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Avalyn Pharma Inc. Common Stock AVLN

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Market datapartial · fetched 2026-10-23T08:06:41.618Z

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 · 2026-10-22T20:00:00.693820548Z

FundamentalsAlpha Vantage · unavailable

Share price$27.25
1D+8.1%
AH$25.02$25.71$26.39$27.07$27.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVLN
Sold putSold callAH

Avalyn Pharma Inc. Common Stock options

Live interpolated AVLN call and put midpoint premiums by absolute delta.Avalyn Pharma Inc. Common Stock$0.39$1.96$3.52$5.09$6.66$20.48$23.88$27.28$30.68$34.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVLN spot · $27.25AVLN PRICE$0.55$0.72$0.89$1.09$1.40$1.71$2.02$2.33$2.64$2.95$3.26$3.87$4.58$0.65$0.84$1.09$1.44$1.79$2.14$2.49$2.84$3.19$3.54$4.31$5.26$6.21
PutsCheap0.92×
CallsCheap0.94×
SkewBullish-1.97 pp
Implied moveBearish±$4.51
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.0367.1%23.3%23.5669.2%15.9%
25Δ31.9466.8%19.9%24.4667.0%13.3%
30Δ30.8566.6%16.5%25.2565.7%11.3%
35Δ29.8666.4%13.6%25.9065.6%10.2%
40Δ29.1966.7%12.3%26.5565.5%9.1%
45Δ28.5267.0%10.9%27.2065.4%8.0%
50Δ27.8567.3%9.6%27.8565.3%6.9%
55Δ27.1967.6%8.3%28.5065.3%5.8%
60Δ26.5267.9%7.0%29.1565.2%4.7%
65Δ25.8568.2%5.7%29.8065.1%3.6%
70Δ25.1868.5%4.4%30.7865.5%2.9%
75Δ24.3470.3%3.5%31.9066.2%2.3%
80Δ23.4372.7%2.8%33.0166.8%1.6%

20Δ

Calls
Pseudo strike
33.03
IV
67.1%
B/E move
23.3%
Puts
Pseudo strike
23.56
IV
69.2%
B/E move
15.9%

25Δ

Calls
Pseudo strike
31.94
IV
66.8%
B/E move
19.9%
Puts
Pseudo strike
24.46
IV
67.0%
B/E move
13.3%

30Δ

Calls
Pseudo strike
30.85
IV
66.6%
B/E move
16.5%
Puts
Pseudo strike
25.25
IV
65.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
29.86
IV
66.4%
B/E move
13.6%
Puts
Pseudo strike
25.90
IV
65.6%
B/E move
10.2%

40Δ

Calls
Pseudo strike
29.19
IV
66.7%
B/E move
12.3%
Puts
Pseudo strike
26.55
IV
65.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
28.52
IV
67.0%
B/E move
10.9%
Puts
Pseudo strike
27.20
IV
65.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
27.85
IV
67.3%
B/E move
9.6%
Puts
Pseudo strike
27.85
IV
65.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
27.19
IV
67.6%
B/E move
8.3%
Puts
Pseudo strike
28.50
IV
65.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
26.52
IV
67.9%
B/E move
7.0%
Puts
Pseudo strike
29.15
IV
65.2%
B/E move
4.7%

65Δ

Calls
Pseudo strike
25.85
IV
68.2%
B/E move
5.7%
Puts
Pseudo strike
29.80
IV
65.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
25.18
IV
68.5%
B/E move
4.4%
Puts
Pseudo strike
30.78
IV
65.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
24.34
IV
70.3%
B/E move
3.5%
Puts
Pseudo strike
31.90
IV
66.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
23.43
IV
72.7%
B/E move
2.8%
Puts
Pseudo strike
33.01
IV
66.8%
B/E move
1.6%

Options history

AVLN59.3859.7360.072026-10-20: 60.01%2026-10-21: 59.44%Oct 20Oct 21
Table
DateIV
60.01%
59.44%