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Iovance Biotherapeutics Inc IOVA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:47:55.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 · 2026-10-21T17:47:52.806339672Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:54.593016+00:00

Share price$15.06
1D+0.5%
$14.67$14.84$15.02$15.20$15.385:30 AM6:30 AM9:00 AM1:00 PMIOVA
Sold putSold call

Iovance Biotherapeutics Inc options

Live interpolated IOVA call and put midpoint premiums by absolute delta.Iovance Biotherapeutics Inc$0.08$0.81$1.53$2.26$2.99$12.81$14.38$15.95$17.51$19.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IOVA spot · $15.05IOVA PRICE$1.04$0.73$1.07$0.94$0.90$0.72$0.54$0.42$0.51$0.59$0.67$1.31$2.78$0.16$0.20$0.24$0.31$0.38$0.45$0.68$0.98$1.27$1.57$1.85$2.00$2.15
PutsExpensive1.82×
CallsExpensive3.62×
SkewBullish-156.26 pp
Implied moveBearish±$1.22
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.46771.9%102.5%14.03119.6%7.9%
25Δ21.51486.8%47.7%14.25114.9%6.7%
30Δ21.55622.2%50.2%14.47110.2%5.5%
35Δ18.03419.7%26.0%14.64110.7%4.8%
40Δ17.58376.3%22.7%14.80111.9%4.3%
45Δ16.64269.6%15.3%14.95113.2%3.7%
50Δ15.70163.0%7.8%15.23126.9%3.4%
55Δ14.9783.7%2.2%15.55145.9%3.2%
60Δ14.8484.9%1.9%15.87165.0%3.0%
65Δ14.7186.0%1.6%16.19184.1%2.9%
70Δ14.5887.1%1.3%16.51202.0%2.7%
75Δ13.98148.2%1.5%16.75189.0%2.0%
80Δ12.66301.5%2.6%17.00176.0%1.4%

20Δ

Calls
Pseudo strike
29.46
IV
771.9%
B/E move
102.5%
Puts
Pseudo strike
14.03
IV
119.6%
B/E move
7.9%

25Δ

Calls
Pseudo strike
21.51
IV
486.8%
B/E move
47.7%
Puts
Pseudo strike
14.25
IV
114.9%
B/E move
6.7%

30Δ

Calls
Pseudo strike
21.55
IV
622.2%
B/E move
50.2%
Puts
Pseudo strike
14.47
IV
110.2%
B/E move
5.5%

35Δ

Calls
Pseudo strike
18.03
IV
419.7%
B/E move
26.0%
Puts
Pseudo strike
14.64
IV
110.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
17.58
IV
376.3%
B/E move
22.7%
Puts
Pseudo strike
14.80
IV
111.9%
B/E move
4.3%

45Δ

Calls
Pseudo strike
16.64
IV
269.6%
B/E move
15.3%
Puts
Pseudo strike
14.95
IV
113.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
15.70
IV
163.0%
B/E move
7.8%
Puts
Pseudo strike
15.23
IV
126.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
14.97
IV
83.7%
B/E move
2.2%
Puts
Pseudo strike
15.55
IV
145.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
14.84
IV
84.9%
B/E move
1.9%
Puts
Pseudo strike
15.87
IV
165.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
14.71
IV
86.0%
B/E move
1.6%
Puts
Pseudo strike
16.19
IV
184.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
14.58
IV
87.1%
B/E move
1.3%
Puts
Pseudo strike
16.51
IV
202.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.98
IV
148.2%
B/E move
1.5%
Puts
Pseudo strike
16.75
IV
189.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.66
IV
301.5%
B/E move
2.6%
Puts
Pseudo strike
17.00
IV
176.0%
B/E move
1.4%

Options history

IOVA125.10129.33133.552026-10-19: 132.97%2026-10-20: 125.68%Oct 19Oct 20
Table
DateIV
132.97%
125.68%