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Invivyd, Inc. Common Stock IVVD

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:45:59.035Z

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 · 2026-11-12T00:27:44.701517881Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:40:48.451703+00:00

Share price$0.60
1D+1.4%
AH$0.58$0.58$0.59$0.60$0.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVVD
Sold putSold callAH

Invivyd, Inc. Common Stock options

Live interpolated IVVD call and put midpoint premiums by absolute delta.Invivyd, Inc. Common Stock$0.04$0.21$0.37$0.54$0.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIVVD PRICE$0.06$0.08$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.54$0.60$0.65
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.32458.7%958.0%
25Δ5.71482.0%859.4%
30Δ
35Δ0.94194.9%67.1%
40Δ0.88201.5%61.1%
45Δ0.82208.1%55.0%
50Δ0.77214.6%49.0%
55Δ0.71221.2%42.9%
60Δ0.65227.8%36.9%1.05258.4%15.5%
65Δ0.60234.4%30.8%1.12244.7%13.1%
70Δ0.54241.0%24.7%1.19231.1%10.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.32
IV
458.7%
B/E move
958.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.71
IV
482.0%
B/E move
859.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
0.94
IV
194.9%
B/E move
67.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.88
IV
201.5%
B/E move
61.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.82
IV
208.1%
B/E move
55.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.77
IV
214.6%
B/E move
49.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
0.71
IV
221.2%
B/E move
42.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
0.65
IV
227.8%
B/E move
36.9%
Puts
Pseudo strike
1.05
IV
258.4%
B/E move
15.5%

65Δ

Calls
Pseudo strike
0.60
IV
234.4%
B/E move
30.8%
Puts
Pseudo strike
1.12
IV
244.7%
B/E move
13.1%

70Δ

Calls
Pseudo strike
0.54
IV
241.0%
B/E move
24.7%
Puts
Pseudo strike
1.19
IV
231.1%
B/E move
10.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend361.40%
Daily close
IVVD197.1%285.4%373.6%2026-09-21: 238.48%2026-09-22: 215.55%2026-09-25: 209.31%2026-10-02: 276.06%2026-10-05: 275.81%2026-10-23: 361.40%Sep 21Sep 25Oct 23
6 observations2026-09-21 — 2026-10-23
Table
DateIV (%)
238.48%
215.55%
209.31%
276.06%
275.81%
361.40%