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Karyopharm Therapeutics Inc. KPTI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-29T21:33:23.977Z

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 · 2026-10-29T21:32:06.68469273Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-29T21:33:22.155155+00:00

Share price$0.96
1D+12.4%
AH$0.78$0.82$0.86$0.89$0.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKPTI
Sold putSold callAH

Karyopharm Therapeutics Inc. options

Live interpolated KPTI call and put midpoint premiums by absolute delta.Karyopharm Therapeutics Inc.$0.00$3.28$6.56$9.84$13.12$-0.33$0.39$1.11$1.83$2.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KPTI spot · $0.96KPTI PRICE$0.17$0.27$0.36$0.46$0.32$0.50$0.39$0.16$0.15$0.19$0.24$0.28$0.53$0.95$0.90$1.72$2.76$3.80$12.16
PutsExpensive1.34×
CallsExpensive1.62×
SkewBullish-124.16 pp
Implied moveBearish±$1.29
TiltBearish80.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.19389.6%456.5%0.66338.8%46.7%
25Δ7.31508.4%685.8%0.76327.9%41.1%
30Δ9.42627.2%915.1%0.86317.1%35.5%
35Δ11.54746.0%1144.4%0.95306.2%30.0%
40Δ5.97553.1%553.2%1.23346.8%27.4%
45Δ8.55800.0%839.1%1.65432.2%27.4%
50Δ5.39596.6%498.8%1.64412.6%23.6%
55Δ1.26199.9%48.2%2.48435.7%20.7%
60Δ3.54497.2%19.2%
65Δ4.59558.7%17.6%
70Δ12.96739.3%17.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
5.19
IV
389.6%
B/E move
456.5%
Puts
Pseudo strike
0.66
IV
338.8%
B/E move
46.7%

25Δ

Calls
Pseudo strike
7.31
IV
508.4%
B/E move
685.8%
Puts
Pseudo strike
0.76
IV
327.9%
B/E move
41.1%

30Δ

Calls
Pseudo strike
9.42
IV
627.2%
B/E move
915.1%
Puts
Pseudo strike
0.86
IV
317.1%
B/E move
35.5%

35Δ

Calls
Pseudo strike
11.54
IV
746.0%
B/E move
1144.4%
Puts
Pseudo strike
0.95
IV
306.2%
B/E move
30.0%

40Δ

Calls
Pseudo strike
5.97
IV
553.1%
B/E move
553.2%
Puts
Pseudo strike
1.23
IV
346.8%
B/E move
27.4%

45Δ

Calls
Pseudo strike
8.55
IV
800.0%
B/E move
839.1%
Puts
Pseudo strike
1.65
IV
432.2%
B/E move
27.4%

50Δ

Calls
Pseudo strike
5.39
IV
596.6%
B/E move
498.8%
Puts
Pseudo strike
1.64
IV
412.6%
B/E move
23.6%

55Δ

Calls
Pseudo strike
1.26
IV
199.9%
B/E move
48.2%
Puts
Pseudo strike
2.48
IV
435.7%
B/E move
20.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.54
IV
497.2%
B/E move
19.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.59
IV
558.7%
B/E move
17.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.96
IV
739.3%
B/E move
17.0%

75Δ

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

80Δ

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

Options history

No recorded observations