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Savara Inc. Common Stock SVRA

i

Market datapartial · fetched 2026-11-12T03:21:27.712Z

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 · 2026-11-12T00:57:11.745171761Z

FundamentalsAlpha Vantage · unavailable

Share price$5.01
1D+0.2%
AH$4.91$4.98$5.05$5.12$5.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSVRA
Sold putSold callAH

Savara Inc. Common Stock options

Live interpolated SVRA call and put midpoint premiums by absolute delta.Savara Inc. Common Stock$0.13$1.03$1.94$2.84$3.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESVRA PRICE$2.68$0.22$0.38$0.53$0.69$0.85$2.47$2.50$2.52$2.54$2.71$2.97$3.23$3.49
PutsExpensive3.41×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.99218.4%24.7%
25Δ4.24233.7%23.0%
30Δ4.48249.5%21.3%
35Δ4.72265.2%19.6%
40Δ4.96281.0%18.0%
45Δ6.23535.2%25.1%
50Δ6.46485.5%20.9%
55Δ6.68435.8%16.8%
60Δ6.91386.1%12.7%
65Δ7.21354.5%10.1%
70Δ7.56333.9%8.4%
75Δ7.90313.2%6.7%
80Δ3.86774.9%30.5%8.25292.5%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
218.4%
B/E move
24.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
233.7%
B/E move
23.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.48
IV
249.5%
B/E move
21.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.72
IV
265.2%
B/E move
19.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.96
IV
281.0%
B/E move
18.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.23
IV
535.2%
B/E move
25.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
485.5%
B/E move
20.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.68
IV
435.8%
B/E move
16.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.91
IV
386.1%
B/E move
12.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
354.5%
B/E move
10.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.56
IV
333.9%
B/E move
8.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.90
IV
313.2%
B/E move
6.7%

80Δ

Calls
Pseudo strike
3.86
IV
774.9%
B/E move
30.5%
Puts
Pseudo strike
8.25
IV
292.5%
B/E move
5.0%

Options history

IV · four-Friday blend185.27%
Daily EOD
SVRA185.1%185.3%185.5%2026-10-27: 185.27%Oct 27
1 observations2026-10-27 — 2026-10-27
Table
DateIV (%)
185.27%