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MoonLake Immunotherapeutics MLTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T20:44:17.610Z

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 · 2026-10-22T20:44:00.729765873Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:44:17.035945+00:00

Share price$12.69
1D+15.3%
AH$10.49$11.24$11.99$12.73$13.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLTX
Sold putSold callAH

MoonLake Immunotherapeutics options

Live interpolated MLTX call and put midpoint premiums by absolute delta.MoonLake Immunotherapeutics$0.30$2.10$3.91$5.71$7.52$7.99$10.50$13.01$15.52$18.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLTX spot · $12.69MLTX PRICE$0.62$0.49$0.51$0.64$0.76$0.86$0.97$1.21$1.47$1.72$1.95$2.17$2.49$0.51$0.63$0.78$0.94$1.14$1.35$1.66$2.10$2.45$2.74$3.47$4.75$7.00
PutsExpensive1.21×
CallsCheap0.78×
SkewBearish+8.77 pp
Implied moveBearish±$2.62
TiltBearish30.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.63191.6%91.1%10.28108.9%23.0%
25Δ16.69109.2%35.4%10.92102.1%19.0%
30Δ14.8684.7%21.1%11.4298.5%16.2%
35Δ14.4085.4%18.5%11.8995.3%13.7%
40Δ13.9485.5%15.9%12.3394.0%11.8%
45Δ13.4981.3%13.1%12.7593.3%10.2%
50Δ13.0477.1%10.4%13.2395.5%8.8%
55Δ12.6682.1%9.3%13.78102.1%7.9%
60Δ12.2987.9%8.5%14.28102.6%6.8%
65Δ11.9192.1%7.5%14.7599.2%5.4%
70Δ11.5190.3%6.0%15.60104.4%4.4%
75Δ11.1088.5%4.6%16.95120.0%3.9%
80Δ10.6487.3%3.4%19.28141.2%3.2%

20Δ

Calls
Pseudo strike
23.63
IV
191.6%
B/E move
91.1%
Puts
Pseudo strike
10.28
IV
108.9%
B/E move
23.0%

25Δ

Calls
Pseudo strike
16.69
IV
109.2%
B/E move
35.4%
Puts
Pseudo strike
10.92
IV
102.1%
B/E move
19.0%

30Δ

Calls
Pseudo strike
14.86
IV
84.7%
B/E move
21.1%
Puts
Pseudo strike
11.42
IV
98.5%
B/E move
16.2%

35Δ

Calls
Pseudo strike
14.40
IV
85.4%
B/E move
18.5%
Puts
Pseudo strike
11.89
IV
95.3%
B/E move
13.7%

40Δ

Calls
Pseudo strike
13.94
IV
85.5%
B/E move
15.9%
Puts
Pseudo strike
12.33
IV
94.0%
B/E move
11.8%

45Δ

Calls
Pseudo strike
13.49
IV
81.3%
B/E move
13.1%
Puts
Pseudo strike
12.75
IV
93.3%
B/E move
10.2%

50Δ

Calls
Pseudo strike
13.04
IV
77.1%
B/E move
10.4%
Puts
Pseudo strike
13.23
IV
95.5%
B/E move
8.8%

55Δ

Calls
Pseudo strike
12.66
IV
82.1%
B/E move
9.3%
Puts
Pseudo strike
13.78
IV
102.1%
B/E move
7.9%

60Δ

Calls
Pseudo strike
12.29
IV
87.9%
B/E move
8.5%
Puts
Pseudo strike
14.28
IV
102.6%
B/E move
6.8%

65Δ

Calls
Pseudo strike
11.91
IV
92.1%
B/E move
7.5%
Puts
Pseudo strike
14.75
IV
99.2%
B/E move
5.4%

70Δ

Calls
Pseudo strike
11.51
IV
90.3%
B/E move
6.0%
Puts
Pseudo strike
15.60
IV
104.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
11.10
IV
88.5%
B/E move
4.6%
Puts
Pseudo strike
16.95
IV
120.0%
B/E move
3.9%

80Δ

Calls
Pseudo strike
10.64
IV
87.3%
B/E move
3.4%
Puts
Pseudo strike
19.28
IV
141.2%
B/E move
3.2%

Options history

No recorded observations