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Avalyn Pharma Inc. Common Stock AVLN

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Market datapartial · fetched 2026-11-03T19:09:44.702Z

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 · 2026-11-03T19:06:41.151724154Z

FundamentalsAlpha Vantage · unavailable

Share price$26.17
1D+0.6%
$25.64$25.90$26.16$26.41$26.675:30 AM6:30 AM9:00 AM1:00 PMAVLN
Sold putSold call

Avalyn Pharma Inc. Common Stock options

Live interpolated AVLN call and put midpoint premiums by absolute delta.Avalyn Pharma Inc. Common Stock$0.31$2.41$4.50$6.59$8.68$20.83$23.45$26.08$28.70$31.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVLN spot · $26.17AVLN PRICE$0.62$0.83$1.04$1.25$1.46$1.68$1.89$2.10$2.33$2.82$3.32$3.82$0.54$0.72$0.89$1.07$1.44$1.83$2.21$2.60$2.98$3.37$3.75$4.13$8.08
PutsExpensive1.13×
Calls——
Skew——
Implied moveBearish±$3.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.0276.9%14.1%
25Δ29.8177.0%16.3%23.6775.7%12.3%
30Δ29.2076.6%14.8%24.3274.5%10.5%
35Δ28.6076.2%13.2%24.9773.3%8.7%
40Δ27.9975.8%11.7%25.5773.5%7.8%
45Δ27.3975.4%10.2%26.1773.8%7.0%
50Δ26.7874.9%8.7%26.7674.1%6.2%
55Δ26.1874.5%7.2%27.3674.4%5.4%
60Δ25.5774.1%5.7%27.9674.7%4.6%
65Δ24.9673.8%4.3%28.5575.0%3.8%
70Δ24.2975.7%3.6%29.1575.2%3.0%
75Δ23.6277.5%2.9%29.7475.5%2.1%
80Δ22.9479.4%2.3%33.8396.7%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.02
IV
76.9%
B/E move
14.1%

25Δ

Calls
Pseudo strike
29.81
IV
77.0%
B/E move
16.3%
Puts
Pseudo strike
23.67
IV
75.7%
B/E move
12.3%

30Δ

Calls
Pseudo strike
29.20
IV
76.6%
B/E move
14.8%
Puts
Pseudo strike
24.32
IV
74.5%
B/E move
10.5%

35Δ

Calls
Pseudo strike
28.60
IV
76.2%
B/E move
13.2%
Puts
Pseudo strike
24.97
IV
73.3%
B/E move
8.7%

40Δ

Calls
Pseudo strike
27.99
IV
75.8%
B/E move
11.7%
Puts
Pseudo strike
25.57
IV
73.5%
B/E move
7.8%

45Δ

Calls
Pseudo strike
27.39
IV
75.4%
B/E move
10.2%
Puts
Pseudo strike
26.17
IV
73.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
26.78
IV
74.9%
B/E move
8.7%
Puts
Pseudo strike
26.76
IV
74.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
26.18
IV
74.5%
B/E move
7.2%
Puts
Pseudo strike
27.36
IV
74.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
25.57
IV
74.1%
B/E move
5.7%
Puts
Pseudo strike
27.96
IV
74.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
24.96
IV
73.8%
B/E move
4.3%
Puts
Pseudo strike
28.55
IV
75.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
24.29
IV
75.7%
B/E move
3.6%
Puts
Pseudo strike
29.15
IV
75.2%
B/E move
3.0%

75Δ

Calls
Pseudo strike
23.62
IV
77.5%
B/E move
2.9%
Puts
Pseudo strike
29.74
IV
75.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
22.94
IV
79.4%
B/E move
2.3%
Puts
Pseudo strike
33.83
IV
96.7%
B/E move
1.6%

Options history

IV · four-Friday blend84.78%
Daily EOD
AVLN57.4%72.1%86.8%2026-10-19: 59.54%2026-10-20: 60.01%2026-10-21: 59.44%2026-10-22: 61.16%2026-10-23: 77.81%2026-10-26: 79.70%2026-10-27: 79.18%2026-10-28: 71.43%2026-10-30: 84.78%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.54%
60.01%
59.44%
61.16%
77.81%
79.70%
79.18%
71.43%
84.78%