
IV
38.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
72.53
IV
83.6%
B/E move
7.8%
Puts
Pseudo strike
76.93
IV
36.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
70.37
IV
85.0%
B/E move
6.5%
Puts
Pseudo strike
77.75
IV
34.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
67.59
IV
92.4%
B/E move
5.7%
Puts
Pseudo strike
78.57
IV
32.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
64.62
IV
100.8%
B/E move
5.0%
Puts
Pseudo strike
79.39
IV
30.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
61.17
IV
106.1%
B/E move
4.0%
Puts
Pseudo strike
80.37
IV
28.7%
B/E move
0.5%

Options history

No recorded observations