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Atea Pharmaceuticals, Inc. Common Stock AVIR

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Market datapartial · fetched 2026-11-11T14:01:56.387Z

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 · 2026-11-10T21:00:08.461141326Z

FundamentalsAlpha Vantage · unavailable

Share price$4.20
1D-3.6%
AH$4.18$4.25$4.31$4.38$4.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVIR
Sold putSold callAH

Atea Pharmaceuticals, Inc. Common Stock options

Live interpolated AVIR call and put midpoint premiums by absolute delta.Atea Pharmaceuticals, Inc. Common Stock$0.17$1.63$3.08$4.54$5.99$0.15$1.44$2.74$4.04$5.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVIR spot · $4.20AVIR PRICE$0.33$0.38$0.42$0.45$0.55$0.79$1.03$1.26$1.50$1.74$1.98$2.22$1.13$1.48$1.82$2.17$2.54$2.92$3.30$3.68$4.05$4.43$4.81$5.19$5.57
PutsExpensive6.61×
Calls——
Skew——
Implied moveBearish±$4.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.74427.4%37.8%
25Δ9.07453.7%123.7%4.13496.8%36.8%
30Δ7.36406.2%84.4%4.52566.1%35.8%
35Δ6.49359.5%64.3%4.91635.5%34.8%
40Δ5.61312.8%44.3%5.39632.9%32.1%
45Δ4.91296.7%29.9%5.90607.1%28.9%
50Δ4.61351.4%28.4%6.41581.2%25.8%
55Δ4.30406.0%26.9%6.93555.4%22.6%
60Δ4.00460.7%25.4%7.44529.6%19.4%
65Δ3.70515.3%23.8%7.95503.8%16.3%
70Δ3.40570.0%22.3%8.46478.0%13.1%
75Δ3.09624.6%20.8%8.98452.2%9.9%
80Δ2.79679.3%19.3%9.49426.4%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.74
IV
427.4%
B/E move
37.8%

25Δ

Calls
Pseudo strike
9.07
IV
453.7%
B/E move
123.7%
Puts
Pseudo strike
4.13
IV
496.8%
B/E move
36.8%

30Δ

Calls
Pseudo strike
7.36
IV
406.2%
B/E move
84.4%
Puts
Pseudo strike
4.52
IV
566.1%
B/E move
35.8%

35Δ

Calls
Pseudo strike
6.49
IV
359.5%
B/E move
64.3%
Puts
Pseudo strike
4.91
IV
635.5%
B/E move
34.8%

40Δ

Calls
Pseudo strike
5.61
IV
312.8%
B/E move
44.3%
Puts
Pseudo strike
5.39
IV
632.9%
B/E move
32.1%

45Δ

Calls
Pseudo strike
4.91
IV
296.7%
B/E move
29.9%
Puts
Pseudo strike
5.90
IV
607.1%
B/E move
28.9%

50Δ

Calls
Pseudo strike
4.61
IV
351.4%
B/E move
28.4%
Puts
Pseudo strike
6.41
IV
581.2%
B/E move
25.8%

55Δ

Calls
Pseudo strike
4.30
IV
406.0%
B/E move
26.9%
Puts
Pseudo strike
6.93
IV
555.4%
B/E move
22.6%

60Δ

Calls
Pseudo strike
4.00
IV
460.7%
B/E move
25.4%
Puts
Pseudo strike
7.44
IV
529.6%
B/E move
19.4%

65Δ

Calls
Pseudo strike
3.70
IV
515.3%
B/E move
23.8%
Puts
Pseudo strike
7.95
IV
503.8%
B/E move
16.3%

70Δ

Calls
Pseudo strike
3.40
IV
570.0%
B/E move
22.3%
Puts
Pseudo strike
8.46
IV
478.0%
B/E move
13.1%

75Δ

Calls
Pseudo strike
3.09
IV
624.6%
B/E move
20.8%
Puts
Pseudo strike
8.98
IV
452.2%
B/E move
9.9%

80Δ

Calls
Pseudo strike
2.79
IV
679.3%
B/E move
19.3%
Puts
Pseudo strike
9.49
IV
426.4%
B/E move
6.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations