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Kazia Therapeutics Ltd ADR KZIA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T09:57:12.991Z

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 · 2026-10-21T20:00:00.276224222Z

FundamentalsAlpha Vantage · ready · quarter 2025-12-31 · fetched 2026-10-22T09:57:11.745280+00:00

Share price$8.18
1D+1.0%
AH$8.05$8.14$8.23$8.31$8.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKZIA
Sold putSold callAH

Kazia Therapeutics Ltd ADR options

Live interpolated KZIA call and put midpoint premiums by absolute delta.Kazia Therapeutics Ltd ADR$0.19$1.34$2.49$3.63$4.78$1.20$4.64$8.07$11.50$14.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KZIA spot · $8.18KZIA PRICE$0.32$0.54$0.64$0.75$0.86$1.42$2.29$2.40$2.00$1.61$1.93$2.61$3.30$2.50$2.50$2.51$2.54$2.58$2.61$2.65$2.68$2.87$3.27$3.66$4.06$4.45
PutsExpensive2.61×
CallsExpensive2.54×
SkewBearish+9.65 pp
Implied moveBearish±$4.94
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.72146.4%59.3%5.70500.6%60.9%
25Δ14.52202.4%84.0%6.76401.7%47.9%
30Δ13.19190.8%69.1%7.63323.7%37.4%
35Δ11.86179.2%54.2%8.05295.0%32.6%
40Δ10.54167.5%39.3%8.48266.3%27.8%
45Δ14.88284.5%99.3%8.91237.5%23.0%
50Δ23.07488.8%210.1%9.33208.8%18.2%
55Δ16.51433.3%131.2%9.76180.1%13.4%
60Δ12.66301.3%79.3%10.24161.5%10.0%
65Δ8.82169.4%27.5%10.77155.7%8.3%
70Δ6.97137.6%8.8%11.30149.9%6.6%
75Δ6.17158.0%7.4%11.83144.0%4.9%
80Δ5.37178.4%5.9%12.36138.2%3.2%

20Δ

Calls
Pseudo strike
12.72
IV
146.4%
B/E move
59.3%
Puts
Pseudo strike
5.70
IV
500.6%
B/E move
60.9%

25Δ

Calls
Pseudo strike
14.52
IV
202.4%
B/E move
84.0%
Puts
Pseudo strike
6.76
IV
401.7%
B/E move
47.9%

30Δ

Calls
Pseudo strike
13.19
IV
190.8%
B/E move
69.1%
Puts
Pseudo strike
7.63
IV
323.7%
B/E move
37.4%

35Δ

Calls
Pseudo strike
11.86
IV
179.2%
B/E move
54.2%
Puts
Pseudo strike
8.05
IV
295.0%
B/E move
32.6%

40Δ

Calls
Pseudo strike
10.54
IV
167.5%
B/E move
39.3%
Puts
Pseudo strike
8.48
IV
266.3%
B/E move
27.8%

45Δ

Calls
Pseudo strike
14.88
IV
284.5%
B/E move
99.3%
Puts
Pseudo strike
8.91
IV
237.5%
B/E move
23.0%

50Δ

Calls
Pseudo strike
23.07
IV
488.8%
B/E move
210.1%
Puts
Pseudo strike
9.33
IV
208.8%
B/E move
18.2%

55Δ

Calls
Pseudo strike
16.51
IV
433.3%
B/E move
131.2%
Puts
Pseudo strike
9.76
IV
180.1%
B/E move
13.4%

60Δ

Calls
Pseudo strike
12.66
IV
301.3%
B/E move
79.3%
Puts
Pseudo strike
10.24
IV
161.5%
B/E move
10.0%

65Δ

Calls
Pseudo strike
8.82
IV
169.4%
B/E move
27.5%
Puts
Pseudo strike
10.77
IV
155.7%
B/E move
8.3%

70Δ

Calls
Pseudo strike
6.97
IV
137.6%
B/E move
8.8%
Puts
Pseudo strike
11.30
IV
149.9%
B/E move
6.6%

75Δ

Calls
Pseudo strike
6.17
IV
158.0%
B/E move
7.4%
Puts
Pseudo strike
11.83
IV
144.0%
B/E move
4.9%

80Δ

Calls
Pseudo strike
5.37
IV
178.4%
B/E move
5.9%
Puts
Pseudo strike
12.36
IV
138.2%
B/E move
3.2%

Options history

No recorded observations