IntraAlpha
Create free account Start free

Karyopharm Therapeutics Inc. KPTI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-29T22:21:03.416Z

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 · 2026-10-29T22:19:05.14629513Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-29T22:21:02.712140+00:00

Share price$0.93
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$5.17$10.34$15.50$20.67$-0.30$0.43$1.15$1.88$2.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KPTI spot · $0.93KPTI PRICE$0.17$0.27$0.37$0.47$0.38$0.50$0.33$0.14$0.18$0.22$0.26$0.30$0.73$1.17$0.97$1.97$2.97$3.96$19.15
PutsExpensive1.29×
CallsExpensive1.79×
SkewBullish-195.72 pp
Implied moveBearish±$1.50
TiltBearish85.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.29401.0%487.2%0.64331.3%46.2%
25Δ7.47521.7%732.6%0.73320.1%40.8%
30Δ9.65642.5%977.9%0.82308.9%35.5%
35Δ11.84763.3%1223.3%0.91297.7%30.1%
40Δ7.25636.1%720.2%1.00286.5%24.8%
45Δ8.21800.0%836.9%1.43374.1%24.7%
50Δ4.39510.2%407.6%1.87462.9%24.7%
55Δ1.72372.1%19.0%
60Δ2.74428.4%17.5%
65Δ3.75484.7%15.9%
70Δ4.76540.9%14.3%
75Δ19.95771.8%14.0%
80Δ

20Δ

Calls
Pseudo strike
5.29
IV
401.0%
B/E move
487.2%
Puts
Pseudo strike
0.64
IV
331.3%
B/E move
46.2%

25Δ

Calls
Pseudo strike
7.47
IV
521.7%
B/E move
732.6%
Puts
Pseudo strike
0.73
IV
320.1%
B/E move
40.8%

30Δ

Calls
Pseudo strike
9.65
IV
642.5%
B/E move
977.9%
Puts
Pseudo strike
0.82
IV
308.9%
B/E move
35.5%

35Δ

Calls
Pseudo strike
11.84
IV
763.3%
B/E move
1223.3%
Puts
Pseudo strike
0.91
IV
297.7%
B/E move
30.1%

40Δ

Calls
Pseudo strike
7.25
IV
636.1%
B/E move
720.2%
Puts
Pseudo strike
1.00
IV
286.5%
B/E move
24.8%

45Δ

Calls
Pseudo strike
8.21
IV
800.0%
B/E move
836.9%
Puts
Pseudo strike
1.43
IV
374.1%
B/E move
24.7%

50Δ

Calls
Pseudo strike
4.39
IV
510.2%
B/E move
407.6%
Puts
Pseudo strike
1.87
IV
462.9%
B/E move
24.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.72
IV
372.1%
B/E move
19.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.74
IV
428.4%
B/E move
17.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
484.7%
B/E move
15.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.76
IV
540.9%
B/E move
14.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.95
IV
771.8%
B/E move
14.0%

80Δ

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

Options history

No recorded observations