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Kazia Therapeutics Limited American Depositary Shares KZIA

i

Market datapartial · fetched 2026-11-04T08:52:44.758Z

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 · 2026-11-03T21:00:00.660641151Z

FundamentalsAlpha Vantage · unavailable

Share price$8.08
1D+1.8%
AH$7.92$8.00$8.08$8.17$8.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKZIA
Sold putSold callAH

Kazia Therapeutics Limited American Depositary Shares options

Live interpolated KZIA call and put midpoint premiums by absolute delta.Kazia Therapeutics Limited American Depositary Shares$0.69$1.56$2.44$3.32$4.19$-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 unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEKZIA PRICE$2.50$2.50$1.92$2.19$2.47$0.78$1.19$1.60$2.00$2.41$2.79$3.08$3.37$3.65$3.94
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
35Δ7.54156.3%16.4%
40Δ8.05168.4%15.1%
45Δ8.56180.5%13.8%
50Δ9.06192.7%12.6%
55Δ15.57599.7%123.6%9.57204.8%11.3%
60Δ10.50473.7%60.9%10.06213.2%10.0%
65Δ10.47201.5%8.5%
70Δ7.07201.5%11.2%10.88189.8%7.0%
75Δ6.62195.9%9.1%11.29178.1%5.5%
80Δ6.17190.4%7.0%11.70166.4%4.0%

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
7.54
IV
156.3%
B/E move
16.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.05
IV
168.4%
B/E move
15.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.56
IV
180.5%
B/E move
13.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.06
IV
192.7%
B/E move
12.6%

55Δ

Calls
Pseudo strike
15.57
IV
599.7%
B/E move
123.6%
Puts
Pseudo strike
9.57
IV
204.8%
B/E move
11.3%

60Δ

Calls
Pseudo strike
10.50
IV
473.7%
B/E move
60.9%
Puts
Pseudo strike
10.06
IV
213.2%
B/E move
10.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.47
IV
201.5%
B/E move
8.5%

70Δ

Calls
Pseudo strike
7.07
IV
201.5%
B/E move
11.2%
Puts
Pseudo strike
10.88
IV
189.8%
B/E move
7.0%

75Δ

Calls
Pseudo strike
6.62
IV
195.9%
B/E move
9.1%
Puts
Pseudo strike
11.29
IV
178.1%
B/E move
5.5%

80Δ

Calls
Pseudo strike
6.17
IV
190.4%
B/E move
7.0%
Puts
Pseudo strike
11.70
IV
166.4%
B/E move
4.0%

Options history

IV · four-Friday blend167.28%
Daily EOD
KZIA167.1%167.3%167.5%2026-10-29: 167.28%Oct 29
1 observations2026-10-29 — 2026-10-29
Table
DateIV (%)
167.28%