IntraAlpha
Create free account Start free

Avalo Therapeutics, Inc. Common Stock AVTX

i

Market datapartial · fetched 2026-10-22T21:04:25.112Z

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 · 2026-10-22T21:01:09.061740374Z

FundamentalsAlpha Vantage · unavailable

Share price$7.50
1D-38.1%
AH$6$8$10$11$135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVTX
Sold putSold callAH

Avalo Therapeutics, Inc. Common Stock options

Live interpolated AVTX call and put midpoint premiums by absolute delta.Avalo Therapeutics, Inc. Common Stock$0.00$3.81$7.62$11.42$15.23$1.74$5.69$9.63$13.58$17.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVTX spot · $7.50AVTX PRICE$0.30$0.40$0.49$0.58$0.66$0.74$0.82$0.90$1.24$1.70$2.15$2.61$3.06$0.30$0.38$0.46$0.54$0.62$0.82$3.04$5.25$7.47$9.69$11.91$14.12$13.17
PutsCheap0.80×
CallsExpensive1.86×
SkewBearish+5.22 pp
Implied moveBearish±$3.86
TiltBearish62.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.02153.4%64.3%5.82105.6%26.3%
25Δ11.16151.1%54.1%6.16101.4%22.9%
30Δ10.31148.8%44.0%6.5097.2%19.5%
35Δ9.68143.0%36.7%6.8492.9%16.0%
40Δ9.17135.0%31.0%7.1888.7%12.6%
45Δ8.66127.1%25.4%7.6286.6%9.3%
50Δ8.16119.2%19.7%9.87121.5%8.9%
55Δ7.65111.3%14.0%12.12156.5%8.5%
60Δ7.16128.8%12.1%14.36191.4%8.1%
65Δ6.68157.3%11.7%16.61226.3%7.7%
70Δ6.19185.8%11.3%18.86261.2%7.3%
75Δ5.71214.2%10.9%21.11296.2%6.9%
80Δ5.23242.7%10.5%20.28260.1%5.1%

20Δ

Calls
Pseudo strike
12.02
IV
153.4%
B/E move
64.3%
Puts
Pseudo strike
5.82
IV
105.6%
B/E move
26.3%

25Δ

Calls
Pseudo strike
11.16
IV
151.1%
B/E move
54.1%
Puts
Pseudo strike
6.16
IV
101.4%
B/E move
22.9%

30Δ

Calls
Pseudo strike
10.31
IV
148.8%
B/E move
44.0%
Puts
Pseudo strike
6.50
IV
97.2%
B/E move
19.5%

35Δ

Calls
Pseudo strike
9.68
IV
143.0%
B/E move
36.7%
Puts
Pseudo strike
6.84
IV
92.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
9.17
IV
135.0%
B/E move
31.0%
Puts
Pseudo strike
7.18
IV
88.7%
B/E move
12.6%

45Δ

Calls
Pseudo strike
8.66
IV
127.1%
B/E move
25.4%
Puts
Pseudo strike
7.62
IV
86.6%
B/E move
9.3%

50Δ

Calls
Pseudo strike
8.16
IV
119.2%
B/E move
19.7%
Puts
Pseudo strike
9.87
IV
121.5%
B/E move
8.9%

55Δ

Calls
Pseudo strike
7.65
IV
111.3%
B/E move
14.0%
Puts
Pseudo strike
12.12
IV
156.5%
B/E move
8.5%

60Δ

Calls
Pseudo strike
7.16
IV
128.8%
B/E move
12.1%
Puts
Pseudo strike
14.36
IV
191.4%
B/E move
8.1%

65Δ

Calls
Pseudo strike
6.68
IV
157.3%
B/E move
11.7%
Puts
Pseudo strike
16.61
IV
226.3%
B/E move
7.7%

70Δ

Calls
Pseudo strike
6.19
IV
185.8%
B/E move
11.3%
Puts
Pseudo strike
18.86
IV
261.2%
B/E move
7.3%

75Δ

Calls
Pseudo strike
5.71
IV
214.2%
B/E move
10.9%
Puts
Pseudo strike
21.11
IV
296.2%
B/E move
6.9%

80Δ

Calls
Pseudo strike
5.23
IV
242.7%
B/E move
10.5%
Puts
Pseudo strike
20.28
IV
260.1%
B/E move
5.1%

Options history

AVTX121.15124.50127.862026-10-20: 127.40%2026-10-21: 121.61%Oct 20Oct 21
Table
DateIV
127.40%
121.61%