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IDEAYA Biosciences, Inc. Common Stock IDYA

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Market datapartial · fetched 2026-10-22T15:23:15.253Z

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 · 2026-10-22T15:22:56.580881373Z

FundamentalsAlpha Vantage · unavailable

Share price$35.59
1D+0.6%
$35.32$35.50$35.68$35.85$36.035:30 AM6:30 AM9:00 AM1:00 PMIDYA
Sold putSold call

IDEAYA Biosciences, Inc. Common Stock options

Live interpolated IDYA call and put midpoint premiums by absolute delta.IDEAYA Biosciences, Inc. Common Stock$0.37$2.61$4.85$7.09$9.33$26.92$31.54$36.17$40.79$45.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDYA spot · $35.59IDYA PRICE$0.61$0.82$2.45$2.24$2.03$1.98$2.21$2.43$2.92$3.83$4.74$5.67$6.61$1.17$1.01$1.22$1.47$1.73$2.35$3.17$4.00$4.61$5.21$6.09$7.47$8.68
PutsExpensive1.50×
CallsExpensive1.90×
SkewBullish-11.45 pp
Implied moveBearish±$5.38
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5557.4%18.5%29.7392.0%19.7%
25Δ40.5258.6%16.2%32.1562.7%12.5%
30Δ50.01158.9%47.4%33.1557.7%10.3%
35Δ45.27123.7%33.5%33.9356.3%8.8%
40Δ40.5388.5%19.6%34.7155.0%7.3%
45Δ37.2064.7%10.1%35.5959.2%6.6%
50Δ36.3661.3%8.4%36.5366.7%6.3%
55Δ35.5257.9%6.6%37.4774.1%6.0%
60Δ34.6259.1%5.5%38.4372.9%5.0%
65Δ33.6167.9%5.2%39.3971.4%4.0%
70Δ32.6076.8%4.9%40.5771.7%3.1%
75Δ31.3780.2%4.1%42.1775.3%2.5%
80Δ30.1283.0%3.2%43.6474.5%1.8%

20Δ

Calls
Pseudo strike
41.55
IV
57.4%
B/E move
18.5%
Puts
Pseudo strike
29.73
IV
92.0%
B/E move
19.7%

25Δ

Calls
Pseudo strike
40.52
IV
58.6%
B/E move
16.2%
Puts
Pseudo strike
32.15
IV
62.7%
B/E move
12.5%

30Δ

Calls
Pseudo strike
50.01
IV
158.9%
B/E move
47.4%
Puts
Pseudo strike
33.15
IV
57.7%
B/E move
10.3%

35Δ

Calls
Pseudo strike
45.27
IV
123.7%
B/E move
33.5%
Puts
Pseudo strike
33.93
IV
56.3%
B/E move
8.8%

40Δ

Calls
Pseudo strike
40.53
IV
88.5%
B/E move
19.6%
Puts
Pseudo strike
34.71
IV
55.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
37.20
IV
64.7%
B/E move
10.1%
Puts
Pseudo strike
35.59
IV
59.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
36.36
IV
61.3%
B/E move
8.4%
Puts
Pseudo strike
36.53
IV
66.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
35.52
IV
57.9%
B/E move
6.6%
Puts
Pseudo strike
37.47
IV
74.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
34.62
IV
59.1%
B/E move
5.5%
Puts
Pseudo strike
38.43
IV
72.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
33.61
IV
67.9%
B/E move
5.2%
Puts
Pseudo strike
39.39
IV
71.4%
B/E move
4.0%

70Δ

Calls
Pseudo strike
32.60
IV
76.8%
B/E move
4.9%
Puts
Pseudo strike
40.57
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
31.37
IV
80.2%
B/E move
4.1%
Puts
Pseudo strike
42.17
IV
75.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
30.12
IV
83.0%
B/E move
3.2%
Puts
Pseudo strike
43.64
IV
74.5%
B/E move
1.8%

Options history

No recorded observations