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Corvus Pharmaceuticals, Inc. Common Stock CRVS

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Market datapartial · fetched 2026-10-22T04:43:54.367Z

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 · 2026-10-21T23:57:13.104812528Z

FundamentalsAlpha Vantage · unavailable

Share price$10.05
1D-2.7%
AH$9.99$10.13$10.27$10.42$10.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRVS
Sold putSold callAH

Corvus Pharmaceuticals, Inc. Common Stock options

Live interpolated CRVS call and put midpoint premiums by absolute delta.Corvus Pharmaceuticals, Inc. Common Stock$0.25$1.05$1.85$2.66$3.46$6.63$8.90$11.17$13.45$15.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRVS spot · $10.05CRVS PRICE$0.66$0.59$0.77$1.46$0.58$0.78$0.97$1.17$1.57$2.13$2.65$3.12$3.23$0.33$0.35$0.54$0.75$0.96$1.23$1.59$1.95$2.31$2.39$1.33$1.67$2.30
PutsExpensive1.15×
CallsExpensive2.48×
SkewBullish-78.58 pp
Implied moveBearish±$2.56
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.45257.6%149.9%8.3194.7%20.7%
25Δ17.43180.2%79.3%8.9473.8%14.5%
30Δ16.11186.7%68.0%9.2679.4%13.3%
35Δ24.32343.5%156.5%9.5487.8%12.6%
40Δ10.9279.7%14.5%9.8296.3%11.9%
45Δ10.6587.9%13.7%10.17103.0%11.0%
50Δ10.3896.2%13.0%10.65106.9%9.8%
55Δ10.11104.4%12.2%11.13110.8%8.6%
60Δ9.74126.7%12.6%11.61114.6%7.4%
65Δ9.30159.2%13.7%11.86107.9%5.8%
70Δ8.77184.7%13.7%11.1257.6%2.5%
75Δ8.08196.0%11.5%11.5556.5%1.7%
80Δ7.65173.6%8.2%12.2165.4%1.4%

20Δ

Calls
Pseudo strike
24.45
IV
257.6%
B/E move
149.9%
Puts
Pseudo strike
8.31
IV
94.7%
B/E move
20.7%

25Δ

Calls
Pseudo strike
17.43
IV
180.2%
B/E move
79.3%
Puts
Pseudo strike
8.94
IV
73.8%
B/E move
14.5%

30Δ

Calls
Pseudo strike
16.11
IV
186.7%
B/E move
68.0%
Puts
Pseudo strike
9.26
IV
79.4%
B/E move
13.3%

35Δ

Calls
Pseudo strike
24.32
IV
343.5%
B/E move
156.5%
Puts
Pseudo strike
9.54
IV
87.8%
B/E move
12.6%

40Δ

Calls
Pseudo strike
10.92
IV
79.7%
B/E move
14.5%
Puts
Pseudo strike
9.82
IV
96.3%
B/E move
11.9%

45Δ

Calls
Pseudo strike
10.65
IV
87.9%
B/E move
13.7%
Puts
Pseudo strike
10.17
IV
103.0%
B/E move
11.0%

50Δ

Calls
Pseudo strike
10.38
IV
96.2%
B/E move
13.0%
Puts
Pseudo strike
10.65
IV
106.9%
B/E move
9.8%

55Δ

Calls
Pseudo strike
10.11
IV
104.4%
B/E move
12.2%
Puts
Pseudo strike
11.13
IV
110.8%
B/E move
8.6%

60Δ

Calls
Pseudo strike
9.74
IV
126.7%
B/E move
12.6%
Puts
Pseudo strike
11.61
IV
114.6%
B/E move
7.4%

65Δ

Calls
Pseudo strike
9.30
IV
159.2%
B/E move
13.7%
Puts
Pseudo strike
11.86
IV
107.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
8.77
IV
184.7%
B/E move
13.7%
Puts
Pseudo strike
11.12
IV
57.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
8.08
IV
196.0%
B/E move
11.5%
Puts
Pseudo strike
11.55
IV
56.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
7.65
IV
173.6%
B/E move
8.2%
Puts
Pseudo strike
12.21
IV
65.4%
B/E move
1.4%

Options history

No recorded observations