IntraAlpha
Create free account Start free

Kyverna Therapeutics, Inc. Common Stock KYTX

i

Market datapartial · fetched 2026-11-07T21:45:07.106Z

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 · 2026-11-06T21:26:28.887138765Z

FundamentalsAlpha Vantage · unavailable

Share price$4.88
1D+6.6%
AH$4.55$4.66$4.78$4.90$5.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKYTX
Sold putSold callAH

Kyverna Therapeutics, Inc. Common Stock options

Live interpolated KYTX call and put midpoint premiums by absolute delta.Kyverna Therapeutics, Inc. Common Stock$0.86$1.14$1.43$1.71$2.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEKYTX PRICE$0.89$1.12$1.36$1.60$1.83$1.00$1.23$1.46$1.69$1.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ5.29191.9%12.1%
55Δ5.59189.8%10.7%
60Δ4.62193.3%12.8%5.89187.6%9.2%
65Δ4.30206.7%11.2%6.18185.4%7.8%
70Δ3.99220.1%9.6%6.48183.2%6.4%
75Δ3.67233.5%8.0%
80Δ3.36246.9%6.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.29
IV
191.9%
B/E move
12.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.59
IV
189.8%
B/E move
10.7%

60Δ

Calls
Pseudo strike
4.62
IV
193.3%
B/E move
12.8%
Puts
Pseudo strike
5.89
IV
187.6%
B/E move
9.2%

65Δ

Calls
Pseudo strike
4.30
IV
206.7%
B/E move
11.2%
Puts
Pseudo strike
6.18
IV
185.4%
B/E move
7.8%

70Δ

Calls
Pseudo strike
3.99
IV
220.1%
B/E move
9.6%
Puts
Pseudo strike
6.48
IV
183.2%
B/E move
6.4%

75Δ

Calls
Pseudo strike
3.67
IV
233.5%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.36
IV
246.9%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend177.57%
Daily EOD
KYTX177.4%177.6%177.8%2026-10-20: 177.57%Oct 20
1 observations2026-10-20 — 2026-10-20
Table
DateIV (%)
177.57%