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Iovance Biotherapeutics, Inc. Common Stock IOVA

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T22:08:55.305Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T22:06:35.700990812Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:58:58.124004+00:00

Share price$8.83
1D+9.4%
AH$7.95$8.20$8.45$8.71$8.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIOVA
Sold putSold callAH

Iovance Biotherapeutics, Inc. Common Stock options

Live interpolated IOVA call and put midpoint premiums by absolute delta.Iovance Biotherapeutics, Inc. Common Stock$0.19$0.71$1.24$1.76$2.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIOVA PRICE$0.28$0.33$0.41$0.51$0.60$0.65$0.70$0.77$0.88$0.99$1.12$0.25$1.42$1.67$1.87$2.04$2.09$2.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.99188.6%12.4%
30Δ9.87197.6%14.9%
35Δ9.60191.8%12.4%
40Δ9.38195.0%10.9%
45Δ9.19203.3%9.8%
50Δ9.00211.1%8.7%
55Δ8.80196.2%7.0%9.53313.0%8.2%
60Δ8.60181.3%5.4%9.89316.4%6.9%
65Δ8.42172.1%4.1%10.20306.8%5.6%
70Δ8.24169.3%3.3%10.49291.8%4.3%
75Δ8.07166.6%2.5%10.62263.8%3.4%
80Δ7.87162.9%1.9%10.74235.3%2.5%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
188.6%
B/E move
12.4%

30Δ

Calls
Pseudo strike
9.87
IV
197.6%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.60
IV
191.8%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
9.38
IV
195.0%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
9.19
IV
203.3%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.00
IV
211.1%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
8.80
IV
196.2%
B/E move
7.0%
Puts
Pseudo strike
9.53
IV
313.0%
B/E move
8.2%

60Δ

Calls
Pseudo strike
8.60
IV
181.3%
B/E move
5.4%
Puts
Pseudo strike
9.89
IV
316.4%
B/E move
6.9%

65Δ

Calls
Pseudo strike
8.42
IV
172.1%
B/E move
4.1%
Puts
Pseudo strike
10.20
IV
306.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
8.24
IV
169.3%
B/E move
3.3%
Puts
Pseudo strike
10.49
IV
291.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.07
IV
166.6%
B/E move
2.5%
Puts
Pseudo strike
10.62
IV
263.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
7.87
IV
162.9%
B/E move
1.9%
Puts
Pseudo strike
10.74
IV
235.3%
B/E move
2.5%

Options history

IV · four-Friday blend121.53%
Daily close
IOVA60.3%202.7%345.1%2026-08-05: 325.43%2026-08-06: 212.01%2026-08-07: 155.04%2026-08-10: 95.81%2026-08-11: 118.38%2026-08-12: 141.96%2026-08-13: 142.83%2026-08-14: 156.12%2026-08-17: 122.08%2026-08-18: 110.91%2026-08-19: 144.23%2026-08-21: 99.71%2026-08-24: 104.40%2026-08-25: 107.27%2026-08-26: 137.35%2026-08-27: 109.80%2026-08-28: 114.44%2026-08-31: 152.35%2026-09-01: 158.27%2026-09-02: 136.84%2026-09-03: 188.52%2026-09-04: 79.91%2026-09-08: 141.15%2026-09-09: 112.77%2026-09-10: 202.84%2026-09-11: 103.61%2026-09-14: 114.95%2026-09-15: 94.59%2026-09-16: 99.58%2026-09-17: 86.81%2026-09-18: 92.57%2026-09-21: 86.47%2026-09-22: 128.73%2026-09-23: 89.83%2026-09-24: 189.55%2026-09-25: 89.73%2026-09-28: 101.03%2026-09-29: 113.00%2026-09-30: 109.45%2026-10-01: 104.94%2026-10-02: 90.64%2026-10-05: 94.16%2026-10-06: 89.47%2026-10-07: 95.35%2026-10-08: 84.83%2026-10-09: 112.74%2026-10-12: 105.05%2026-10-13: 102.34%2026-10-14: 104.32%2026-10-15: 132.20%2026-10-16: 112.05%2026-10-19: 130.08%2026-10-20: 114.89%2026-10-21: 121.87%2026-10-22: 156.85%2026-10-23: 121.69%2026-10-26: 114.56%2026-10-27: 119.62%2026-10-28: 115.62%2026-10-29: 178.60%2026-10-30: 121.53%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
325.43%
212.01%
155.04%
95.81%
118.38%
141.96%
142.83%
156.12%
122.08%
110.91%
144.23%
99.71%
104.40%
107.27%
137.35%
109.80%
114.44%
152.35%
158.27%
136.84%
188.52%
79.91%
141.15%
112.77%
202.84%
103.61%
114.95%
94.59%
99.58%
86.81%
92.57%
86.47%
128.73%
89.83%
189.55%
89.73%
101.03%
113.00%
109.45%
104.94%
90.64%
94.16%
89.47%
95.35%
84.83%
112.74%
105.05%
102.34%
104.32%
132.20%
112.05%
130.08%
114.89%
121.87%
156.85%
121.69%
114.56%
119.62%
115.62%
178.60%
121.53%