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ArriVent BioPharma, Inc. Common Stock AVBP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T04:22:32.361Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:36:17.376553307Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:22:31.115963+00:00

Share price$19.12
1D-0.4%
AH$18.66$18.83$19.00$19.17$19.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVBP
Sold putSold callAH

ArriVent BioPharma, Inc. Common Stock options

Live interpolated AVBP call and put midpoint premiums by absolute delta.ArriVent BioPharma, Inc. Common Stock$1.41$3.60$5.78$7.96$10.15$-9.30$1.93$13.15$24.37$35.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVBP spot · $19.12AVBP PRICE$2.20$2.22$2.02$1.82$2.19$2.55$2.91$3.46$4.21$4.96$2.22$2.13$1.71$1.65$1.96$2.27$2.57$2.95$3.33$3.71$4.10$7.16$9.52
PutsCheap0.28×
CallsExpensive1.22×
SkewBullish-8.45 pp
Implied moveBearish±$4.40
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.28265.2%42.1%
25Δ15.32197.9%31.0%
30Δ16.76139.5%21.3%
35Δ31.62238.8%76.9%17.84108.0%15.3%
40Δ25.57191.6%45.4%18.54105.1%13.3%
45Δ22.56144.4%28.5%19.24102.1%11.2%
50Δ19.9599.9%13.9%19.9499.2%9.2%
55Δ19.26101.5%12.2%20.5896.3%7.8%
60Δ18.56103.1%10.4%21.2293.3%6.4%
65Δ17.86104.7%8.7%21.8690.3%5.1%
70Δ17.04109.6%7.2%22.4987.3%3.8%
75Δ16.08118.0%6.1%25.54118.5%3.8%
80Δ15.12126.4%5.0%28.08126.9%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.28
IV
265.2%
B/E move
42.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.32
IV
197.9%
B/E move
31.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.76
IV
139.5%
B/E move
21.3%

35Δ

Calls
Pseudo strike
31.62
IV
238.8%
B/E move
76.9%
Puts
Pseudo strike
17.84
IV
108.0%
B/E move
15.3%

40Δ

Calls
Pseudo strike
25.57
IV
191.6%
B/E move
45.4%
Puts
Pseudo strike
18.54
IV
105.1%
B/E move
13.3%

45Δ

Calls
Pseudo strike
22.56
IV
144.4%
B/E move
28.5%
Puts
Pseudo strike
19.24
IV
102.1%
B/E move
11.2%

50Δ

Calls
Pseudo strike
19.95
IV
99.9%
B/E move
13.9%
Puts
Pseudo strike
19.94
IV
99.2%
B/E move
9.2%

55Δ

Calls
Pseudo strike
19.26
IV
101.5%
B/E move
12.2%
Puts
Pseudo strike
20.58
IV
96.3%
B/E move
7.8%

60Δ

Calls
Pseudo strike
18.56
IV
103.1%
B/E move
10.4%
Puts
Pseudo strike
21.22
IV
93.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
17.86
IV
104.7%
B/E move
8.7%
Puts
Pseudo strike
21.86
IV
90.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
17.04
IV
109.6%
B/E move
7.2%
Puts
Pseudo strike
22.49
IV
87.3%
B/E move
3.8%

75Δ

Calls
Pseudo strike
16.08
IV
118.0%
B/E move
6.1%
Puts
Pseudo strike
25.54
IV
118.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
15.12
IV
126.4%
B/E move
5.0%
Puts
Pseudo strike
28.08
IV
126.9%
B/E move
2.9%

Options history

No recorded observations