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Savara Inc. Common Stock SVRA

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Market datapartial · fetched 2026-10-22T23:23:35.901Z

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 · 2026-10-22T22:43:21.382785072Z

FundamentalsAlpha Vantage · unavailable

Share price$4.55
1D-2.5%
AH$4.44$4.52$4.60$4.68$4.765:30 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$0.20$0.88$1.57$2.25$2.93$1.55$3.08$4.62$6.15$7.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SVRA spot · $4.55SVRA PRICE$0.28$0.51$0.58$0.65$0.73$0.85$1.08$1.31$1.53$1.76$1.99$1.92$2.73$2.00$1.26$1.10$1.35$1.61$1.86$2.11$2.37
PutsExpensive2.15×
CallsExpensive2.33×
SkewBullish-10.49 pp
Implied moveBearish±$1.99
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ6.01136.1%38.1%
35Δ7.49230.9%75.6%5.14292.7%29.2%
40Δ6.81218.2%62.4%5.89358.7%30.6%
45Δ6.13205.6%49.1%5.52266.0%22.5%
50Δ5.46192.9%35.9%5.16173.3%14.4%
55Δ4.88186.3%25.9%5.18133.4%10.2%
60Δ4.52192.1%22.9%5.50133.0%8.8%
65Δ4.15197.9%19.9%5.82132.5%7.4%
70Δ3.78203.7%16.9%6.14132.1%6.0%
75Δ3.42209.4%13.9%6.46131.6%4.6%
80Δ3.05215.2%10.9%6.77131.2%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.01
IV
136.1%
B/E move
38.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.49
IV
230.9%
B/E move
75.6%
Puts
Pseudo strike
5.14
IV
292.7%
B/E move
29.2%

40Δ

Calls
Pseudo strike
6.81
IV
218.2%
B/E move
62.4%
Puts
Pseudo strike
5.89
IV
358.7%
B/E move
30.6%

45Δ

Calls
Pseudo strike
6.13
IV
205.6%
B/E move
49.1%
Puts
Pseudo strike
5.52
IV
266.0%
B/E move
22.5%

50Δ

Calls
Pseudo strike
5.46
IV
192.9%
B/E move
35.9%
Puts
Pseudo strike
5.16
IV
173.3%
B/E move
14.4%

55Δ

Calls
Pseudo strike
4.88
IV
186.3%
B/E move
25.9%
Puts
Pseudo strike
5.18
IV
133.4%
B/E move
10.2%

60Δ

Calls
Pseudo strike
4.52
IV
192.1%
B/E move
22.9%
Puts
Pseudo strike
5.50
IV
133.0%
B/E move
8.8%

65Δ

Calls
Pseudo strike
4.15
IV
197.9%
B/E move
19.9%
Puts
Pseudo strike
5.82
IV
132.5%
B/E move
7.4%

70Δ

Calls
Pseudo strike
3.78
IV
203.7%
B/E move
16.9%
Puts
Pseudo strike
6.14
IV
132.1%
B/E move
6.0%

75Δ

Calls
Pseudo strike
3.42
IV
209.4%
B/E move
13.9%
Puts
Pseudo strike
6.46
IV
131.6%
B/E move
4.6%

80Δ

Calls
Pseudo strike
3.05
IV
215.2%
B/E move
10.9%
Puts
Pseudo strike
6.77
IV
131.2%
B/E move
3.2%

Options history

No recorded observations