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Atea Pharmaceuticals, Inc. Common Stock AVIR

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Market datapartial · fetched 2026-10-22T04:21:53.463Z

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 · 2026-10-21T20:00:04.646451456Z

FundamentalsAlpha Vantage · unavailable

Share price$4.08
1D-8.7%
AH$4.04$4.15$4.27$4.39$4.505:30 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$0.18$0.55$0.93$1.30$1.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAVIR PRICE$0.22$0.33$0.47$0.61$0.75$0.88$1.02$1.16$1.29$1.43$1.57
Puts——
CallsExpensive2.96×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ5.24117.2%33.7%
35Δ4.79112.4%25.5%
40Δ4.57120.5%23.5%
45Δ4.35128.7%21.6%
50Δ4.13136.9%19.6%
55Δ3.92145.0%17.6%
60Δ3.70153.2%15.7%
65Δ3.48161.4%13.7%
70Δ3.26169.6%11.7%
75Δ3.05177.7%9.7%
80Δ2.83185.9%7.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.24
IV
117.2%
B/E move
33.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.79
IV
112.4%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.57
IV
120.5%
B/E move
23.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.35
IV
128.7%
B/E move
21.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.13
IV
136.9%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.92
IV
145.0%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.70
IV
153.2%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.48
IV
161.4%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.26
IV
169.6%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.05
IV
177.7%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.83
IV
185.9%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations