DNTHDianthus Therapeutics, Inc. Common Stock
DNTH Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
DNTH Gamma Walls
Value
Is IV priced right?
Measures whether options are cheap, fair, or rich relative to historical and peer
IV Rank 84.4% — elevated vs history
IV/HV 1.72x — IV premium over HV
Sector percentile 62% — above sector median
Front/Back 0.80x — contango
Put/Call IV 1.16x — elevated
ATM IV 65.4% — normal range
Effective IV 150.0% (ATM 65.4% + spread 42.3% + bias) — expensive
Total drag 53.32% (spread 42.28% + slippage 11.04%) — high friction
Vega efficiency 6.86 (vega 29.002 / spread 42.28%) — acceptable
Sentiment
Bullish or bearish?
Analyzes
Conviction-weighted: +25% (bullish) — Raw: +47%
|OI skew| 89.7% — call-heavy
Vol skew -4.8%, OI skew +89.7% — divergent (opposite)
0-DTE 0%, far-OTM 15%, avg DTE 30
OI change +0.0% (5d) — stable
ITM: -100%, ATM: -33%, OTM: +82% — strong bearish (ITM/ATM aligned)
Sector P/C percentile 79% — very bearish vs sector
Activity
Unusual activity?
Detects volume surges,
Volume 0.3x avg — normal
Vol/OI 0.3% — normal turnover
1 day(s) elevated — may be one-day event
OI change +0.4% (5d) — stable
Sector activity percentile 16% — quiet vs sector
Large trade volume 0% — mostly retail
Aggressive execution 9% — patient
Conviction +25 (bullish) — mixed
Liquidity
Can I trade efficiently?
Evaluates
Spread 42.3% — wide
OI 7,928 — thin
Volume 21/day — thin
$2.11 to cross — expensive
0 liquid strikes — limited options
Sector spread percentile 85% — much wider than sector
Depth 11.4 contracts (bid:5.9 ask:5.5) — thin
Avg slippage 11.04% — poor
Timing
Is now a good time?
Considers earnings proximity,
Slope -19.8% — contango
IV percentile 84% — seller opportunity
IV kink -12.4pts — no clear event
θ/ν ratio 477.78 — favors income trades
4 liquid expirations — flexible
caution advised: FOMC in 5d; CPI in 0d (HIGH)
Spread ratio 1.00x — stable
Flow +25% @ 67% consistency — unclear
Score 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
For educational purposes only. Not investment advice.
The Options Desk tracks the move options price into every US earnings report the week of Sep 7, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.