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Coya Therapeutics, Inc. Common Stock COYA

HEALTHCARE · BIOTECHNOLOGY
i

Market datapartial · fetched 2026-11-11T14:51:21.284Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:33:24.657060969Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:51:19.606242+00:00

Share price$3.31
1D+0.0%
$3.30$3.31$3.31$3.31$3.315:30 AM6:30 AM9:00 AM1:00 PMCOYA
Sold putSold call

Coya Therapeutics, Inc. Common Stock options

Live interpolated COYA call and put midpoint premiums by absolute delta.Coya Therapeutics, Inc. Common Stock$2.34$2.41$2.47$2.53$2.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECOYA PRICE$2.35$2.40$2.44$2.48$2.53$2.57
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.29648.8%71.7%
25Δ3.63584.4%62.8%
30Δ3.96519.9%53.9%
35Δ4.30455.4%45.1%
40Δ4.64391.0%36.2%
45Δ4.97326.5%27.4%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.29
IV
648.8%
B/E move
71.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
584.4%
B/E move
62.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.96
IV
519.9%
B/E move
53.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
455.4%
B/E move
45.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
391.0%
B/E move
36.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.97
IV
326.5%
B/E move
27.4%

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations