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ArriVent BioPharma, Inc. Common Stock AVBP

i

Market dataready · fetched 2026-11-11T14:39:37.446Z

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 · 2026-11-11T14:39:34.851728478Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:39:37.099813+00:00

Share price$13.43
1D-1.3%
$13.45$13.50$13.55$13.60$13.655:30 AM6:30 AM9:00 AM1:00 PMAVBP
Sold putSold call

ArriVent BioPharma, Inc. Common Stock options

Live interpolated AVBP call and put midpoint premiums by absolute delta.ArriVent BioPharma, Inc. Common Stock$0.48$1.36$2.24$3.12$4.00$8.89$10.81$12.74$14.67$16.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —OPTION PRICELive AVBP spot · $13.43AVBP PRICE$1.69$2.05$2.41$2.77$2.93$3.10$3.26$0.58$0.72$0.85$1.02$1.34$1.66$1.98$2.30$2.61$2.89$3.18$3.46$3.75
PutsExpensive1.60×
Calls——
Skew——
Implied moveBearish±$3.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.60209.0%25.3%
25Δ11.27196.3%21.4%
30Δ11.93183.5%17.5%
35Δ12.57172.9%14.0%
40Δ13.08175.9%12.6%
45Δ13.58178.8%11.2%
50Δ14.32237.8%19.1%14.09181.8%9.8%
55Δ13.71252.7%17.3%14.60184.7%8.4%
60Δ13.11267.5%15.5%15.09185.0%7.1%
65Δ12.50282.4%13.7%15.52175.1%6.0%
70Δ12.02257.6%11.3%15.95165.1%4.9%
75Δ11.53232.8%8.9%16.38155.2%3.8%
80Δ11.04208.0%6.5%16.81145.3%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
209.0%
B/E move
25.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.27
IV
196.3%
B/E move
21.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.93
IV
183.5%
B/E move
17.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.57
IV
172.9%
B/E move
14.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.08
IV
175.9%
B/E move
12.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.58
IV
178.8%
B/E move
11.2%

50Δ

Calls
Pseudo strike
14.32
IV
237.8%
B/E move
19.1%
Puts
Pseudo strike
14.09
IV
181.8%
B/E move
9.8%

55Δ

Calls
Pseudo strike
13.71
IV
252.7%
B/E move
17.3%
Puts
Pseudo strike
14.60
IV
184.7%
B/E move
8.4%

60Δ

Calls
Pseudo strike
13.11
IV
267.5%
B/E move
15.5%
Puts
Pseudo strike
15.09
IV
185.0%
B/E move
7.1%

65Δ

Calls
Pseudo strike
12.50
IV
282.4%
B/E move
13.7%
Puts
Pseudo strike
15.52
IV
175.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
12.02
IV
257.6%
B/E move
11.3%
Puts
Pseudo strike
15.95
IV
165.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.53
IV
232.8%
B/E move
8.9%
Puts
Pseudo strike
16.38
IV
155.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
11.04
IV
208.0%
B/E move
6.5%
Puts
Pseudo strike
16.81
IV
145.3%
B/E move
2.7%

Options history

IV · four-Friday blend122.82%
Daily EOD
AVBP93.0%109.0%125.0%2026-10-19: 99.30%2026-10-20: 98.31%2026-10-21: 95.23%2026-10-22: 101.19%2026-10-23: 105.19%2026-10-26: 111.75%2026-10-27: 115.33%2026-10-28: 105.13%2026-10-29: 115.35%2026-10-30: 122.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.30%
98.31%
95.23%
101.19%
105.19%
111.75%
115.33%
105.13%
115.35%
122.82%