IntraAlpha
Create free account Start free

Travere Therapeutics, Inc. Common Stock TVTX

i

Market dataready · fetched 2026-11-12T17:13:30.138Z

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 · 2026-11-12T17:13:08.974905509Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:13:29.654525+00:00

Share price$52.12
1D+0.5%
$51.00$51.39$51.77$52.15$52.545:30 AM6:30 AM9:00 AM1:00 PMTVTX
Sold putSold call

Travere Therapeutics, Inc. Common Stock options

Live interpolated TVTX call and put midpoint premiums by absolute delta.Travere Therapeutics, Inc. Common Stock$0.27$2.15$4.02$5.89$7.76$46.60$49.56$52.52$55.48$58.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TVTX spot · $52.12TVTX PRICE$0.48$0.55$0.71$0.86$1.02$1.17$1.40$1.72$2.04$2.36$2.68$0.73$0.97$1.20$1.42$1.62$1.81$2.01$2.36$2.75$3.14$3.54$7.22
Puts——
Calls——
Skew——
Implied moveBearish±$3.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.4958.8%9.3%47.5380.2%10.2%
25Δ54.9849.9%6.6%48.4778.1%8.9%
30Δ54.4349.0%5.8%49.4176.0%7.5%
35Δ53.8848.0%5.0%50.2673.2%6.3%
40Δ53.3347.1%4.3%50.9669.4%5.3%
45Δ52.7846.2%3.5%51.6665.5%4.4%
50Δ52.2646.2%3.0%52.3561.6%3.4%
55Δ51.7647.2%2.6%52.9960.6%2.9%
60Δ51.2648.2%2.3%53.6160.2%2.4%
65Δ50.7649.3%1.9%54.2459.9%2.0%
70Δ50.2650.3%1.6%54.8659.5%1.5%
75Δ
80Δ58.6986.6%1.2%

20Δ

Calls
Pseudo strike
56.49
IV
58.8%
B/E move
9.3%
Puts
Pseudo strike
47.53
IV
80.2%
B/E move
10.2%

25Δ

Calls
Pseudo strike
54.98
IV
49.9%
B/E move
6.6%
Puts
Pseudo strike
48.47
IV
78.1%
B/E move
8.9%

30Δ

Calls
Pseudo strike
54.43
IV
49.0%
B/E move
5.8%
Puts
Pseudo strike
49.41
IV
76.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
53.88
IV
48.0%
B/E move
5.0%
Puts
Pseudo strike
50.26
IV
73.2%
B/E move
6.3%

40Δ

Calls
Pseudo strike
53.33
IV
47.1%
B/E move
4.3%
Puts
Pseudo strike
50.96
IV
69.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
52.78
IV
46.2%
B/E move
3.5%
Puts
Pseudo strike
51.66
IV
65.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
52.26
IV
46.2%
B/E move
3.0%
Puts
Pseudo strike
52.35
IV
61.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
51.76
IV
47.2%
B/E move
2.6%
Puts
Pseudo strike
52.99
IV
60.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
51.26
IV
48.2%
B/E move
2.3%
Puts
Pseudo strike
53.61
IV
60.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
50.76
IV
49.3%
B/E move
1.9%
Puts
Pseudo strike
54.24
IV
59.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
50.26
IV
50.3%
B/E move
1.6%
Puts
Pseudo strike
54.86
IV
59.5%
B/E move
1.5%

75Δ

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

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.69
IV
86.6%
B/E move
1.2%

Options history

IV · four-Friday blend55.38%
Daily EOD
TVTX49.8%53.0%56.1%2026-10-19: 51.48%2026-10-20: 50.26%2026-10-21: 51.69%2026-10-22: 51.63%2026-10-23: 51.23%2026-10-26: 52.47%2026-10-27: 54.53%2026-10-28: 53.02%2026-10-29: 55.67%2026-10-30: 55.38%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
51.48%
50.26%
51.69%
51.63%
51.23%
52.47%
54.53%
53.02%
55.67%
55.38%