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Trevi Therapeutics, Inc. Common Stock TRVI

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Market datapartial · fetched 2026-10-23T04:28:15.226Z

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 · 2026-10-22T22:48:12.996989968Z

FundamentalsAlpha Vantage · unavailable

Share price$13.45
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$0.08$3.17$6.26$9.35$12.44$7.42$9.99$12.56$15.13$17.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRVI spot · $13.45TRVI PRICE$0.83$1.07$0.73$0.41$0.57$0.73$0.90$1.06$1.21$1.36$1.51$1.66$1.10$1.18$1.32$1.45$1.63$2.03$2.22$2.25$2.29$3.11$3.80$4.85$11.55
PutsExpensive1.60×
CallsCheap0.91×
SkewBearish+55.25 pp
Implied moveBearish±$2.95
TiltBearish52.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.87196.6%34.8%
25Δ23.04191.3%77.5%11.01162.9%26.9%
30Δ20.84194.1%62.9%11.83146.0%21.9%
35Δ16.20102.7%25.8%12.50132.1%17.8%
40Δ13.8736.8%6.1%13.13122.5%14.5%
45Δ13.6741.8%5.9%13.75126.8%12.9%
50Δ13.4746.8%5.6%14.20120.9%10.9%
55Δ13.2851.8%5.4%14.55108.0%8.6%
60Δ13.0856.8%5.1%14.8995.1%6.3%
65Δ12.8557.7%4.5%15.81106.3%5.6%
70Δ12.5955.6%3.7%16.62110.5%4.7%
75Δ12.3453.5%2.9%17.79118.7%3.8%
80Δ12.0851.5%2.1%24.45190.7%4.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
196.6%
B/E move
34.8%

25Δ

Calls
Pseudo strike
23.04
IV
191.3%
B/E move
77.5%
Puts
Pseudo strike
11.01
IV
162.9%
B/E move
26.9%

30Δ

Calls
Pseudo strike
20.84
IV
194.1%
B/E move
62.9%
Puts
Pseudo strike
11.83
IV
146.0%
B/E move
21.9%

35Δ

Calls
Pseudo strike
16.20
IV
102.7%
B/E move
25.8%
Puts
Pseudo strike
12.50
IV
132.1%
B/E move
17.8%

40Δ

Calls
Pseudo strike
13.87
IV
36.8%
B/E move
6.1%
Puts
Pseudo strike
13.13
IV
122.5%
B/E move
14.5%

45Δ

Calls
Pseudo strike
13.67
IV
41.8%
B/E move
5.9%
Puts
Pseudo strike
13.75
IV
126.8%
B/E move
12.9%

50Δ

Calls
Pseudo strike
13.47
IV
46.8%
B/E move
5.6%
Puts
Pseudo strike
14.20
IV
120.9%
B/E move
10.9%

55Δ

Calls
Pseudo strike
13.28
IV
51.8%
B/E move
5.4%
Puts
Pseudo strike
14.55
IV
108.0%
B/E move
8.6%

60Δ

Calls
Pseudo strike
13.08
IV
56.8%
B/E move
5.1%
Puts
Pseudo strike
14.89
IV
95.1%
B/E move
6.3%

65Δ

Calls
Pseudo strike
12.85
IV
57.7%
B/E move
4.5%
Puts
Pseudo strike
15.81
IV
106.3%
B/E move
5.6%

70Δ

Calls
Pseudo strike
12.59
IV
55.6%
B/E move
3.7%
Puts
Pseudo strike
16.62
IV
110.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
12.34
IV
53.5%
B/E move
2.9%
Puts
Pseudo strike
17.79
IV
118.7%
B/E move
3.8%

80Δ

Calls
Pseudo strike
12.08
IV
51.5%
B/E move
2.1%
Puts
Pseudo strike
24.45
IV
190.7%
B/E move
4.1%

Options history

No recorded observations