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Dianthus Therapeutics, Inc. Common Stock DNTH

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Market datapartial · fetched 2026-11-04T04:38:03.255Z

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 · 2026-11-04T00:00:50.054005668Z

FundamentalsAlpha Vantage · unavailable

Share price$82.00
1D+0.2%
AH$82$83$84$85$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDNTH
Sold putSold callAH

Dianthus Therapeutics, Inc. Common Stock options

Live interpolated DNTH call and put midpoint premiums by absolute delta.Dianthus Therapeutics, Inc. Common Stock$2.17$4.75$7.32$9.90$12.48$67.46$75.61$83.77$91.92$100.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DNTH spot · $82.00DNTH PRICE$2.45$2.45$2.57$2.93$3.44$4.01$4.95$5.90$6.86$7.89$8.92$10.13$11.73$2.45$2.45$2.59$2.79$3.09$3.80$4.50$5.21$6.01$6.99$7.98$8.97$10.85
PutsExpensive1.41×
CallsExpensive1.38×
SkewBullish-20.19 pp
Implied moveBullish±$9.46
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.87144.2%39.4%69.06112.0%18.8%
25Δ98.14104.8%22.7%73.6486.5%13.2%
30Δ92.0784.6%15.4%76.3772.8%10.0%
35Δ88.8876.5%12.0%78.3863.7%7.8%
40Δ86.8274.4%10.1%80.2556.5%5.9%
45Δ84.8172.8%8.3%81.5456.7%5.2%
50Δ83.1575.5%7.4%82.8257.0%4.5%
55Δ81.4878.2%6.6%84.1157.3%3.8%
60Δ79.8180.6%5.7%85.4457.2%3.1%
65Δ78.0079.7%4.7%86.8756.7%2.6%
70Δ76.2078.9%3.8%88.3156.1%2.0%
75Δ74.2878.4%2.9%89.7455.5%1.5%
80Δ72.1278.3%2.3%91.9556.4%1.1%

20Δ

Calls
Pseudo strike
111.87
IV
144.2%
B/E move
39.4%
Puts
Pseudo strike
69.06
IV
112.0%
B/E move
18.8%

25Δ

Calls
Pseudo strike
98.14
IV
104.8%
B/E move
22.7%
Puts
Pseudo strike
73.64
IV
86.5%
B/E move
13.2%

30Δ

Calls
Pseudo strike
92.07
IV
84.6%
B/E move
15.4%
Puts
Pseudo strike
76.37
IV
72.8%
B/E move
10.0%

35Δ

Calls
Pseudo strike
88.88
IV
76.5%
B/E move
12.0%
Puts
Pseudo strike
78.38
IV
63.7%
B/E move
7.8%

40Δ

Calls
Pseudo strike
86.82
IV
74.4%
B/E move
10.1%
Puts
Pseudo strike
80.25
IV
56.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
84.81
IV
72.8%
B/E move
8.3%
Puts
Pseudo strike
81.54
IV
56.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
83.15
IV
75.5%
B/E move
7.4%
Puts
Pseudo strike
82.82
IV
57.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
81.48
IV
78.2%
B/E move
6.6%
Puts
Pseudo strike
84.11
IV
57.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
79.81
IV
80.6%
B/E move
5.7%
Puts
Pseudo strike
85.44
IV
57.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
78.00
IV
79.7%
B/E move
4.7%
Puts
Pseudo strike
86.87
IV
56.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
76.20
IV
78.9%
B/E move
3.8%
Puts
Pseudo strike
88.31
IV
56.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
74.28
IV
78.4%
B/E move
2.9%
Puts
Pseudo strike
89.74
IV
55.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
72.12
IV
78.3%
B/E move
2.3%
Puts
Pseudo strike
91.95
IV
56.4%
B/E move
1.1%

Options history

IV · four-Friday blend70.22%
Daily EOD
DNTH69.9%71.2%72.5%2026-10-19: 70.04%2026-10-20: 70.98%2026-10-21: 70.06%2026-10-22: 70.90%2026-10-23: 70.20%2026-10-26: 71.49%2026-10-27: 70.52%2026-10-28: 72.31%2026-10-29: 71.06%2026-10-30: 70.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.04%
70.98%
70.06%
70.90%
70.20%
71.49%
70.52%
72.31%
71.06%
70.22%