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Innoviva, Inc. Common Stock INVA

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Market datapartial · fetched 2026-10-22T10:37:41.839Z

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 · 2026-10-21T23:16:25.723614013Z

FundamentalsAlpha Vantage · unavailable

Share price$20.97
1D+0.0%
AH$20.87$20.98$21.09$21.19$21.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINVA
Sold putSold callAH

Innoviva, Inc. Common Stock options

Live interpolated INVA call and put midpoint premiums by absolute delta.Innoviva, Inc. Common Stock$0.62$2.15$3.69$5.22$6.75$12.29$16.38$20.47$24.57$28.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INVA spot · $20.97INVA PRICE$0.78$1.26$1.45$1.64$1.83$2.01$2.20$2.39$2.67$3.07$3.48$3.89$2.43$2.41$2.41$2.44$2.47$2.52$2.57$2.62$2.92$3.77$4.62$5.46$6.31
PutsExpensive3.45×
CallsExpensive2.96×
SkewBearish+16.66 pp
Implied moveBearish±$4.58
TiltBearish23.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.55263.8%42.2%
25Δ27.22102.9%33.5%16.68205.1%31.9%
30Δ28.84138.1%43.5%18.24166.4%24.6%
35Δ27.50130.0%38.0%19.43140.2%19.0%
40Δ26.16121.9%32.5%20.31121.1%14.9%
45Δ24.82113.7%27.0%20.91108.6%12.3%
50Δ23.48105.6%21.6%21.5096.1%9.7%
55Δ22.1497.5%16.1%22.1083.6%7.1%
60Δ20.8089.4%10.6%22.8274.8%5.1%
65Δ19.7384.3%6.8%23.8274.0%4.4%
70Δ19.0883.5%5.6%24.8273.1%3.6%
75Δ18.4282.6%4.4%25.8272.2%2.9%
80Δ17.7681.8%3.2%26.8271.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.55
IV
263.8%
B/E move
42.2%

25Δ

Calls
Pseudo strike
27.22
IV
102.9%
B/E move
33.5%
Puts
Pseudo strike
16.68
IV
205.1%
B/E move
31.9%

30Δ

Calls
Pseudo strike
28.84
IV
138.1%
B/E move
43.5%
Puts
Pseudo strike
18.24
IV
166.4%
B/E move
24.6%

35Δ

Calls
Pseudo strike
27.50
IV
130.0%
B/E move
38.0%
Puts
Pseudo strike
19.43
IV
140.2%
B/E move
19.0%

40Δ

Calls
Pseudo strike
26.16
IV
121.9%
B/E move
32.5%
Puts
Pseudo strike
20.31
IV
121.1%
B/E move
14.9%

45Δ

Calls
Pseudo strike
24.82
IV
113.7%
B/E move
27.0%
Puts
Pseudo strike
20.91
IV
108.6%
B/E move
12.3%

50Δ

Calls
Pseudo strike
23.48
IV
105.6%
B/E move
21.6%
Puts
Pseudo strike
21.50
IV
96.1%
B/E move
9.7%

55Δ

Calls
Pseudo strike
22.14
IV
97.5%
B/E move
16.1%
Puts
Pseudo strike
22.10
IV
83.6%
B/E move
7.1%

60Δ

Calls
Pseudo strike
20.80
IV
89.4%
B/E move
10.6%
Puts
Pseudo strike
22.82
IV
74.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
19.73
IV
84.3%
B/E move
6.8%
Puts
Pseudo strike
23.82
IV
74.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
19.08
IV
83.5%
B/E move
5.6%
Puts
Pseudo strike
24.82
IV
73.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
18.42
IV
82.6%
B/E move
4.4%
Puts
Pseudo strike
25.82
IV
72.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
17.76
IV
81.8%
B/E move
3.2%
Puts
Pseudo strike
26.82
IV
71.4%
B/E move
2.2%

Options history

No recorded observations