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Palvella Therapeutics, Inc PVLA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T04:26:19.217Z

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 · 2026-10-23T22:54:00.049880857Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:19.463012+00:00

Share price$125.30
1D-0.9%
AH$122$123$124$125$1275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPVLA
Sold putSold callAH

Palvella Therapeutics, Inc options

Live interpolated PVLA call and put midpoint premiums by absolute delta.Palvella Therapeutics, Inc$1.90$6.97$12.04$17.11$22.18$100.62$112.94$125.27$137.60$149.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PVLA spot · $125.30PVLA PRICE$2.45$2.65$3.33$4.11$5.10$6.10$7.16$8.24$9.51$10.81$12.34$13.96$16.71$2.46$3.09$4.07$5.09$6.30$7.53$8.81$10.10$11.81$13.59$15.75$18.07$20.72
PutsFair0.99×
CallsFair1.01×
SkewNeutral-0.13 pp
Implied moveBearish±$15.97
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ150.4569.5%22.0%110.9559.8%13.4%
25Δ141.0656.1%14.7%114.6456.2%11.0%
30Δ137.5455.0%12.4%117.2556.8%9.7%
35Δ134.6755.3%10.8%119.7457.9%8.5%
40Δ132.2256.6%9.6%122.2558.4%7.5%
45Δ129.7657.7%8.4%124.7558.8%6.4%
50Δ127.2557.5%7.3%127.2358.1%5.5%
55Δ124.7357.3%6.1%129.7157.3%4.5%
60Δ122.2857.0%5.2%132.3757.2%3.8%
65Δ119.8256.8%4.3%135.0557.2%3.1%
70Δ117.3156.1%3.5%138.0256.9%2.4%
75Δ114.7355.7%2.7%141.1056.5%1.8%
80Δ111.3058.0%2.2%144.4555.7%1.2%

20Δ

Calls
Pseudo strike
150.45
IV
69.5%
B/E move
22.0%
Puts
Pseudo strike
110.95
IV
59.8%
B/E move
13.4%

25Δ

Calls
Pseudo strike
141.06
IV
56.1%
B/E move
14.7%
Puts
Pseudo strike
114.64
IV
56.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
137.54
IV
55.0%
B/E move
12.4%
Puts
Pseudo strike
117.25
IV
56.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
134.67
IV
55.3%
B/E move
10.8%
Puts
Pseudo strike
119.74
IV
57.9%
B/E move
8.5%

40Δ

Calls
Pseudo strike
132.22
IV
56.6%
B/E move
9.6%
Puts
Pseudo strike
122.25
IV
58.4%
B/E move
7.5%

45Δ

Calls
Pseudo strike
129.76
IV
57.7%
B/E move
8.4%
Puts
Pseudo strike
124.75
IV
58.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
127.25
IV
57.5%
B/E move
7.3%
Puts
Pseudo strike
127.23
IV
58.1%
B/E move
5.5%

55Δ

Calls
Pseudo strike
124.73
IV
57.3%
B/E move
6.1%
Puts
Pseudo strike
129.71
IV
57.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
122.28
IV
57.0%
B/E move
5.2%
Puts
Pseudo strike
132.37
IV
57.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
119.82
IV
56.8%
B/E move
4.3%
Puts
Pseudo strike
135.05
IV
57.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
117.31
IV
56.1%
B/E move
3.5%
Puts
Pseudo strike
138.02
IV
56.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
114.73
IV
55.7%
B/E move
2.7%
Puts
Pseudo strike
141.10
IV
56.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
111.30
IV
58.0%
B/E move
2.2%
Puts
Pseudo strike
144.45
IV
55.7%
B/E move
1.2%

Options history

No recorded observations