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Pharvaris N.V. Ordinary Shares PHVS

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Market datapartial · fetched 2026-10-23T03:03:04.022Z

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 · 2026-10-22T20:00:02.007688066Z

FundamentalsAlpha Vantage · unavailable

Share price$30.68
1D-0.6%
AH$29.81$30.09$30.37$30.65$30.935:30 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$1.54$3.00$4.46$5.92$7.38$20.95$25.97$31.00$36.03$41.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PHVS spot · $30.68PHVS PRICE$2.48$2.46$2.46$2.52$2.55$2.55$2.66$3.32$3.97$4.55$4.92$2.45$2.45$2.45$2.10$1.70$2.09$2.59$3.09$3.73$4.53$5.32$6.14$6.96
PutsExpensive1.32×
CallsExpensive1.46×
SkewBullish-7.51 pp
Implied moveBalanced±$5.14
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.31198.6%35.3%
25Δ25.25152.1%25.7%
30Δ48.16197.6%65.1%27.22123.7%19.3%
35Δ39.62150.2%37.1%28.5893.6%13.7%
40Δ35.59120.6%24.0%29.8463.1%8.3%
45Δ33.34101.6%16.9%30.6461.3%6.9%
50Δ31.9187.0%12.3%31.3863.8%6.2%
55Δ30.8773.9%8.9%32.1266.3%5.4%
60Δ29.8663.7%6.0%32.9968.7%4.6%
65Δ28.9968.3%5.3%34.0170.9%3.9%
70Δ28.1372.9%4.6%35.0273.0%3.2%
75Δ27.3274.5%3.9%36.0771.6%2.4%
80Δ26.6868.3%3.0%37.1270.2%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.31
IV
198.6%
B/E move
35.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.25
IV
152.1%
B/E move
25.7%

30Δ

Calls
Pseudo strike
48.16
IV
197.6%
B/E move
65.1%
Puts
Pseudo strike
27.22
IV
123.7%
B/E move
19.3%

35Δ

Calls
Pseudo strike
39.62
IV
150.2%
B/E move
37.1%
Puts
Pseudo strike
28.58
IV
93.6%
B/E move
13.7%

40Δ

Calls
Pseudo strike
35.59
IV
120.6%
B/E move
24.0%
Puts
Pseudo strike
29.84
IV
63.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
33.34
IV
101.6%
B/E move
16.9%
Puts
Pseudo strike
30.64
IV
61.3%
B/E move
6.9%

50Δ

Calls
Pseudo strike
31.91
IV
87.0%
B/E move
12.3%
Puts
Pseudo strike
31.38
IV
63.8%
B/E move
6.2%

55Δ

Calls
Pseudo strike
30.87
IV
73.9%
B/E move
8.9%
Puts
Pseudo strike
32.12
IV
66.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
29.86
IV
63.7%
B/E move
6.0%
Puts
Pseudo strike
32.99
IV
68.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
28.99
IV
68.3%
B/E move
5.3%
Puts
Pseudo strike
34.01
IV
70.9%
B/E move
3.9%

70Δ

Calls
Pseudo strike
28.13
IV
72.9%
B/E move
4.6%
Puts
Pseudo strike
35.02
IV
73.0%
B/E move
3.2%

75Δ

Calls
Pseudo strike
27.32
IV
74.5%
B/E move
3.9%
Puts
Pseudo strike
36.07
IV
71.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
26.68
IV
68.3%
B/E move
3.0%
Puts
Pseudo strike
37.12
IV
70.2%
B/E move
1.7%

Options history

No recorded observations