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Inventiva S.A. American Depository Shares IVA

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Market datapartial · fetched 2026-10-22T06:26:49.024Z

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 · 2026-10-21T23:29:11.906494246Z

FundamentalsAlpha Vantage · unavailable

Share price$3.72
1D+10.1%
AH$3.26$3.39$3.51$3.64$3.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVA
Sold putSold callAH

Inventiva S.A. American Depository Shares options

Live interpolated IVA call and put midpoint premiums by absolute delta.Inventiva S.A. American Depository Shares$0.34$1.08$1.83$2.57$3.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIVA PRICE$0.42$0.50$0.63$0.75$0.87$1.00$1.22$1.53$1.83$2.13$2.44$1.28$3.10
PutsExpensive4.17×
CallsExpensive3.44×
SkewBearish+84.10 pp
Implied move——
TiltBullish50.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.08410.4%51.6%
25Δ4.83572.3%53.5%
30Δ8.83307.8%148.7%
35Δ7.49300.5%114.9%
40Δ6.93309.3%103.1%
45Δ6.37318.0%91.3%
50Δ5.81326.7%79.5%
55Δ5.24335.4%67.7%
60Δ4.79378.3%61.6%
65Δ4.41447.3%59.6%
70Δ4.04516.3%57.7%
75Δ3.66585.4%55.8%
80Δ3.29654.4%53.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
410.4%
B/E move
51.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.83
IV
572.3%
B/E move
53.5%

30Δ

Calls
Pseudo strike
8.83
IV
307.8%
B/E move
148.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.49
IV
300.5%
B/E move
114.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.93
IV
309.3%
B/E move
103.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.37
IV
318.0%
B/E move
91.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.81
IV
326.7%
B/E move
79.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.24
IV
335.4%
B/E move
67.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.79
IV
378.3%
B/E move
61.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.41
IV
447.3%
B/E move
59.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.04
IV
516.3%
B/E move
57.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.66
IV
585.4%
B/E move
55.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.29
IV
654.4%
B/E move
53.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations