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DBV Technologies DBVT

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:08:23.320Z

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 · 2026-10-22T20:00:00.61043706Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:21.667630+00:00

Share price$9.68
1D+1.7%
AH$9.50$9.58$9.66$9.73$9.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDBVT
Sold putSold callAH

DBV Technologies options

Live interpolated DBVT call and put midpoint premiums by absolute delta.DBV Technologies$1.43$2.17$2.91$3.64$4.38$3.08$6.76$10.45$14.14$17.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DBVT spot · $9.68DBVT PRICE$2.50$2.50$2.50$2.51$2.52$2.53$2.54$2.50$2.36$2.15$1.94$1.72$1.51$1.66$2.05$2.44$2.84$3.23$3.69$4.17
PutsExpensive2.50×
CallsExpensive3.93×
SkewBullish-56.52 pp
Implied moveBullish±$4.16
TiltBearish29.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.11421.7%52.4%
25Δ7.82348.3%43.7%
30Δ8.31295.5%36.3%
35Δ8.81242.8%29.0%
40Δ9.31190.0%21.7%
45Δ9.80137.3%14.3%
50Δ19.01410.1%122.2%10.31117.1%10.6%
55Δ13.80329.8%68.4%10.84118.7%9.3%
60Δ11.02266.9%39.7%11.36120.2%7.9%
65Δ9.62224.7%25.3%11.88121.7%6.6%
70Δ9.03194.5%19.3%12.40123.2%5.2%
75Δ8.43164.4%13.2%12.98118.7%4.1%
80Δ7.84134.2%7.2%13.56112.9%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.11
IV
421.7%
B/E move
52.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
348.3%
B/E move
43.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.31
IV
295.5%
B/E move
36.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.81
IV
242.8%
B/E move
29.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.31
IV
190.0%
B/E move
21.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.80
IV
137.3%
B/E move
14.3%

50Δ

Calls
Pseudo strike
19.01
IV
410.1%
B/E move
122.2%
Puts
Pseudo strike
10.31
IV
117.1%
B/E move
10.6%

55Δ

Calls
Pseudo strike
13.80
IV
329.8%
B/E move
68.4%
Puts
Pseudo strike
10.84
IV
118.7%
B/E move
9.3%

60Δ

Calls
Pseudo strike
11.02
IV
266.9%
B/E move
39.7%
Puts
Pseudo strike
11.36
IV
120.2%
B/E move
7.9%

65Δ

Calls
Pseudo strike
9.62
IV
224.7%
B/E move
25.3%
Puts
Pseudo strike
11.88
IV
121.7%
B/E move
6.6%

70Δ

Calls
Pseudo strike
9.03
IV
194.5%
B/E move
19.3%
Puts
Pseudo strike
12.40
IV
123.2%
B/E move
5.2%

75Δ

Calls
Pseudo strike
8.43
IV
164.4%
B/E move
13.2%
Puts
Pseudo strike
12.98
IV
118.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.84
IV
134.2%
B/E move
7.2%
Puts
Pseudo strike
13.56
IV
112.9%
B/E move
3.0%

Options history

No recorded observations