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Lakefront Biotherapeutics American Depositary Shares LKFT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T02:13:01.316Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T21:47:36.316854912Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:05:57.515466+00:00

Share price$34.00
1D-0.4%
AH$33.62$34.12$34.63$35.13$35.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLKFT
Sold putSold callAH

Lakefront Biotherapeutics American Depositary Shares options

Live interpolated LKFT call and put midpoint premiums by absolute delta.Lakefront Biotherapeutics American Depositary Shares$0.61$1.57$2.53$3.49$4.45$27.32$30.91$34.51$38.10$41.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LKFT spot · $34.00LKFT PRICE$0.71$1.04$1.38$1.71$2.05$2.38$2.71$2.96$3.20$3.44$3.69$3.93$4.17$2.45$2.45$2.45$2.45$2.45
Puts——
CallsExpensive1.62×
Skew——
Implied moveBullish±$5.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2049.0%17.4%
25Δ38.5052.9%16.3%
30Δ37.8156.9%15.2%30.22103.2%18.3%
35Δ37.1160.9%14.2%31.2391.3%15.4%
40Δ36.4264.9%13.1%32.2379.4%12.4%
45Δ35.7268.8%12.1%33.2367.5%9.5%
50Δ35.0372.8%11.0%34.2355.6%6.5%
55Δ34.3268.6%9.7%
60Δ33.6264.1%8.3%
65Δ32.9259.6%6.9%
70Δ32.2155.1%5.6%
75Δ31.5150.6%4.2%
80Δ30.8146.0%2.9%

20Δ

Calls
Pseudo strike
39.20
IV
49.0%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
38.50
IV
52.9%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
37.81
IV
56.9%
B/E move
15.2%
Puts
Pseudo strike
30.22
IV
103.2%
B/E move
18.3%

35Δ

Calls
Pseudo strike
37.11
IV
60.9%
B/E move
14.2%
Puts
Pseudo strike
31.23
IV
91.3%
B/E move
15.4%

40Δ

Calls
Pseudo strike
36.42
IV
64.9%
B/E move
13.1%
Puts
Pseudo strike
32.23
IV
79.4%
B/E move
12.4%

45Δ

Calls
Pseudo strike
35.72
IV
68.8%
B/E move
12.1%
Puts
Pseudo strike
33.23
IV
67.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
35.03
IV
72.8%
B/E move
11.0%
Puts
Pseudo strike
34.23
IV
55.6%
B/E move
6.5%

55Δ

Calls
Pseudo strike
34.32
IV
68.6%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.62
IV
64.1%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.92
IV
59.6%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.21
IV
55.1%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.51
IV
50.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.81
IV
46.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend59.12%
Daily EOD
LKFT47.5%53.7%60.0%2026-10-19: 49.40%2026-10-20: 53.32%2026-10-21: 48.34%2026-10-28: 54.98%2026-10-29: 58.17%2026-10-30: 59.12%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.40%
53.32%
48.34%
54.98%
58.17%
59.12%