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Palvella Therapeutics, Inc. Common Stock PVLA

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Market datapartial · fetched 2026-10-22T23:57:39.032Z

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 · 2026-10-22T22:34:10.47203288Z

FundamentalsAlpha Vantage · unavailable

Share price$126.30
1D+0.8%
AH$123$124$126$127$1285:30 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$1.92$6.85$11.79$16.72$21.65$101.04$114.35$127.65$140.96$154.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PVLA spot · $126.30PVLA PRICE$2.45$2.71$3.37$4.19$5.12$6.10$7.18$8.31$9.73$11.28$12.82$14.36$16.95$2.64$3.31$4.30$5.32$6.43$7.57$8.79$10.15$11.89$13.72$15.70$17.90$20.23
PutsFair0.99×
CallsFair1.01×
SkewNeutral-0.09 pp
Implied moveBearish±$15.97
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.5067.5%21.9%111.1661.3%14.1%
25Δ142.5655.1%15.0%115.1057.3%11.5%
30Δ138.6853.3%12.5%117.8557.5%10.1%
35Δ135.9453.9%11.0%120.5757.6%8.7%
40Δ133.3254.5%9.6%123.1857.2%7.6%
45Δ130.7755.1%8.4%125.7556.6%6.4%
50Δ128.2655.2%7.2%128.2455.6%5.4%
55Δ125.7655.2%6.2%130.7755.0%4.5%
60Δ123.2155.8%5.3%133.4455.2%3.8%
65Δ120.6356.7%4.4%136.1755.0%3.0%
70Δ118.0556.1%3.6%139.0054.5%2.4%
75Δ115.4855.0%2.8%141.9753.5%1.8%
80Δ112.1256.3%2.2%145.0452.4%1.2%

20Δ

Calls
Pseudo strike
151.50
IV
67.5%
B/E move
21.9%
Puts
Pseudo strike
111.16
IV
61.3%
B/E move
14.1%

25Δ

Calls
Pseudo strike
142.56
IV
55.1%
B/E move
15.0%
Puts
Pseudo strike
115.10
IV
57.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
138.68
IV
53.3%
B/E move
12.5%
Puts
Pseudo strike
117.85
IV
57.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
135.94
IV
53.9%
B/E move
11.0%
Puts
Pseudo strike
120.57
IV
57.6%
B/E move
8.7%

40Δ

Calls
Pseudo strike
133.32
IV
54.5%
B/E move
9.6%
Puts
Pseudo strike
123.18
IV
57.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
130.77
IV
55.1%
B/E move
8.4%
Puts
Pseudo strike
125.75
IV
56.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
128.26
IV
55.2%
B/E move
7.2%
Puts
Pseudo strike
128.24
IV
55.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
125.76
IV
55.2%
B/E move
6.2%
Puts
Pseudo strike
130.77
IV
55.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
123.21
IV
55.8%
B/E move
5.3%
Puts
Pseudo strike
133.44
IV
55.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
120.63
IV
56.7%
B/E move
4.4%
Puts
Pseudo strike
136.17
IV
55.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
118.05
IV
56.1%
B/E move
3.6%
Puts
Pseudo strike
139.00
IV
54.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
115.48
IV
55.0%
B/E move
2.8%
Puts
Pseudo strike
141.97
IV
53.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
112.12
IV
56.3%
B/E move
2.2%
Puts
Pseudo strike
145.04
IV
52.4%
B/E move
1.2%

Options history

No recorded observations