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Invivyd, Inc. Common Stock IVVD

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Market datapartial · fetched 2026-10-22T23:28:48.920Z

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 · 2026-10-22T23:14:00.844628058Z

FundamentalsAlpha Vantage · unavailable

Share price$0.62
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$1.92$3.85$5.77$7.69$-0.78$-0.15$0.47$1.10$1.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVVD spot · $0.62IVVD PRICE$0.03$0.05$0.08$0.11$0.14$0.16$0.19$0.25$0.32$0.39$0.46$1.30$1.74$2.19$3.19$4.28$5.74$7.13$6.22$5.32$4.42$3.51$2.61$1.71
PutsExpensive3.86×
CallsExpensive2.96×
SkewBearish+169.08 pp
Implied moveBearish±$7.32
TiltBearish91.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01160.1%66.8%1.41800.0%81.7%
25Δ1.25231.2%109.6%1.92800.0%71.4%
30Δ1.48302.2%152.4%2.43800.0%61.0%
35Δ1.72373.3%195.2%3.44800.0%59.7%
40Δ1.96444.4%238.0%4.53800.0%59.7%
45Δ2.20515.4%280.8%5.99800.0%59.7%
50Δ2.43586.5%323.6%7.38788.9%58.6%
55Δ2.42639.0%330.0%6.53708.3%50.5%
60Δ2.30684.4%322.5%5.68627.6%42.5%
65Δ2.18729.8%314.9%4.82547.0%34.5%
70Δ2.06775.2%307.3%3.97466.3%26.5%
75Δ3.11385.7%18.4%
80Δ2.26305.1%10.4%

20Δ

Calls
Pseudo strike
1.01
IV
160.1%
B/E move
66.8%
Puts
Pseudo strike
1.41
IV
800.0%
B/E move
81.7%

25Δ

Calls
Pseudo strike
1.25
IV
231.2%
B/E move
109.6%
Puts
Pseudo strike
1.92
IV
800.0%
B/E move
71.4%

30Δ

Calls
Pseudo strike
1.48
IV
302.2%
B/E move
152.4%
Puts
Pseudo strike
2.43
IV
800.0%
B/E move
61.0%

35Δ

Calls
Pseudo strike
1.72
IV
373.3%
B/E move
195.2%
Puts
Pseudo strike
3.44
IV
800.0%
B/E move
59.7%

40Δ

Calls
Pseudo strike
1.96
IV
444.4%
B/E move
238.0%
Puts
Pseudo strike
4.53
IV
800.0%
B/E move
59.7%

45Δ

Calls
Pseudo strike
2.20
IV
515.4%
B/E move
280.8%
Puts
Pseudo strike
5.99
IV
800.0%
B/E move
59.7%

50Δ

Calls
Pseudo strike
2.43
IV
586.5%
B/E move
323.6%
Puts
Pseudo strike
7.38
IV
788.9%
B/E move
58.6%

55Δ

Calls
Pseudo strike
2.42
IV
639.0%
B/E move
330.0%
Puts
Pseudo strike
6.53
IV
708.3%
B/E move
50.5%

60Δ

Calls
Pseudo strike
2.30
IV
684.4%
B/E move
322.5%
Puts
Pseudo strike
5.68
IV
627.6%
B/E move
42.5%

65Δ

Calls
Pseudo strike
2.18
IV
729.8%
B/E move
314.9%
Puts
Pseudo strike
4.82
IV
547.0%
B/E move
34.5%

70Δ

Calls
Pseudo strike
2.06
IV
775.2%
B/E move
307.3%
Puts
Pseudo strike
3.97
IV
466.3%
B/E move
26.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.11
IV
385.7%
B/E move
18.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
305.1%
B/E move
10.4%

Options history

No recorded observations