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DBV Technologies S.A. American Depositary Shares DBVT

i

Market dataready · fetched 2026-11-11T18:53:19.344Z

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 · 2026-11-11T18:53:01.957973468Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T18:53:19.034467+00:00

Share price$11.79
1D+1.2%
$11.62$11.74$11.86$11.97$12.095:30 AM6:30 AM9:00 AM1:00 PMDBVT
Sold putSold call

DBV Technologies S.A. American Depositary Shares options

Live interpolated DBVT call and put midpoint premiums by absolute delta.DBV Technologies S.A. American Depositary Shares$2.42$3.15$3.89$4.62$5.35$1.14$4.66$8.18$11.69$15.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DBVT spot · $11.79DBVT PRICE$2.50$2.50$2.50$2.50$2.50$2.65$2.86$3.06$3.27$3.48$3.69$3.89$4.10$4.31$4.52$4.72$4.93$5.14
PutsExpensive6.79×
Calls——
Skew——
Implied moveBearish±$6.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.96737.5%54.9%
25Δ8.60697.8%51.3%
30Δ9.24658.1%47.6%
35Δ9.87618.4%44.0%
40Δ10.51578.7%40.3%
45Δ11.15539.0%36.7%
50Δ17.20533.7%67.1%11.79499.3%33.0%
55Δ15.74468.1%54.8%12.43459.6%29.4%
60Δ14.28402.5%42.4%13.07419.9%25.7%
65Δ12.83336.9%30.1%13.70380.2%22.0%
70Δ11.37271.3%17.7%14.34340.5%18.4%
75Δ14.98300.8%14.7%
80Δ15.62261.1%11.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.96
IV
737.5%
B/E move
54.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.60
IV
697.8%
B/E move
51.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.24
IV
658.1%
B/E move
47.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
618.4%
B/E move
44.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.51
IV
578.7%
B/E move
40.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.15
IV
539.0%
B/E move
36.7%

50Δ

Calls
Pseudo strike
17.20
IV
533.7%
B/E move
67.1%
Puts
Pseudo strike
11.79
IV
499.3%
B/E move
33.0%

55Δ

Calls
Pseudo strike
15.74
IV
468.1%
B/E move
54.8%
Puts
Pseudo strike
12.43
IV
459.6%
B/E move
29.4%

60Δ

Calls
Pseudo strike
14.28
IV
402.5%
B/E move
42.4%
Puts
Pseudo strike
13.07
IV
419.9%
B/E move
25.7%

65Δ

Calls
Pseudo strike
12.83
IV
336.9%
B/E move
30.1%
Puts
Pseudo strike
13.70
IV
380.2%
B/E move
22.0%

70Δ

Calls
Pseudo strike
11.37
IV
271.3%
B/E move
17.7%
Puts
Pseudo strike
14.34
IV
340.5%
B/E move
18.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.98
IV
300.8%
B/E move
14.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.62
IV
261.1%
B/E move
11.1%

Options history

IV · four-Friday blend178.11%
Daily EOD
DBVT177.8%180.3%182.9%2026-10-22: 182.53%2026-10-28: 178.11%Oct 22Oct 28
2 observations2026-10-22 — 2026-10-28
Table
DateIV (%)
182.53%
178.11%