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Palvella Therapeutics, Inc. Common Stock PVLA

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Market datapartial · fetched 2026-10-23T16:42:00.674Z

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 · 2026-10-23T16:33:19.291941071Z

FundamentalsAlpha Vantage · unavailable

Share price$124.28
1D-1.5%
$122$123$124$125$1275:30 AM6:30 AM9:00 AM1:00 PMPVLA
Sold putSold call

Palvella Therapeutics, Inc. Common Stock options

Live interpolated PVLA call and put midpoint premiums by absolute delta.Palvella Therapeutics, Inc. Common Stock$1.94$6.52$11.10$15.68$20.26$99.32$111.93$124.54$137.15$149.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PVLA spot · $124.28PVLA PRICE$2.50$2.99$3.48$4.18$5.14$6.13$7.15$8.41$9.91$11.40$12.89$15.30$18.26$2.43$3.03$3.92$4.96$6.13$7.41$8.69$9.97$11.33$12.79$14.41$16.37$18.94
PutsCheap0.93×
CallsExpensive1.06×
SkewBullish-5.23 pp
Implied moveBearish±$15.84
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.1271.0%22.8%110.1858.5%13.3%
25Δ144.1464.6%18.4%113.7354.8%10.9%
30Δ138.2358.4%14.0%116.5254.2%9.4%
35Δ133.8655.5%11.1%118.8955.5%8.3%
40Δ131.3456.7%9.8%121.3056.0%7.3%
45Δ128.8157.2%8.6%123.7455.8%6.4%
50Δ126.2557.0%7.3%126.1855.6%5.5%
55Δ123.6857.1%6.3%128.6155.4%4.5%
60Δ121.1157.5%5.4%131.0354.7%3.7%
65Δ118.5457.9%4.6%133.4253.3%2.9%
70Δ115.9658.3%3.7%135.9152.1%2.2%
75Δ112.7260.8%3.0%138.5951.1%1.7%
80Δ109.0463.4%2.4%141.8150.7%1.1%

20Δ

Calls
Pseudo strike
150.12
IV
71.0%
B/E move
22.8%
Puts
Pseudo strike
110.18
IV
58.5%
B/E move
13.3%

25Δ

Calls
Pseudo strike
144.14
IV
64.6%
B/E move
18.4%
Puts
Pseudo strike
113.73
IV
54.8%
B/E move
10.9%

30Δ

Calls
Pseudo strike
138.23
IV
58.4%
B/E move
14.0%
Puts
Pseudo strike
116.52
IV
54.2%
B/E move
9.4%

35Δ

Calls
Pseudo strike
133.86
IV
55.5%
B/E move
11.1%
Puts
Pseudo strike
118.89
IV
55.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
131.34
IV
56.7%
B/E move
9.8%
Puts
Pseudo strike
121.30
IV
56.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
128.81
IV
57.2%
B/E move
8.6%
Puts
Pseudo strike
123.74
IV
55.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
126.25
IV
57.0%
B/E move
7.3%
Puts
Pseudo strike
126.18
IV
55.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
123.68
IV
57.1%
B/E move
6.3%
Puts
Pseudo strike
128.61
IV
55.4%
B/E move
4.5%

60Δ

Calls
Pseudo strike
121.11
IV
57.5%
B/E move
5.4%
Puts
Pseudo strike
131.03
IV
54.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
118.54
IV
57.9%
B/E move
4.6%
Puts
Pseudo strike
133.42
IV
53.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
115.96
IV
58.3%
B/E move
3.7%
Puts
Pseudo strike
135.91
IV
52.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
112.72
IV
60.8%
B/E move
3.0%
Puts
Pseudo strike
138.59
IV
51.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
109.04
IV
63.4%
B/E move
2.4%
Puts
Pseudo strike
141.81
IV
50.7%
B/E move
1.1%

Options history

No recorded observations