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Trevi Therapeutics, Inc. Common Stock TRVI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T19:51:55.838Z

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 · 2026-11-12T19:51:21.609039831Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T19:51:55.708187+00:00

Share price$13.73
1D-4.7%
$13.63$13.86$14.09$14.32$14.545:30 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$1.68$1.85$2.02$2.20$2.37$-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 —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETRVI PRICE$1.70$1.70$1.98$2.05$2.12$2.32$1.70$1.70$1.72$1.74$2.06$2.13$2.20$2.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.67500.0%41.9%
25Δ10.98400.1%32.4%
30Δ11.84343.2%26.3%
35Δ24.40508.2%90.2%12.70287.1%20.2%
40Δ18.95395.6%50.5%
45Δ
50Δ
55Δ
60Δ
65Δ12.87189.6%8.2%15.15140.6%4.6%
70Δ12.52169.8%6.1%15.35128.4%3.7%
75Δ12.17149.9%4.1%15.54116.1%2.8%
80Δ11.78138.9%2.7%15.74103.9%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.67
IV
500.0%
B/E move
41.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.98
IV
400.1%
B/E move
32.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.84
IV
343.2%
B/E move
26.3%

35Δ

Calls
Pseudo strike
24.40
IV
508.2%
B/E move
90.2%
Puts
Pseudo strike
12.70
IV
287.1%
B/E move
20.2%

40Δ

Calls
Pseudo strike
18.95
IV
395.6%
B/E move
50.5%
Puts
Pseudo strike
IV
B/E move

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
12.87
IV
189.6%
B/E move
8.2%
Puts
Pseudo strike
15.15
IV
140.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
12.52
IV
169.8%
B/E move
6.1%
Puts
Pseudo strike
15.35
IV
128.4%
B/E move
3.7%

75Δ

Calls
Pseudo strike
12.17
IV
149.9%
B/E move
4.1%
Puts
Pseudo strike
15.54
IV
116.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
11.78
IV
138.9%
B/E move
2.7%
Puts
Pseudo strike
15.74
IV
103.9%
B/E move
1.9%

Options history

IV · four-Friday blend73.01%
Daily EOD
TRVI59.5%71.5%83.5%2026-10-19: 61.13%2026-10-20: 71.17%2026-10-21: 69.08%2026-10-22: 81.86%2026-10-23: 76.38%2026-10-26: 74.81%2026-10-27: 66.77%2026-10-28: 67.53%2026-10-29: 64.32%2026-10-30: 73.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
61.13%
71.17%
69.08%
81.86%
76.38%
74.81%
66.77%
67.53%
64.32%
73.01%