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Avalo Therapeutics, Inc. Common Stock AVTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-04T03:38:06.754Z

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 · 2026-11-03T21:00:05.062900542Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:38:06.301532+00:00

Share price$7.25
1D-0.8%
AH$7.02$7.17$7.32$7.47$7.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVTX
Sold putSold callAH

Avalo Therapeutics, Inc. Common Stock options

Live interpolated AVTX call and put midpoint premiums by absolute delta.Avalo Therapeutics, Inc. Common Stock$0.00$4.81$9.62$14.43$19.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAVTX PRICE$0.40$0.55$0.54$0.73$0.91$1.09$1.27$1.46$1.64$2.18$5.31$8.44$11.58$14.71$17.84
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.35299.2%117.2%
25Δ14.25310.1%104.0%
30Δ
35Δ
40Δ
45Δ
50Δ7.3181.5%8.3%
55Δ7.0782.8%7.5%9.00104.8%5.9%
60Δ6.8284.2%6.6%12.19134.7%5.1%
65Δ6.5885.5%5.8%15.37164.7%4.4%
70Δ6.3386.9%4.9%18.56194.6%3.7%
75Δ6.0988.2%4.1%21.74224.5%3.0%
80Δ5.8589.6%3.3%24.93254.5%2.3%

20Δ

Calls
Pseudo strike
15.35
IV
299.2%
B/E move
117.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.25
IV
310.1%
B/E move
104.0%
Puts
Pseudo strike
IV
B/E move

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
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
7.31
IV
81.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.07
IV
82.8%
B/E move
7.5%
Puts
Pseudo strike
9.00
IV
104.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
6.82
IV
84.2%
B/E move
6.6%
Puts
Pseudo strike
12.19
IV
134.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
6.58
IV
85.5%
B/E move
5.8%
Puts
Pseudo strike
15.37
IV
164.7%
B/E move
4.4%

70Δ

Calls
Pseudo strike
6.33
IV
86.9%
B/E move
4.9%
Puts
Pseudo strike
18.56
IV
194.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
6.09
IV
88.2%
B/E move
4.1%
Puts
Pseudo strike
21.74
IV
224.5%
B/E move
3.0%

80Δ

Calls
Pseudo strike
5.85
IV
89.6%
B/E move
3.3%
Puts
Pseudo strike
24.93
IV
254.5%
B/E move
2.3%

Options history

IV · four-Friday blend94.33%
Daily close
AVTX64.0%150.6%237.1%2026-08-05: 96.87%2026-08-06: 96.48%2026-08-07: 100.72%2026-08-10: 100.74%2026-08-11: 112.34%2026-08-12: 88.24%2026-08-14: 95.36%2026-08-17: 95.12%2026-08-18: 90.96%2026-08-20: 102.66%2026-08-21: 81.78%2026-08-24: 78.07%2026-08-25: 75.92%2026-08-26: 81.86%2026-08-27: 82.97%2026-08-28: 89.19%2026-08-31: 102.68%2026-09-01: 97.65%2026-09-02: 102.06%2026-09-03: 92.11%2026-09-04: 83.47%2026-09-08: 93.46%2026-09-09: 110.80%2026-09-10: 113.08%2026-09-11: 129.68%2026-09-14: 165.52%2026-09-15: 168.09%2026-09-16: 199.58%2026-09-18: 92.83%2026-09-21: 84.36%2026-09-22: 93.39%2026-09-23: 102.62%2026-09-24: 102.10%2026-09-25: 93.63%2026-09-29: 110.74%2026-09-30: 106.43%2026-10-01: 102.80%2026-10-02: 121.95%2026-10-05: 104.66%2026-10-06: 123.62%2026-10-07: 115.86%2026-10-08: 140.98%2026-10-09: 163.75%2026-10-12: 178.33%2026-10-13: 196.50%2026-10-15: 225.19%2026-10-16: 147.90%2026-10-19: 127.78%2026-10-20: 125.99%2026-10-21: 120.06%2026-10-22: 143.71%2026-10-29: 148.76%2026-10-30: 94.33%Aug 5Sep 15Oct 30
53 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
96.87%
96.48%
100.72%
100.74%
112.34%
88.24%
95.36%
95.12%
90.96%
102.66%
81.78%
78.07%
75.92%
81.86%
82.97%
89.19%
102.68%
97.65%
102.06%
92.11%
83.47%
93.46%
110.80%
113.08%
129.68%
165.52%
168.09%
199.58%
92.83%
84.36%
93.39%
102.62%
102.10%
93.63%
110.74%
106.43%
102.80%
121.95%
104.66%
123.62%
115.86%
140.98%
163.75%
178.33%
196.50%
225.19%
147.90%
127.78%
125.99%
120.06%
143.71%
148.76%
94.33%