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Palvella Therapeutics, Inc. Common Stock PVLA

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Market datapartial · fetched 2026-11-13T01:27:46.867Z

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 · 2026-11-12T21:14:07.926516684Z

FundamentalsAlpha Vantage · unavailable

Share price$154.50
1D-4.8%
AH$152$155$158$160$1635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPVLA
Sold putSold callAH

Palvella Therapeutics, Inc. Common Stock options

Live interpolated PVLA call and put midpoint premiums by absolute delta.Palvella Therapeutics, Inc. Common Stock$1.71$6.03$10.34$14.65$18.97$131.06$144.00$156.94$169.88$182.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PVLA spot · $154.50PVLA PRICE$2.45$2.45$2.53$2.70$3.18$3.66$4.14$5.17$6.20$7.22$8.31$9.43$10.54$2.18$2.61$3.16$4.11$5.05$6.12$7.82$9.52$10.92$12.28$14.55$17.72
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$10.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.04104.5%16.8%
25Δ168.7578.7%10.8%145.9461.8%6.9%
30Δ163.1262.1%7.2%148.2357.8%5.8%
35Δ159.8252.3%5.2%150.3755.3%4.7%
40Δ158.2250.7%4.5%152.0057.7%4.3%
45Δ156.6249.0%3.7%153.6360.0%3.8%
50Δ155.0247.4%3.0%155.3562.7%3.4%
55Δ153.4849.4%2.7%157.5667.1%3.1%
60Δ151.9551.3%2.4%159.7771.5%2.8%
65Δ150.4153.3%2.0%161.9170.6%2.3%
70Δ148.7953.1%1.7%164.0369.0%1.8%
75Δ147.1352.1%1.3%166.9270.2%1.4%
80Δ145.4751.1%1.0%170.5873.7%1.1%

20Δ

Calls
Pseudo strike
178.04
IV
104.5%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
168.75
IV
78.7%
B/E move
10.8%
Puts
Pseudo strike
145.94
IV
61.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
163.12
IV
62.1%
B/E move
7.2%
Puts
Pseudo strike
148.23
IV
57.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
159.82
IV
52.3%
B/E move
5.2%
Puts
Pseudo strike
150.37
IV
55.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
158.22
IV
50.7%
B/E move
4.5%
Puts
Pseudo strike
152.00
IV
57.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
156.62
IV
49.0%
B/E move
3.7%
Puts
Pseudo strike
153.63
IV
60.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
155.02
IV
47.4%
B/E move
3.0%
Puts
Pseudo strike
155.35
IV
62.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
153.48
IV
49.4%
B/E move
2.7%
Puts
Pseudo strike
157.56
IV
67.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
151.95
IV
51.3%
B/E move
2.4%
Puts
Pseudo strike
159.77
IV
71.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
150.41
IV
53.3%
B/E move
2.0%
Puts
Pseudo strike
161.91
IV
70.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
148.79
IV
53.1%
B/E move
1.7%
Puts
Pseudo strike
164.03
IV
69.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
147.13
IV
52.1%
B/E move
1.3%
Puts
Pseudo strike
166.92
IV
70.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
145.47
IV
51.1%
B/E move
1.0%
Puts
Pseudo strike
170.58
IV
73.7%
B/E move
1.1%

Options history

IV · four-Friday blend52.97%
Daily EOD
PVLA50.3%52.4%54.4%2026-10-19: 52.39%2026-10-20: 52.77%2026-10-21: 52.00%2026-10-22: 52.99%2026-10-23: 53.72%2026-10-26: 54.13%2026-10-27: 53.03%2026-10-28: 52.12%2026-10-29: 50.59%2026-10-30: 52.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.39%
52.77%
52.00%
52.99%
53.72%
54.13%
53.03%
52.12%
50.59%
52.97%