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MoonLake Immunotherapeutics Class A Ordinary Shares MLTX

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Market datapartial · fetched 2026-10-22T18:30:40.600Z

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 · 2026-10-22T18:30:29.711460805Z

FundamentalsAlpha Vantage · unavailable

Share price$12.64
1D+17.3%
$10.49$11.24$11.99$12.73$13.485:30 AM6:30 AM9:00 AM1:00 PMMLTX
Sold putSold call

MoonLake Immunotherapeutics Class A Ordinary Shares options

Live interpolated MLTX call and put midpoint premiums by absolute delta.MoonLake Immunotherapeutics Class A Ordinary Shares$0.21$1.57$2.92$4.27$5.62$8.28$10.70$13.12$15.53$17.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLTX spot · $12.64MLTX PRICE$0.36$0.50$0.55$0.70$0.85$0.95$1.04$1.27$1.51$1.78$2.11$2.43$2.74$0.45$0.57$0.72$0.88$1.07$1.28$1.55$2.01$2.36$2.55$2.74$4.21$5.23
PutsExpensive1.11×
CallsCheap0.78×
SkewBearish+0.57 pp
Implied moveBearish±$2.59
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.6698.6%34.7%10.3999.1%21.4%
25Δ16.23106.2%32.3%10.9993.7%17.6%
30Δ15.0592.7%23.4%11.4391.8%15.3%
35Δ14.5593.9%20.6%11.8790.0%13.1%
40Δ14.0996.1%18.2%12.2889.5%11.3%
45Δ13.5891.2%14.9%12.6889.5%9.8%
50Δ13.0584.4%11.5%13.1291.0%8.5%
55Δ12.6587.7%10.1%13.6898.4%7.7%
60Δ12.2692.0%9.0%14.16100.1%6.6%
65Δ11.8496.1%7.8%14.5394.2%5.3%
70Δ11.3699.6%6.5%14.8988.3%3.9%
75Δ10.88101.8%5.3%16.41108.2%3.5%
80Δ10.4099.4%4.0%17.53113.6%2.6%

20Δ

Calls
Pseudo strike
16.66
IV
98.6%
B/E move
34.7%
Puts
Pseudo strike
10.39
IV
99.1%
B/E move
21.4%

25Δ

Calls
Pseudo strike
16.23
IV
106.2%
B/E move
32.3%
Puts
Pseudo strike
10.99
IV
93.7%
B/E move
17.6%

30Δ

Calls
Pseudo strike
15.05
IV
92.7%
B/E move
23.4%
Puts
Pseudo strike
11.43
IV
91.8%
B/E move
15.3%

35Δ

Calls
Pseudo strike
14.55
IV
93.9%
B/E move
20.6%
Puts
Pseudo strike
11.87
IV
90.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
14.09
IV
96.1%
B/E move
18.2%
Puts
Pseudo strike
12.28
IV
89.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
13.58
IV
91.2%
B/E move
14.9%
Puts
Pseudo strike
12.68
IV
89.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
13.05
IV
84.4%
B/E move
11.5%
Puts
Pseudo strike
13.12
IV
91.0%
B/E move
8.5%

55Δ

Calls
Pseudo strike
12.65
IV
87.7%
B/E move
10.1%
Puts
Pseudo strike
13.68
IV
98.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
12.26
IV
92.0%
B/E move
9.0%
Puts
Pseudo strike
14.16
IV
100.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
11.84
IV
96.1%
B/E move
7.8%
Puts
Pseudo strike
14.53
IV
94.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
11.36
IV
99.6%
B/E move
6.5%
Puts
Pseudo strike
14.89
IV
88.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.88
IV
101.8%
B/E move
5.3%
Puts
Pseudo strike
16.41
IV
108.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
10.40
IV
99.4%
B/E move
4.0%
Puts
Pseudo strike
17.53
IV
113.6%
B/E move
2.6%

Options history

No recorded observations