IntraAlpha
Create free account Start free

MannKind Corp MNKD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:52:02.208Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-21T17:51:48.498931625Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:00.489688+00:00

Share price$3.09
1D-1.6%
$3.06$3.09$3.11$3.13$3.165:30 AM6:30 AM9:00 AM1:00 PMMNKD
Sold putSold call

MannKind Corp options

Live interpolated MNKD call and put midpoint premiums by absolute delta.MannKind Corp$0.17$0.29$0.41$0.53$0.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEMNKD PRICE$0.20$0.24$0.28$0.31$0.35$0.39$0.43$0.46$0.50$0.54$0.58$0.61$0.19$0.19$0.19$0.20$0.20
PutsExpensive4.00×
CallsExpensive3.12×
SkewBearish+49.38 pp
Implied move——
TiltBullish67.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.81502.5%47.3%
25Δ5.80370.6%94.6%2.10409.9%38.0%
30Δ5.53351.9%86.9%2.40317.3%28.6%
35Δ5.25333.3%79.1%2.69224.7%19.2%
40Δ4.97314.6%71.4%2.98132.1%9.8%
45Δ4.70295.9%63.7%
50Δ4.42277.3%55.9%
55Δ4.15258.6%48.2%
60Δ3.87239.9%40.5%
65Δ3.59221.3%32.8%
70Δ3.32202.6%25.0%
75Δ3.04183.9%17.3%
80Δ2.77165.3%9.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.81
IV
502.5%
B/E move
47.3%

25Δ

Calls
Pseudo strike
5.80
IV
370.6%
B/E move
94.6%
Puts
Pseudo strike
2.10
IV
409.9%
B/E move
38.0%

30Δ

Calls
Pseudo strike
5.53
IV
351.9%
B/E move
86.9%
Puts
Pseudo strike
2.40
IV
317.3%
B/E move
28.6%

35Δ

Calls
Pseudo strike
5.25
IV
333.3%
B/E move
79.1%
Puts
Pseudo strike
2.69
IV
224.7%
B/E move
19.2%

40Δ

Calls
Pseudo strike
4.97
IV
314.6%
B/E move
71.4%
Puts
Pseudo strike
2.98
IV
132.1%
B/E move
9.8%

45Δ

Calls
Pseudo strike
4.70
IV
295.9%
B/E move
63.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.42
IV
277.3%
B/E move
55.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.15
IV
258.6%
B/E move
48.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.87
IV
239.9%
B/E move
40.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.59
IV
221.3%
B/E move
32.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.32
IV
202.6%
B/E move
25.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.04
IV
183.9%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.77
IV
165.3%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations