IntraAlpha
Create free account Start free

Kazia Therapeutics Limited American Depositary Shares KZIA

i

Market datapartial · fetched 2026-10-22T16:04:58.212Z

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 · 2026-10-22T16:02:32.634726219Z

FundamentalsAlpha Vantage · unavailable

Share price$8.21
1D+2.1%
$8.02$8.09$8.16$8.24$8.315:30 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$0.56$2.58$4.60$6.62$8.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEKZIA PRICE$0.78$1.01$1.24$1.47$1.70$1.93$3.13$3.65$4.17$4.70$8.05
PutsExpensive1.84×
CallsExpensive1.75×
SkewBearish+10.86 pp
Implied move——
TiltBearish48.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ9.85141.4%29.5%
45Δ9.42149.9%27.0%
50Δ8.98158.4%24.5%
55Δ8.55166.9%22.0%
60Δ8.11175.4%19.5%10.49169.7%10.4%
65Δ7.68183.9%17.0%11.16167.4%8.6%
70Δ11.83165.0%6.8%
75Δ12.49162.7%5.0%
80Δ15.91202.6%4.3%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
9.85
IV
141.4%
B/E move
29.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.42
IV
149.9%
B/E move
27.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.98
IV
158.4%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.55
IV
166.9%
B/E move
22.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
8.11
IV
175.4%
B/E move
19.5%
Puts
Pseudo strike
10.49
IV
169.7%
B/E move
10.4%

65Δ

Calls
Pseudo strike
7.68
IV
183.9%
B/E move
17.0%
Puts
Pseudo strike
11.16
IV
167.4%
B/E move
8.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.83
IV
165.0%
B/E move
6.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.49
IV
162.7%
B/E move
5.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.91
IV
202.6%
B/E move
4.3%

Options history

No recorded observations