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Lakefront Biotherapeutics American Depositary Shares LKFT

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Market datapartial · fetched 2026-11-04T09:55:24.574Z

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 · 2026-11-03T21:00:00.707281568Z

FundamentalsAlpha Vantage · unavailable

Share price$32.15
1D-0.1%
AH$31.97$32.08$32.19$32.30$32.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLKFT
Sold putSold callAH

Lakefront Biotherapeutics American Depositary Shares options

Live interpolated LKFT call and put midpoint premiums by absolute delta.Lakefront Biotherapeutics American Depositary Shares$2.44$2.57$2.70$2.83$2.96$29.04$30.43$31.82$33.20$34.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LKFT spot · $32.15LKFT PRICE$2.46$2.51$2.56$2.60$2.65$2.70$2.74$2.45$2.51$2.56$2.61$2.66$2.71$2.77$2.82$2.87$2.92
Puts——
Calls——
Skew——
Implied moveBalanced±$5.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ30.03130.7%14.2%
40Δ30.53121.4%12.8%
45Δ34.77126.2%15.8%31.03112.0%11.5%
50Δ33.99114.3%13.5%31.52102.6%10.1%
55Δ33.21102.3%11.2%32.0293.2%8.7%
60Δ32.4390.4%9.0%32.5183.9%7.3%
65Δ31.6578.4%6.7%33.0174.5%5.9%
70Δ30.8766.5%4.4%33.5065.1%4.6%
75Δ30.0954.6%2.1%34.0055.8%3.2%
80Δ34.4946.4%1.8%

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
30.03
IV
130.7%
B/E move
14.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.53
IV
121.4%
B/E move
12.8%

45Δ

Calls
Pseudo strike
34.77
IV
126.2%
B/E move
15.8%
Puts
Pseudo strike
31.03
IV
112.0%
B/E move
11.5%

50Δ

Calls
Pseudo strike
33.99
IV
114.3%
B/E move
13.5%
Puts
Pseudo strike
31.52
IV
102.6%
B/E move
10.1%

55Δ

Calls
Pseudo strike
33.21
IV
102.3%
B/E move
11.2%
Puts
Pseudo strike
32.02
IV
93.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
32.43
IV
90.4%
B/E move
9.0%
Puts
Pseudo strike
32.51
IV
83.9%
B/E move
7.3%

65Δ

Calls
Pseudo strike
31.65
IV
78.4%
B/E move
6.7%
Puts
Pseudo strike
33.01
IV
74.5%
B/E move
5.9%

70Δ

Calls
Pseudo strike
30.87
IV
66.5%
B/E move
4.4%
Puts
Pseudo strike
33.50
IV
65.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
30.09
IV
54.6%
B/E move
2.1%
Puts
Pseudo strike
34.00
IV
55.8%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.49
IV
46.4%
B/E move
1.8%

Options history

IV · four-Friday blend59.12%
Daily EOD
LKFT47.5%53.7%60.0%2026-10-19: 49.40%2026-10-20: 53.32%2026-10-21: 48.34%2026-10-28: 54.98%2026-10-29: 58.17%2026-10-30: 59.12%Oct 19Oct 21Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.40%
53.32%
48.34%
54.98%
58.17%
59.12%