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Invivyd, Inc. Common Stock IVVD

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Market datapartial · fetched 2026-10-22T21:05:16.128Z

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 · 2026-10-22T20:50:43.306019919Z

FundamentalsAlpha Vantage · unavailable

Share price$0.60
1D-10.5%
AH$0.58$0.61$0.63$0.65$0.685:30 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$0.00$1.95$3.89$5.84$7.79$-0.80$-0.18$0.44$1.07$1.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVVD spot · $0.60IVVD PRICE$0.03$0.05$0.08$0.11$0.13$0.16$0.19$0.24$0.32$0.39$0.46$1.27$1.71$2.16$3.11$4.19$5.59$7.21$6.50$5.79$5.08$4.37$3.66$2.95
PutsExpensive3.99×
CallsExpensive3.01×
SkewBearish+185.12 pp
Implied moveBearish±$7.40
TiltBearish92.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01169.7%73.3%1.38800.0%81.7%
25Δ1.24239.5%116.1%1.89800.0%71.2%
30Δ1.47309.3%159.0%2.39800.0%60.6%
35Δ1.71379.0%201.8%3.36800.0%58.4%
40Δ1.94448.8%244.6%4.44800.0%58.4%
45Δ2.17518.6%287.4%5.84800.0%58.4%
50Δ2.40588.3%330.3%7.46796.1%58.0%
55Δ2.43644.4%345.0%6.79726.3%51.5%
60Δ2.31689.2%336.7%6.12656.5%45.0%
65Δ2.18734.1%328.4%5.45586.7%38.5%
70Δ2.06778.9%320.1%4.78516.8%31.9%
75Δ4.11447.0%25.4%
80Δ3.43377.2%18.9%

20Δ

Calls
Pseudo strike
1.01
IV
169.7%
B/E move
73.3%
Puts
Pseudo strike
1.38
IV
800.0%
B/E move
81.7%

25Δ

Calls
Pseudo strike
1.24
IV
239.5%
B/E move
116.1%
Puts
Pseudo strike
1.89
IV
800.0%
B/E move
71.2%

30Δ

Calls
Pseudo strike
1.47
IV
309.3%
B/E move
159.0%
Puts
Pseudo strike
2.39
IV
800.0%
B/E move
60.6%

35Δ

Calls
Pseudo strike
1.71
IV
379.0%
B/E move
201.8%
Puts
Pseudo strike
3.36
IV
800.0%
B/E move
58.4%

40Δ

Calls
Pseudo strike
1.94
IV
448.8%
B/E move
244.6%
Puts
Pseudo strike
4.44
IV
800.0%
B/E move
58.4%

45Δ

Calls
Pseudo strike
2.17
IV
518.6%
B/E move
287.4%
Puts
Pseudo strike
5.84
IV
800.0%
B/E move
58.4%

50Δ

Calls
Pseudo strike
2.40
IV
588.3%
B/E move
330.3%
Puts
Pseudo strike
7.46
IV
796.1%
B/E move
58.0%

55Δ

Calls
Pseudo strike
2.43
IV
644.4%
B/E move
345.0%
Puts
Pseudo strike
6.79
IV
726.3%
B/E move
51.5%

60Δ

Calls
Pseudo strike
2.31
IV
689.2%
B/E move
336.7%
Puts
Pseudo strike
6.12
IV
656.5%
B/E move
45.0%

65Δ

Calls
Pseudo strike
2.18
IV
734.1%
B/E move
328.4%
Puts
Pseudo strike
5.45
IV
586.7%
B/E move
38.5%

70Δ

Calls
Pseudo strike
2.06
IV
778.9%
B/E move
320.1%
Puts
Pseudo strike
4.78
IV
516.8%
B/E move
31.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
447.0%
B/E move
25.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.43
IV
377.2%
B/E move
18.9%

Options history

No recorded observations