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MoonLake Immunotherapeutics Class A Ordinary Shares MLTX

i

Market datapartial · fetched 2026-11-12T01:24:09.776Z

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 · 2026-11-11T23:12:50.135964402Z

FundamentalsAlpha Vantage · unavailable

Share price$13.60
1D+6.4%
AH$12.51$12.88$13.24$13.61$13.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLTX
Sold putSold callAH

MoonLake Immunotherapeutics Class A Ordinary Shares options

Live interpolated MLTX call and put midpoint premiums by absolute delta.MoonLake Immunotherapeutics Class A Ordinary Shares$0.01$2.46$4.91$7.36$9.81$10.09$11.63$13.17$14.72$16.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MLTX spot · $13.60MLTX PRICE$0.28$0.32$0.38$0.46$0.54$0.62$0.74$0.87$1.00$1.12$1.29$1.46$1.63$0.35$0.45$0.53$0.61$0.65$0.68$0.72$0.75$0.88$5.10$5.75$9.10
Puts——
CallsFair1.02×
Skew——
Implied moveBalanced±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.46127.3%23.1%11.67131.1%16.8%
25Δ15.56109.4%16.8%12.12127.4%14.2%
30Δ14.98101.0%13.0%12.51118.6%11.9%
35Δ14.6698.4%11.2%12.91109.9%9.5%
40Δ14.3495.8%9.4%13.17100.6%7.9%
45Δ14.0293.2%7.6%13.3991.1%6.6%
50Δ13.7693.3%6.7%13.6181.7%5.2%
55Δ13.5193.5%5.7%13.8372.2%3.8%
60Δ13.2693.7%4.8%14.1068.9%2.8%
65Δ13.0093.9%3.9%
70Δ12.7491.9%3.2%17.90245.6%5.9%
75Δ12.4889.9%2.5%18.74238.6%4.5%
80Δ12.2287.9%1.8%22.16292.9%4.0%

20Δ

Calls
Pseudo strike
16.46
IV
127.3%
B/E move
23.1%
Puts
Pseudo strike
11.67
IV
131.1%
B/E move
16.8%

25Δ

Calls
Pseudo strike
15.56
IV
109.4%
B/E move
16.8%
Puts
Pseudo strike
12.12
IV
127.4%
B/E move
14.2%

30Δ

Calls
Pseudo strike
14.98
IV
101.0%
B/E move
13.0%
Puts
Pseudo strike
12.51
IV
118.6%
B/E move
11.9%

35Δ

Calls
Pseudo strike
14.66
IV
98.4%
B/E move
11.2%
Puts
Pseudo strike
12.91
IV
109.9%
B/E move
9.5%

40Δ

Calls
Pseudo strike
14.34
IV
95.8%
B/E move
9.4%
Puts
Pseudo strike
13.17
IV
100.6%
B/E move
7.9%

45Δ

Calls
Pseudo strike
14.02
IV
93.2%
B/E move
7.6%
Puts
Pseudo strike
13.39
IV
91.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
13.76
IV
93.3%
B/E move
6.7%
Puts
Pseudo strike
13.61
IV
81.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
13.51
IV
93.5%
B/E move
5.7%
Puts
Pseudo strike
13.83
IV
72.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
13.26
IV
93.7%
B/E move
4.8%
Puts
Pseudo strike
14.10
IV
68.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
13.00
IV
93.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.74
IV
91.9%
B/E move
3.2%
Puts
Pseudo strike
17.90
IV
245.6%
B/E move
5.9%

75Δ

Calls
Pseudo strike
12.48
IV
89.9%
B/E move
2.5%
Puts
Pseudo strike
18.74
IV
238.6%
B/E move
4.5%

80Δ

Calls
Pseudo strike
12.22
IV
87.9%
B/E move
1.8%
Puts
Pseudo strike
22.16
IV
292.9%
B/E move
4.0%

Options history

IV · four-Friday blend100.04%
Daily EOD
MLTX84.9%94.5%104.0%2026-10-19: 86.26%2026-10-20: 86.79%2026-10-21: 93.02%2026-10-22: 91.77%2026-10-23: 102.72%2026-10-26: 95.34%2026-10-27: 96.90%2026-10-28: 100.77%2026-10-29: 95.27%2026-10-30: 100.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
86.26%
86.79%
93.02%
91.77%
102.72%
95.34%
96.90%
100.77%
95.27%
100.04%