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Inventiva S.A. American Depository Shares IVA

i

Market datapartial · fetched 2026-11-11T14:51:11.722Z

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: 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 · 2026-11-11T14:51:00.397420422Z

FundamentalsAlpha Vantage · unavailable

Share price$3.89
1D+1.6%
$3.81$3.83$3.85$3.87$3.905:30 AM6:30 AM9:00 AM1:00 PMIVA
Sold putSold call

Inventiva S.A. American Depository Shares options

Live interpolated IVA call and put midpoint premiums by absolute delta.Inventiva S.A. American Depository Shares$0.30$1.30$2.30$3.30$4.30$3.09$3.49$3.89$4.29$4.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IVA spot · $3.89IVA PRICE$0.41$0.48$0.56$0.64$0.74$0.93$1.11$1.29$1.47$1.65$1.83$0.68$0.92$1.16$1.40$1.64$1.88$2.31$2.88$3.44$4.01
Puts——
Calls——
Skew——
Implied moveBearish±$3.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.72567.7%47.4%
25Δ3.15554.0%42.7%
30Δ8.27501.5%123.1%3.57540.3%38.1%
35Δ7.00467.7%92.3%3.99526.7%33.4%
40Δ6.27452.1%75.7%4.41513.0%28.8%
45Δ5.55436.5%59.0%4.83499.3%24.1%
50Δ4.91429.9%45.3%5.40496.1%20.7%
55Δ4.54450.7%40.5%6.06499.9%18.1%
60Δ4.17471.4%35.7%6.73503.6%15.6%
65Δ3.80492.2%30.8%7.39507.4%13.0%
70Δ3.43512.9%26.0%
75Δ3.07533.7%21.2%
80Δ2.70554.4%16.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.72
IV
567.7%
B/E move
47.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
554.0%
B/E move
42.7%

30Δ

Calls
Pseudo strike
8.27
IV
501.5%
B/E move
123.1%
Puts
Pseudo strike
3.57
IV
540.3%
B/E move
38.1%

35Δ

Calls
Pseudo strike
7.00
IV
467.7%
B/E move
92.3%
Puts
Pseudo strike
3.99
IV
526.7%
B/E move
33.4%

40Δ

Calls
Pseudo strike
6.27
IV
452.1%
B/E move
75.7%
Puts
Pseudo strike
4.41
IV
513.0%
B/E move
28.8%

45Δ

Calls
Pseudo strike
5.55
IV
436.5%
B/E move
59.0%
Puts
Pseudo strike
4.83
IV
499.3%
B/E move
24.1%

50Δ

Calls
Pseudo strike
4.91
IV
429.9%
B/E move
45.3%
Puts
Pseudo strike
5.40
IV
496.1%
B/E move
20.7%

55Δ

Calls
Pseudo strike
4.54
IV
450.7%
B/E move
40.5%
Puts
Pseudo strike
6.06
IV
499.9%
B/E move
18.1%

60Δ

Calls
Pseudo strike
4.17
IV
471.4%
B/E move
35.7%
Puts
Pseudo strike
6.73
IV
503.6%
B/E move
15.6%

65Δ

Calls
Pseudo strike
3.80
IV
492.2%
B/E move
30.8%
Puts
Pseudo strike
7.39
IV
507.4%
B/E move
13.0%

70Δ

Calls
Pseudo strike
3.43
IV
512.9%
B/E move
26.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.07
IV
533.7%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.70
IV
554.4%
B/E move
16.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations