DNTHDianthus Therapeutics, Inc. Common Stock
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $4.7B|NASDAQ
● 2026-05-15$85.34
NEUTRAL
Analysis: 2026-05-14 EOD data
1Y +355.1%YTD +115.1%7D -1.6%
Options Vol
372
30D
Implied Move
±8.6%
IV Rank
6%
DNTH Options Overview
IV is elevated. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
Loading score history...
Value
Is IV priced right?
4.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 81.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.03x — IV premium over HV
Sector Relative≤50%
Sector percentile 59% — above sector median
Term Structure
<1.1xFront/Back 0.82x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 73.3% — normal range
Spread-Adjusted Value
<80%Effective IV 156.9% (ATM 73.3% + spread 41.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 57.58% (spread 41.78% + slippage 15.80%) — high friction
Vega Efficiency
≥5.0Vega efficiency 7.01 (vega 29.288 / spread 41.78%) — efficient
Sentiment
Bullish or bearish?
6.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Moderate signal (Conviction: +68%, Raw: +71%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +68% (strong bullish) — Raw: +71%
OI Skew Magnitude
≥15%|OI skew| 58.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew -93.5%, OI skew +58.7% — divergent (opposite)
Conviction Quality
≥2/3 conditions0-DTE 95%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +0%, ATM: -100%, OTM: +71% — strong bearish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 98% — very bearish vs sector
Activity
Unusual activity?
5.8
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 2.2x avg — hot
Turnover Rate
≥15%Vol/OI 3.5% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days2 day(s) elevated — sustained
OI Build
≥5%OI change -6.2% (5d) — unwinding
Sector Relative≥60%
Sector activity percentile 68% — active vs sector
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 85% — highly urgent
Flow Conviction
≥30Conviction +68 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 41.8% — wide
Adequate OI
≥10,000OI 10,493 — adequate
Active Volume
≥500Volume 372/day — thin
Reasonable Cost
≤$0.50$2.09 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 83% — much wider than sector
Order Book Depth
≥100 contractsDepth 22.4 contracts (bid:8.1 ask:14.3) — thin
Execution Quality
<1.0%Avg slippage 15.80% — poor
Timing
Is now a good time?
7.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -17.8% — contango
IV Percentile Clarity
<30 or >70IV percentile 82% — seller opportunity
Event Detection
≥10pts kinkIV kink -12.1pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 829.67 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +68% @ 84% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.6
bullishIV fair, bullish flow
Long Puts4.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call4.3
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.