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ArriVent BioPharma, Inc. Common Stock AVBP

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Market datapartial · fetched 2026-10-23T06:57:26.160Z

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 · 2026-10-22T20:00:01.118223822Z

FundamentalsAlpha Vantage · unavailable

Share price$19.20
1D+0.4%
AH$18.71$18.97$19.23$19.49$19.755:30 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$0.84$3.49$6.14$8.78$11.43$-9.30$1.83$12.95$24.08$35.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVBP spot · $19.20AVBP PRICE$1.97$1.13$1.34$1.55$1.76$2.11$2.46$2.81$3.24$3.87$4.49$2.22$2.19$2.07$2.16$2.56$2.95$3.39$3.88$4.36$5.22$6.44$8.42$10.67
PutsCheap0.33×
CallsExpensive1.05×
SkewBearish+30.41 pp
Implied moveBearish±$5.16
TiltBearish35.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.35268.8%42.0%
25Δ15.36204.9%31.4%
30Δ37.97269.0%108.0%16.71163.3%23.8%
35Δ22.48105.0%23.0%17.86137.1%18.2%
40Δ21.64102.4%19.7%18.73133.1%15.7%
45Δ20.8099.9%16.4%19.61129.1%13.2%
50Δ19.9797.4%13.2%20.45125.5%11.1%
55Δ19.3098.7%11.5%21.28122.2%9.4%
60Δ18.6399.9%9.9%22.10118.9%7.6%
65Δ17.96101.1%8.2%23.23120.2%6.2%
70Δ17.23103.1%6.7%24.64126.1%5.2%
75Δ16.38106.7%5.5%26.81133.5%4.2%
80Δ15.52110.4%4.3%29.26141.6%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.35
IV
268.8%
B/E move
42.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.36
IV
204.9%
B/E move
31.4%

30Δ

Calls
Pseudo strike
37.97
IV
269.0%
B/E move
108.0%
Puts
Pseudo strike
16.71
IV
163.3%
B/E move
23.8%

35Δ

Calls
Pseudo strike
22.48
IV
105.0%
B/E move
23.0%
Puts
Pseudo strike
17.86
IV
137.1%
B/E move
18.2%

40Δ

Calls
Pseudo strike
21.64
IV
102.4%
B/E move
19.7%
Puts
Pseudo strike
18.73
IV
133.1%
B/E move
15.7%

45Δ

Calls
Pseudo strike
20.80
IV
99.9%
B/E move
16.4%
Puts
Pseudo strike
19.61
IV
129.1%
B/E move
13.2%

50Δ

Calls
Pseudo strike
19.97
IV
97.4%
B/E move
13.2%
Puts
Pseudo strike
20.45
IV
125.5%
B/E move
11.1%

55Δ

Calls
Pseudo strike
19.30
IV
98.7%
B/E move
11.5%
Puts
Pseudo strike
21.28
IV
122.2%
B/E move
9.4%

60Δ

Calls
Pseudo strike
18.63
IV
99.9%
B/E move
9.9%
Puts
Pseudo strike
22.10
IV
118.9%
B/E move
7.6%

65Δ

Calls
Pseudo strike
17.96
IV
101.1%
B/E move
8.2%
Puts
Pseudo strike
23.23
IV
120.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
17.23
IV
103.1%
B/E move
6.7%
Puts
Pseudo strike
24.64
IV
126.1%
B/E move
5.2%

75Δ

Calls
Pseudo strike
16.38
IV
106.7%
B/E move
5.5%
Puts
Pseudo strike
26.81
IV
133.5%
B/E move
4.2%

80Δ

Calls
Pseudo strike
15.52
IV
110.4%
B/E move
4.3%
Puts
Pseudo strike
29.26
IV
141.6%
B/E move
3.2%

Options history

AVBP94.9896.7798.562026-10-20: 98.31%2026-10-21: 95.23%Oct 20Oct 21
Table
DateIV
98.31%
95.23%