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Innoviva, Inc. Common Stock INVA

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Market dataready · fetched 2026-11-11T14:55:23.947Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T14:54:26.211127865Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:55:22.908802+00:00

Share price$18.84
1D-0.8%
$18.73$18.80$18.87$18.94$19.015:30 AM6:30 AM9:00 AM1:00 PMINVA
Sold putSold call

Innoviva, Inc. Common Stock options

Live interpolated INVA call and put midpoint premiums by absolute delta.Innoviva, Inc. Common Stock$0.17$1.05$1.92$2.79$3.66$15.26$17.12$18.99$20.86$22.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INVA spot · $18.84INVA PRICE$0.27$0.39$0.67$0.95$1.24$1.52$1.80$2.09$2.37$2.69$3.05$3.41$0.54$0.70$0.87$0.96$1.02$1.08$1.13$1.19$1.25$1.30$1.36
Puts——
Calls——
Skew——
Implied moveBullish±$2.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.3259.5%16.2%
25Δ20.6533.7%11.0%16.8262.5%14.4%
30Δ19.8729.9%7.5%17.3365.4%12.6%
35Δ19.5535.9%7.4%17.7163.3%11.1%
40Δ19.2441.8%7.2%18.0258.6%9.7%
45Δ18.9247.7%7.0%18.3453.8%8.4%
50Δ18.6053.7%6.8%18.6549.1%7.0%
55Δ18.2859.6%6.6%18.9744.3%5.6%
60Δ17.9665.5%6.4%19.2839.5%4.3%
65Δ17.6471.5%6.2%19.6034.8%2.9%
70Δ17.2072.7%5.6%19.9230.0%1.5%
75Δ16.6470.1%4.5%
80Δ16.0867.5%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.32
IV
59.5%
B/E move
16.2%

25Δ

Calls
Pseudo strike
20.65
IV
33.7%
B/E move
11.0%
Puts
Pseudo strike
16.82
IV
62.5%
B/E move
14.4%

30Δ

Calls
Pseudo strike
19.87
IV
29.9%
B/E move
7.5%
Puts
Pseudo strike
17.33
IV
65.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
19.55
IV
35.9%
B/E move
7.4%
Puts
Pseudo strike
17.71
IV
63.3%
B/E move
11.1%

40Δ

Calls
Pseudo strike
19.24
IV
41.8%
B/E move
7.2%
Puts
Pseudo strike
18.02
IV
58.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
18.92
IV
47.7%
B/E move
7.0%
Puts
Pseudo strike
18.34
IV
53.8%
B/E move
8.4%

50Δ

Calls
Pseudo strike
18.60
IV
53.7%
B/E move
6.8%
Puts
Pseudo strike
18.65
IV
49.1%
B/E move
7.0%

55Δ

Calls
Pseudo strike
18.28
IV
59.6%
B/E move
6.6%
Puts
Pseudo strike
18.97
IV
44.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
17.96
IV
65.5%
B/E move
6.4%
Puts
Pseudo strike
19.28
IV
39.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
17.64
IV
71.5%
B/E move
6.2%
Puts
Pseudo strike
19.60
IV
34.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
17.20
IV
72.7%
B/E move
5.6%
Puts
Pseudo strike
19.92
IV
30.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.64
IV
70.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.08
IV
67.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.42%
Daily close
INVA28.8%82.8%136.7%2026-08-14: 73.66%2026-08-18: 101.97%2026-08-21: 43.64%2026-08-26: 68.47%2026-08-27: 62.08%2026-09-10: 86.39%2026-09-15: 114.02%2026-09-17: 126.22%2026-09-18: 42.18%2026-09-21: 46.09%2026-09-24: 54.65%2026-09-25: 56.68%2026-10-02: 49.97%2026-10-05: 61.66%2026-10-07: 58.45%2026-10-08: 54.22%2026-10-12: 129.28%2026-10-14: 100.34%2026-10-15: 103.16%2026-10-16: 43.93%2026-10-20: 36.23%2026-10-21: 64.11%2026-10-22: 55.70%2026-10-23: 48.62%2026-10-26: 50.50%2026-10-27: 60.39%2026-10-28: 70.93%2026-10-29: 49.91%2026-10-30: 61.42%Aug 14Oct 7Oct 30
29 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
73.66%
101.97%
43.64%
68.47%
62.08%
86.39%
114.02%
126.22%
42.18%
46.09%
54.65%
56.68%
49.97%
61.66%
58.45%
54.22%
129.28%
100.34%
103.16%
43.93%
36.23%
64.11%
55.70%
48.62%
50.50%
60.39%
70.93%
49.91%
61.42%