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Kazia Therapeutics Limited American Depositary Shares KZIA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T14:55:25.664Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:54:05.020761197Z

FundamentalsAlpha Vantage · ready · quarter 2025-12-31 · fetched 2026-11-11T14:54:34.238559+00:00

Share price$7.53
1D-0.3%
$7.42$7.48$7.54$7.60$7.675:30 AM6:30 AM9:00 AM1:00 PMKZIA
Sold putSold call

Kazia Therapeutics Limited American Depositary Shares options

Live interpolated KZIA call and put midpoint premiums by absolute delta.Kazia Therapeutics Limited American Depositary Shares$0.23$1.18$2.14$3.09$4.05$4.90$5.99$7.08$8.16$9.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KZIA spot · $7.53KZIA PRICE$2.50$2.14$2.43$2.52$2.56$2.61$2.66$0.33$0.43$0.52$0.61$0.70$0.84$1.18$1.51$1.85$2.18$2.52$2.93$3.77
PutsExpensive1.66×
Calls——
Skew——
Implied moveBullish±$3.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.03157.6%24.4%
25Δ6.33160.0%21.5%
30Δ6.64162.4%18.7%
35Δ6.95164.8%15.8%
40Δ7.26167.2%13.0%
45Δ7.58170.7%10.5%
50Δ16.97800.0%158.6%8.00178.4%9.4%
55Δ11.79676.7%85.0%8.41186.1%8.4%
60Δ10.33682.3%69.6%8.82193.9%7.3%
65Δ8.32593.5%44.0%9.24201.6%6.3%
70Δ7.14507.6%28.8%9.65209.3%5.3%
75Δ6.56440.6%21.7%10.14216.9%4.2%
80Δ5.98373.6%14.7%11.06223.6%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.03
IV
157.6%
B/E move
24.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.33
IV
160.0%
B/E move
21.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.64
IV
162.4%
B/E move
18.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.95
IV
164.8%
B/E move
15.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
167.2%
B/E move
13.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.58
IV
170.7%
B/E move
10.5%

50Δ

Calls
Pseudo strike
16.97
IV
800.0%
B/E move
158.6%
Puts
Pseudo strike
8.00
IV
178.4%
B/E move
9.4%

55Δ

Calls
Pseudo strike
11.79
IV
676.7%
B/E move
85.0%
Puts
Pseudo strike
8.41
IV
186.1%
B/E move
8.4%

60Δ

Calls
Pseudo strike
10.33
IV
682.3%
B/E move
69.6%
Puts
Pseudo strike
8.82
IV
193.9%
B/E move
7.3%

65Δ

Calls
Pseudo strike
8.32
IV
593.5%
B/E move
44.0%
Puts
Pseudo strike
9.24
IV
201.6%
B/E move
6.3%

70Δ

Calls
Pseudo strike
7.14
IV
507.6%
B/E move
28.8%
Puts
Pseudo strike
9.65
IV
209.3%
B/E move
5.3%

75Δ

Calls
Pseudo strike
6.56
IV
440.6%
B/E move
21.7%
Puts
Pseudo strike
10.14
IV
216.9%
B/E move
4.2%

80Δ

Calls
Pseudo strike
5.98
IV
373.6%
B/E move
14.7%
Puts
Pseudo strike
11.06
IV
223.6%
B/E move
3.3%

Options history

IV · four-Friday blend167.28%
Daily EOD
KZIA167.1%167.3%167.5%2026-10-29: 167.28%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
167.28%