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Pharvaris N.V. Ordinary Shares PHVS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:06:58.026Z

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 · 2026-11-11T21:00:00.253339135Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:06:57.662234+00:00

Share price$34.18
1D+0.5%
AH$33.88$34.06$34.24$34.42$34.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHVS
Sold putSold callAH

Pharvaris N.V. Ordinary Shares options

Live interpolated PHVS call and put midpoint premiums by absolute delta.Pharvaris N.V. Ordinary Shares$2.13$2.82$3.51$4.20$4.88$25.09$28.81$32.54$36.26$39.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PHVS spot · $34.18PHVS PRICE$2.20$2.45$2.45$2.49$2.55$2.59$2.63$2.68$3.02$3.75$4.48$2.45$2.45$2.47$2.56$2.62$2.65$2.69$2.82$3.04$3.25$3.47$3.68$4.69
PutsExpensive2.06×
Calls——
Skew——
Implied moveBearish±$5.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.44321.7%32.7%
25Δ28.29253.9%24.4%
30Δ45.32255.0%39.0%30.38206.7%18.3%
35Δ42.22237.7%30.7%31.87175.8%14.2%
40Δ38.65191.9%20.3%32.98151.8%11.2%
45Δ36.57160.6%14.3%33.81132.8%8.8%
50Δ35.00135.3%9.8%34.64113.8%6.5%
55Δ34.30120.3%7.9%35.28101.9%5.0%
60Δ33.60105.4%6.0%35.7895.4%4.2%
65Δ32.9090.5%4.1%36.2988.8%3.4%
70Δ32.1284.7%2.8%36.7982.3%2.5%
75Δ31.2491.1%2.4%37.2975.7%1.7%
80Δ30.3597.5%1.9%38.4679.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.44
IV
321.7%
B/E move
32.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.29
IV
253.9%
B/E move
24.4%

30Δ

Calls
Pseudo strike
45.32
IV
255.0%
B/E move
39.0%
Puts
Pseudo strike
30.38
IV
206.7%
B/E move
18.3%

35Δ

Calls
Pseudo strike
42.22
IV
237.7%
B/E move
30.7%
Puts
Pseudo strike
31.87
IV
175.8%
B/E move
14.2%

40Δ

Calls
Pseudo strike
38.65
IV
191.9%
B/E move
20.3%
Puts
Pseudo strike
32.98
IV
151.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
36.57
IV
160.6%
B/E move
14.3%
Puts
Pseudo strike
33.81
IV
132.8%
B/E move
8.8%

50Δ

Calls
Pseudo strike
35.00
IV
135.3%
B/E move
9.8%
Puts
Pseudo strike
34.64
IV
113.8%
B/E move
6.5%

55Δ

Calls
Pseudo strike
34.30
IV
120.3%
B/E move
7.9%
Puts
Pseudo strike
35.28
IV
101.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
33.60
IV
105.4%
B/E move
6.0%
Puts
Pseudo strike
35.78
IV
95.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
32.90
IV
90.5%
B/E move
4.1%
Puts
Pseudo strike
36.29
IV
88.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
32.12
IV
84.7%
B/E move
2.8%
Puts
Pseudo strike
36.79
IV
82.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
31.24
IV
91.1%
B/E move
2.4%
Puts
Pseudo strike
37.29
IV
75.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.35
IV
97.5%
B/E move
1.9%
Puts
Pseudo strike
38.46
IV
79.9%
B/E move
1.2%

Options history

IV · four-Friday blend70.52%
Daily EOD
PHVS60.2%66.5%72.8%2026-10-19: 64.79%2026-10-20: 61.03%2026-10-21: 67.33%2026-10-22: 68.49%2026-10-23: 67.40%2026-10-26: 70.28%2026-10-27: 71.96%2026-10-28: 71.86%2026-10-29: 64.31%2026-10-30: 70.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.79%
61.03%
67.33%
68.49%
67.40%
70.28%
71.96%
71.86%
64.31%
70.52%