IntraAlpha
Create free account Start free

Trevi Therapeutics, Inc. Common Stock TRVI

i

Market datapartial · fetched 2026-10-23T17:37:54.373Z

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 · 2026-10-23T17:32:46.10348192Z

FundamentalsAlpha Vantage · unavailable

Share price$12.59
1D-0.6%
$12.37$12.45$12.53$12.60$12.685:30 AM6:30 AM9:00 AM1:00 PMTRVI
Sold putSold call

Trevi Therapeutics, Inc. Common Stock options

Live interpolated TRVI call and put midpoint premiums by absolute delta.Trevi Therapeutics, Inc. Common Stock$0.81$2.07$3.32$4.58$5.84$8.20$10.98$13.75$16.52$19.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRVI spot · $12.59TRVI PRICE$1.21$1.53$1.86$2.18$2.50$2.83$3.15$3.47$3.79$4.12$0.99$0.94$1.05$1.28$1.50$1.72$1.94$2.54$3.52$4.50$5.48
PutsFair1.05×
CallsExpensive1.87×
SkewBullish-66.50 pp
Implied moveBullish±$3.68
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ11.16124.0%19.2%
35Δ17.45174.9%48.2%11.7599.8%14.2%
40Δ16.61171.9%44.1%12.2389.1%11.2%
45Δ15.77168.9%40.0%12.6288.3%9.9%
50Δ14.93165.8%35.9%13.0287.5%8.5%
55Δ14.10162.8%31.8%13.4186.6%7.1%
60Δ13.26159.8%27.7%13.8185.8%5.8%
65Δ12.42156.8%23.7%14.5488.0%4.7%
70Δ11.58153.8%19.6%15.6293.0%3.9%
75Δ10.74150.8%15.5%16.7098.0%3.1%
80Δ9.90147.8%11.4%17.77103.0%2.3%

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
IV
B/E move
Puts
Pseudo strike
11.16
IV
124.0%
B/E move
19.2%

35Δ

Calls
Pseudo strike
17.45
IV
174.9%
B/E move
48.2%
Puts
Pseudo strike
11.75
IV
99.8%
B/E move
14.2%

40Δ

Calls
Pseudo strike
16.61
IV
171.9%
B/E move
44.1%
Puts
Pseudo strike
12.23
IV
89.1%
B/E move
11.2%

45Δ

Calls
Pseudo strike
15.77
IV
168.9%
B/E move
40.0%
Puts
Pseudo strike
12.62
IV
88.3%
B/E move
9.9%

50Δ

Calls
Pseudo strike
14.93
IV
165.8%
B/E move
35.9%
Puts
Pseudo strike
13.02
IV
87.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
14.10
IV
162.8%
B/E move
31.8%
Puts
Pseudo strike
13.41
IV
86.6%
B/E move
7.1%

60Δ

Calls
Pseudo strike
13.26
IV
159.8%
B/E move
27.7%
Puts
Pseudo strike
13.81
IV
85.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
12.42
IV
156.8%
B/E move
23.7%
Puts
Pseudo strike
14.54
IV
88.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
11.58
IV
153.8%
B/E move
19.6%
Puts
Pseudo strike
15.62
IV
93.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
10.74
IV
150.8%
B/E move
15.5%
Puts
Pseudo strike
16.70
IV
98.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
9.90
IV
147.8%
B/E move
11.4%
Puts
Pseudo strike
17.77
IV
103.0%
B/E move
2.3%

Options history

No recorded observations