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Trevi Therapeutics, Inc. Common Stock TRVI

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Market datapartial · fetched 2026-10-22T20:45:52.836Z

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 · 2026-10-22T20:00:07.880116479Z

FundamentalsAlpha Vantage · unavailable

Share price$12.94
1D+1.5%
AH$12.62$12.77$12.93$13.08$13.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRVI
Sold putSold callAH

Trevi Therapeutics, Inc. Common Stock options

Live interpolated TRVI call and put midpoint premiums by absolute delta.Trevi Therapeutics, Inc. Common Stock$0.52$1.27$2.02$2.77$3.52$7.79$10.37$12.95$15.53$18.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRVI spot · $12.94TRVI PRICE$1.07$0.60$1.08$1.09$1.10$1.12$1.16$1.38$1.59$1.79$1.98$2.17$1.09$1.14$1.24$1.36$1.46$1.61$1.95$2.21$2.23$2.25$2.27$2.29$3.31
PutsExpensive1.37×
CallsExpensive1.37×
SkewBullish-0.65 pp
Implied moveBearish±$3.06
TiltBearish20.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.39204.0%35.9%
25Δ29.98278.2%140.0%10.55164.3%27.3%
30Δ16.72108.3%33.9%11.37143.0%21.7%
35Δ17.56163.0%44.1%12.05128.1%17.4%
40Δ16.37140.8%34.9%12.57116.3%14.2%
45Δ15.17118.6%25.8%13.09106.6%11.3%
50Δ13.9896.3%16.7%13.61108.0%9.9%
55Δ12.9378.3%8.9%14.06106.4%8.4%
60Δ12.5679.7%7.7%14.2796.4%6.9%
65Δ12.2081.1%6.5%14.4986.3%5.4%
70Δ11.8480.1%5.3%14.7176.2%3.9%
75Δ11.5076.5%4.1%14.9366.2%2.4%
80Δ11.1573.0%2.9%16.0178.1%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
204.0%
B/E move
35.9%

25Δ

Calls
Pseudo strike
29.98
IV
278.2%
B/E move
140.0%
Puts
Pseudo strike
10.55
IV
164.3%
B/E move
27.3%

30Δ

Calls
Pseudo strike
16.72
IV
108.3%
B/E move
33.9%
Puts
Pseudo strike
11.37
IV
143.0%
B/E move
21.7%

35Δ

Calls
Pseudo strike
17.56
IV
163.0%
B/E move
44.1%
Puts
Pseudo strike
12.05
IV
128.1%
B/E move
17.4%

40Δ

Calls
Pseudo strike
16.37
IV
140.8%
B/E move
34.9%
Puts
Pseudo strike
12.57
IV
116.3%
B/E move
14.2%

45Δ

Calls
Pseudo strike
15.17
IV
118.6%
B/E move
25.8%
Puts
Pseudo strike
13.09
IV
106.6%
B/E move
11.3%

50Δ

Calls
Pseudo strike
13.98
IV
96.3%
B/E move
16.7%
Puts
Pseudo strike
13.61
IV
108.0%
B/E move
9.9%

55Δ

Calls
Pseudo strike
12.93
IV
78.3%
B/E move
8.9%
Puts
Pseudo strike
14.06
IV
106.4%
B/E move
8.4%

60Δ

Calls
Pseudo strike
12.56
IV
79.7%
B/E move
7.7%
Puts
Pseudo strike
14.27
IV
96.4%
B/E move
6.9%

65Δ

Calls
Pseudo strike
12.20
IV
81.1%
B/E move
6.5%
Puts
Pseudo strike
14.49
IV
86.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
11.84
IV
80.1%
B/E move
5.3%
Puts
Pseudo strike
14.71
IV
76.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
11.50
IV
76.5%
B/E move
4.1%
Puts
Pseudo strike
14.93
IV
66.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
11.15
IV
73.0%
B/E move
2.9%
Puts
Pseudo strike
16.01
IV
78.1%
B/E move
1.8%

Options history

No recorded observations