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Innoviva, Inc. Common Stock INVA

i

Market dataready · fetched 2026-11-06T21:38:29.037Z

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 · 2026-11-06T21:00:26.123112417Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:38:28.543100+00:00

Share price$19.10
1D-5.6%
AH$18.95$19.30$19.65$19.99$20.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINVA
Sold putSold callAH

Innoviva, Inc. Common Stock options

Live interpolated INVA call and put midpoint premiums by absolute delta.Innoviva, Inc. Common Stock$0.21$1.18$2.14$3.11$4.08$16.73$18.06$19.39$20.71$22.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INVA spot · $19.10INVA PRICE$0.31$0.35$0.47$0.78$1.09$1.40$1.71$2.02$2.33$2.68$3.24$3.80$1.30$1.72$2.14$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied moveBearish±$3.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.29156.3%21.5%
25Δ21.2764.0%13.0%16.74181.9%21.4%
30Δ20.5254.4%9.3%17.18207.6%21.3%
35Δ19.8950.7%6.6%17.69218.9%20.2%
40Δ19.5460.4%6.4%18.38192.7%16.6%
45Δ19.1970.0%6.2%19.06166.4%13.0%
50Δ18.8479.6%6.0%19.75140.2%9.4%
55Δ18.5089.2%5.8%
60Δ18.1598.8%5.6%
65Δ17.80108.4%5.4%
70Δ17.39117.2%5.1%
75Δ16.66120.7%4.2%
80Δ15.92124.3%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.29
IV
156.3%
B/E move
21.5%

25Δ

Calls
Pseudo strike
21.27
IV
64.0%
B/E move
13.0%
Puts
Pseudo strike
16.74
IV
181.9%
B/E move
21.4%

30Δ

Calls
Pseudo strike
20.52
IV
54.4%
B/E move
9.3%
Puts
Pseudo strike
17.18
IV
207.6%
B/E move
21.3%

35Δ

Calls
Pseudo strike
19.89
IV
50.7%
B/E move
6.6%
Puts
Pseudo strike
17.69
IV
218.9%
B/E move
20.2%

40Δ

Calls
Pseudo strike
19.54
IV
60.4%
B/E move
6.4%
Puts
Pseudo strike
18.38
IV
192.7%
B/E move
16.6%

45Δ

Calls
Pseudo strike
19.19
IV
70.0%
B/E move
6.2%
Puts
Pseudo strike
19.06
IV
166.4%
B/E move
13.0%

50Δ

Calls
Pseudo strike
18.84
IV
79.6%
B/E move
6.0%
Puts
Pseudo strike
19.75
IV
140.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
18.50
IV
89.2%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.15
IV
98.8%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.80
IV
108.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.39
IV
117.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.66
IV
120.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.92
IV
124.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.42%
Daily close
INVA28.8%82.8%136.7%2026-08-14: 73.66%2026-08-18: 101.97%2026-08-21: 43.64%2026-08-26: 68.47%2026-08-27: 62.08%2026-09-10: 86.39%2026-09-15: 114.02%2026-09-17: 126.22%2026-09-18: 42.18%2026-09-21: 46.09%2026-09-24: 54.65%2026-09-25: 56.68%2026-10-02: 49.97%2026-10-05: 61.66%2026-10-07: 58.45%2026-10-08: 54.22%2026-10-12: 129.28%2026-10-14: 100.34%2026-10-15: 103.16%2026-10-16: 43.93%2026-10-20: 36.23%2026-10-21: 64.11%2026-10-22: 55.70%2026-10-23: 48.62%2026-10-26: 50.50%2026-10-27: 60.39%2026-10-28: 70.93%2026-10-29: 49.91%2026-10-30: 61.42%Aug 14Oct 7Oct 30
29 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
73.66%
101.97%
43.64%
68.47%
62.08%
86.39%
114.02%
126.22%
42.18%
46.09%
54.65%
56.68%
49.97%
61.66%
58.45%
54.22%
129.28%
100.34%
103.16%
43.93%
36.23%
64.11%
55.70%
48.62%
50.50%
60.39%
70.93%
49.91%
61.42%