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Kyverna Therapeutics, Inc. Common Stock KYTX

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Market datapartial · fetched 2026-10-22T23:22:54.934Z

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 · 2026-10-22T21:54:18.666439284Z

FundamentalsAlpha Vantage · unavailable

Share price$5.75
1D-5.0%
AH$5.64$5.75$5.86$5.97$6.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKYTX
Sold putSold callAH

Kyverna Therapeutics, Inc. Common Stock options

Live interpolated KYTX call and put midpoint premiums by absolute delta.Kyverna Therapeutics, Inc. Common Stock$0.13$1.06$1.98$2.91$3.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKYTX PRICE$0.23$0.49$0.74$0.99$1.24$1.50$1.75$2.00$2.26$2.45$2.45$2.64$2.88$3.11$3.34$3.57
PutsExpensive1.55×
CallsExpensive3.03×
SkewBullish-189.35 pp
Implied move——
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.73112.1%38.5%
25Δ8.28166.2%52.4%
30Δ8.82220.3%66.2%
35Δ9.36274.4%80.1%
40Δ9.91328.5%94.0%
45Δ10.45382.6%107.8%
50Δ11.00436.7%121.7%
55Δ11.54490.8%135.5%
60Δ12.08544.9%149.4%7.71195.2%12.0%
65Δ11.63559.3%144.8%8.04182.9%10.2%
70Δ7.92444.7%80.4%8.37170.7%8.5%
75Δ8.70158.5%6.8%
80Δ9.03146.3%5.1%

20Δ

Calls
Pseudo strike
7.73
IV
112.1%
B/E move
38.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
8.28
IV
166.2%
B/E move
52.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.82
IV
220.3%
B/E move
66.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.36
IV
274.4%
B/E move
80.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.91
IV
328.5%
B/E move
94.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.45
IV
382.6%
B/E move
107.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.00
IV
436.7%
B/E move
121.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.54
IV
490.8%
B/E move
135.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
12.08
IV
544.9%
B/E move
149.4%
Puts
Pseudo strike
7.71
IV
195.2%
B/E move
12.0%

65Δ

Calls
Pseudo strike
11.63
IV
559.3%
B/E move
144.8%
Puts
Pseudo strike
8.04
IV
182.9%
B/E move
10.2%

70Δ

Calls
Pseudo strike
7.92
IV
444.7%
B/E move
80.4%
Puts
Pseudo strike
8.37
IV
170.7%
B/E move
8.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.70
IV
158.5%
B/E move
6.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.03
IV
146.3%
B/E move
5.1%

Options history

No recorded observations