IntraAlpha
Create free account Start free

Invivyd, Inc. Common Stock IVVD

i

Market dataready · fetched 2026-11-04T09:26:53.220Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-04T09:06:17.665740705Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:26:52.135755+00:00

Share price$0.58
1D
Price history unavailable.

Invivyd, Inc. Common Stock options

Live interpolated IVVD call and put midpoint premiums by absolute delta.Invivyd, Inc. Common Stock$0.00$0.49$0.98$1.47$1.96$-0.40$0.05$0.51$0.96$1.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVVD spot · $0.58IVVD PRICE$0.04$0.05$0.06$0.07$0.09$0.11$0.12$0.14$0.16$0.18$0.19$0.50$0.60$0.70$0.77$0.85$0.92$0.99$1.06$1.14$1.22$1.30$1.37$1.82
PutsExpensive2.35×
Calls——
Skew——
Implied moveBearish±$1.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.13320.7%790.9%0.72562.0%62.9%
25Δ3.87287.9%575.1%0.86522.9%55.5%
30Δ2.61255.1%359.3%1.00484.5%48.2%
35Δ1.34222.2%143.5%1.11459.6%42.9%
40Δ0.95213.2%78.3%1.21434.7%37.7%
45Δ0.88213.0%69.3%1.31409.8%32.4%
50Δ0.81212.8%60.2%1.41384.8%27.2%
55Δ0.74212.7%51.1%1.51360.7%22.2%
60Δ0.67212.5%42.0%1.61342.4%18.8%
65Δ0.60212.3%32.9%1.71324.1%15.4%
70Δ0.53212.1%23.8%1.81305.8%12.0%
75Δ1.91287.5%8.6%
80Δ2.37294.7%5.4%

20Δ

Calls
Pseudo strike
5.13
IV
320.7%
B/E move
790.9%
Puts
Pseudo strike
0.72
IV
562.0%
B/E move
62.9%

25Δ

Calls
Pseudo strike
3.87
IV
287.9%
B/E move
575.1%
Puts
Pseudo strike
0.86
IV
522.9%
B/E move
55.5%

30Δ

Calls
Pseudo strike
2.61
IV
255.1%
B/E move
359.3%
Puts
Pseudo strike
1.00
IV
484.5%
B/E move
48.2%

35Δ

Calls
Pseudo strike
1.34
IV
222.2%
B/E move
143.5%
Puts
Pseudo strike
1.11
IV
459.6%
B/E move
42.9%

40Δ

Calls
Pseudo strike
0.95
IV
213.2%
B/E move
78.3%
Puts
Pseudo strike
1.21
IV
434.7%
B/E move
37.7%

45Δ

Calls
Pseudo strike
0.88
IV
213.0%
B/E move
69.3%
Puts
Pseudo strike
1.31
IV
409.8%
B/E move
32.4%

50Δ

Calls
Pseudo strike
0.81
IV
212.8%
B/E move
60.2%
Puts
Pseudo strike
1.41
IV
384.8%
B/E move
27.2%

55Δ

Calls
Pseudo strike
0.74
IV
212.7%
B/E move
51.1%
Puts
Pseudo strike
1.51
IV
360.7%
B/E move
22.2%

60Δ

Calls
Pseudo strike
0.67
IV
212.5%
B/E move
42.0%
Puts
Pseudo strike
1.61
IV
342.4%
B/E move
18.8%

65Δ

Calls
Pseudo strike
0.60
IV
212.3%
B/E move
32.9%
Puts
Pseudo strike
1.71
IV
324.1%
B/E move
15.4%

70Δ

Calls
Pseudo strike
0.53
IV
212.1%
B/E move
23.8%
Puts
Pseudo strike
1.81
IV
305.8%
B/E move
12.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.91
IV
287.5%
B/E move
8.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.37
IV
294.7%
B/E move
5.4%

Options history

IV · four-Friday blend361.40%
Daily close
IVVD197.1%285.4%373.6%2026-09-21: 238.48%2026-09-22: 215.55%2026-09-25: 209.31%2026-10-02: 276.06%2026-10-05: 275.81%2026-10-23: 361.40%Sep 21Sep 25Oct 23
6 observations2026-09-21 — 2026-10-23
Table
DateIV (%)
238.48%
215.55%
209.31%
276.06%
275.81%
361.40%