IntraAlpha
Create free account Start free

Avalo Therapeutics, Inc. Common Stock AVTX

i

Market datapartial · fetched 2026-11-12T15:28:50.890Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T15:28:45.349475074Z

FundamentalsAlpha Vantage · unavailable

Share price$7.74
1D-6.4%
$7.66$7.84$8.02$8.20$8.385:30 AM6:30 AM9:00 AM1:00 PMAVTX
Sold putSold call

Avalo Therapeutics, Inc. Common Stock options

Live interpolated AVTX call and put midpoint premiums by absolute delta.Avalo Therapeutics, Inc. Common Stock$1.22$1.76$2.31$2.86$3.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVTX PRICE$1.84$2.17$2.50$2.80$3.02$3.25$1.27$1.75$2.22$2.69
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ7.7580.6%16.3%
45Δ8.3585.3%14.7%
50Δ8.9590.0%13.1%
55Δ8.69133.5%36.0%9.5494.6%11.4%
60Δ8.26146.6%34.7%
65Δ7.83159.7%33.4%
70Δ7.30166.5%30.5%
75Δ6.48154.0%22.8%
80Δ5.67141.4%15.1%

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.75
IV
80.6%
B/E move
16.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
85.3%
B/E move
14.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.95
IV
90.0%
B/E move
13.1%

55Δ

Calls
Pseudo strike
8.69
IV
133.5%
B/E move
36.0%
Puts
Pseudo strike
9.54
IV
94.6%
B/E move
11.4%

60Δ

Calls
Pseudo strike
8.26
IV
146.6%
B/E move
34.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.83
IV
159.7%
B/E move
33.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.30
IV
166.5%
B/E move
30.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.48
IV
154.0%
B/E move
22.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.67
IV
141.4%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend94.33%
Daily close
AVTX64.0%150.6%237.1%2026-08-14: 95.36%2026-08-17: 95.12%2026-08-18: 90.96%2026-08-20: 102.66%2026-08-21: 81.78%2026-08-24: 78.07%2026-08-25: 75.92%2026-08-26: 81.86%2026-08-27: 82.97%2026-08-28: 89.19%2026-08-31: 102.68%2026-09-01: 97.65%2026-09-02: 102.06%2026-09-03: 92.11%2026-09-04: 83.47%2026-09-08: 93.46%2026-09-09: 110.80%2026-09-10: 113.08%2026-09-11: 129.68%2026-09-14: 165.52%2026-09-15: 168.09%2026-09-16: 199.58%2026-09-18: 92.83%2026-09-21: 84.36%2026-09-22: 93.39%2026-09-23: 102.62%2026-09-24: 102.10%2026-09-25: 93.63%2026-09-29: 110.74%2026-09-30: 106.43%2026-10-01: 102.80%2026-10-02: 121.95%2026-10-05: 104.66%2026-10-06: 123.62%2026-10-07: 115.86%2026-10-08: 140.98%2026-10-09: 163.75%2026-10-12: 178.33%2026-10-13: 196.50%2026-10-15: 225.19%2026-10-16: 147.90%2026-10-19: 127.78%2026-10-20: 125.99%2026-10-21: 120.06%2026-10-22: 143.71%2026-10-29: 148.76%2026-10-30: 94.33%Aug 14Sep 21Oct 30
47 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
95.36%
95.12%
90.96%
102.66%
81.78%
78.07%
75.92%
81.86%
82.97%
89.19%
102.68%
97.65%
102.06%
92.11%
83.47%
93.46%
110.80%
113.08%
129.68%
165.52%
168.09%
199.58%
92.83%
84.36%
93.39%
102.62%
102.10%
93.63%
110.74%
106.43%
102.80%
121.95%
104.66%
123.62%
115.86%
140.98%
163.75%
178.33%
196.50%
225.19%
147.90%
127.78%
125.99%
120.06%
143.71%
148.76%
94.33%