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Avalyn Pharma Inc. Common Stock AVLN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T16:03:52.582Z

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 · 2026-11-12T16:02:41.492908311Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T16:01:28.559412+00:00

Share price$30.21
1D+7.3%
$27.94$28.69$29.44$30.18$30.935:30 AM6:30 AM9:00 AM1:00 PMAVLN
Sold putSold call

Avalyn Pharma Inc. Common Stock options

Live interpolated AVLN call and put midpoint premiums by absolute delta.Avalyn Pharma Inc. Common Stock$0.25$1.93$3.61$5.29$6.97$24.25$27.06$29.88$32.69$35.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVLN spot · $30.21AVLN PRICE$0.43$0.57$0.71$0.86$1.00$1.14$1.28$1.42$2.43$3.45$4.46$5.47$6.49$0.47$0.60$0.73$0.87$1.00$1.13$1.52$1.91$2.30$2.69$3.08$3.47$3.85
PutsCheap0.67×
CallsFair1.01×
SkewBullish-21.29 pp
Implied moveBearish±$2.80
TiltBullish11.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9875.5%13.9%26.7482.1%13.1%
25Δ33.4175.2%12.5%27.3979.7%11.3%
30Δ32.8474.9%11.1%28.0577.2%9.6%
35Δ32.2874.6%9.7%28.7074.7%7.9%
40Δ31.7174.3%8.3%29.3672.2%6.1%
45Δ31.1474.0%6.9%30.0169.8%4.4%
50Δ30.5773.7%5.4%30.5369.3%4.0%
55Δ30.0073.4%4.0%31.0568.9%3.5%
60Δ28.8989.7%3.7%31.5768.4%3.1%
65Δ27.78106.1%3.4%32.1068.0%2.6%
70Δ26.66122.5%3.0%32.6267.5%2.2%
75Δ25.55138.9%2.7%33.1467.1%1.8%
80Δ24.44155.3%2.4%33.6666.6%1.3%

20Δ

Calls
Pseudo strike
33.98
IV
75.5%
B/E move
13.9%
Puts
Pseudo strike
26.74
IV
82.1%
B/E move
13.1%

25Δ

Calls
Pseudo strike
33.41
IV
75.2%
B/E move
12.5%
Puts
Pseudo strike
27.39
IV
79.7%
B/E move
11.3%

30Δ

Calls
Pseudo strike
32.84
IV
74.9%
B/E move
11.1%
Puts
Pseudo strike
28.05
IV
77.2%
B/E move
9.6%

35Δ

Calls
Pseudo strike
32.28
IV
74.6%
B/E move
9.7%
Puts
Pseudo strike
28.70
IV
74.7%
B/E move
7.9%

40Δ

Calls
Pseudo strike
31.71
IV
74.3%
B/E move
8.3%
Puts
Pseudo strike
29.36
IV
72.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
31.14
IV
74.0%
B/E move
6.9%
Puts
Pseudo strike
30.01
IV
69.8%
B/E move
4.4%

50Δ

Calls
Pseudo strike
30.57
IV
73.7%
B/E move
5.4%
Puts
Pseudo strike
30.53
IV
69.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
30.00
IV
73.4%
B/E move
4.0%
Puts
Pseudo strike
31.05
IV
68.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
28.89
IV
89.7%
B/E move
3.7%
Puts
Pseudo strike
31.57
IV
68.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
27.78
IV
106.1%
B/E move
3.4%
Puts
Pseudo strike
32.10
IV
68.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.66
IV
122.5%
B/E move
3.0%
Puts
Pseudo strike
32.62
IV
67.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
25.55
IV
138.9%
B/E move
2.7%
Puts
Pseudo strike
33.14
IV
67.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
24.44
IV
155.3%
B/E move
2.4%
Puts
Pseudo strike
33.66
IV
66.6%
B/E move
1.3%

Options history

IV · four-Friday blend84.78%
Daily EOD
AVLN57.4%72.1%86.8%2026-10-19: 59.54%2026-10-20: 60.01%2026-10-21: 59.44%2026-10-22: 61.16%2026-10-23: 77.81%2026-10-26: 79.70%2026-10-27: 79.18%2026-10-28: 71.43%2026-10-30: 84.78%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.54%
60.01%
59.44%
61.16%
77.81%
79.70%
79.18%
71.43%
84.78%