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IDEAYA Biosciences, Inc. Common Stock IDYA

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Market datapartial · fetched 2026-10-22T16:20:55.048Z

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 · 2026-10-22T16:20:47.169169429Z

FundamentalsAlpha Vantage · unavailable

Share price$35.70
1D+0.9%
$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$0.35$2.68$5.02$7.35$9.68$26.92$31.62$36.32$41.03$45.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDYA spot · $35.70IDYA PRICE$0.60$0.80$2.43$2.25$2.05$2.02$2.47$2.91$3.40$3.98$4.55$5.45$6.51$1.10$1.10$1.22$1.37$1.53$2.33$3.24$4.12$4.83$5.54$6.56$7.66$9.01
PutsExpensive1.53×
CallsExpensive1.94×
SkewBullish-12.35 pp
Implied moveBearish±$5.71
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6156.7%18.2%30.0386.8%19.0%
25Δ40.4756.8%15.6%32.0267.4%13.4%
30Δ49.85156.4%46.4%33.1559.0%10.5%
35Δ45.43123.8%33.6%34.0254.2%8.6%
40Δ40.8289.5%20.1%34.8849.3%6.6%
45Δ37.2765.3%10.1%35.7957.2%6.3%
50Δ36.4367.3%9.0%36.7167.2%6.3%
55Δ35.5969.3%7.8%37.6475.8%6.1%
60Δ34.7271.0%6.8%38.7075.6%5.1%
65Δ33.7771.9%5.7%39.7675.3%4.1%
70Δ32.8272.9%4.7%41.0776.0%3.3%
75Δ31.6276.2%3.9%42.4577.0%2.5%
80Δ30.3080.8%3.1%44.0676.7%1.8%

20Δ

Calls
Pseudo strike
41.61
IV
56.7%
B/E move
18.2%
Puts
Pseudo strike
30.03
IV
86.8%
B/E move
19.0%

25Δ

Calls
Pseudo strike
40.47
IV
56.8%
B/E move
15.6%
Puts
Pseudo strike
32.02
IV
67.4%
B/E move
13.4%

30Δ

Calls
Pseudo strike
49.85
IV
156.4%
B/E move
46.4%
Puts
Pseudo strike
33.15
IV
59.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
45.43
IV
123.8%
B/E move
33.6%
Puts
Pseudo strike
34.02
IV
54.2%
B/E move
8.6%

40Δ

Calls
Pseudo strike
40.82
IV
89.5%
B/E move
20.1%
Puts
Pseudo strike
34.88
IV
49.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
37.27
IV
65.3%
B/E move
10.1%
Puts
Pseudo strike
35.79
IV
57.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
36.43
IV
67.3%
B/E move
9.0%
Puts
Pseudo strike
36.71
IV
67.2%
B/E move
6.3%

55Δ

Calls
Pseudo strike
35.59
IV
69.3%
B/E move
7.8%
Puts
Pseudo strike
37.64
IV
75.8%
B/E move
6.1%

60Δ

Calls
Pseudo strike
34.72
IV
71.0%
B/E move
6.8%
Puts
Pseudo strike
38.70
IV
75.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
33.77
IV
71.9%
B/E move
5.7%
Puts
Pseudo strike
39.76
IV
75.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
32.82
IV
72.9%
B/E move
4.7%
Puts
Pseudo strike
41.07
IV
76.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
31.62
IV
76.2%
B/E move
3.9%
Puts
Pseudo strike
42.45
IV
77.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
30.30
IV
80.8%
B/E move
3.1%
Puts
Pseudo strike
44.06
IV
76.7%
B/E move
1.8%

Options history

No recorded observations