IntraAlpha
Create free account Start free

Savara Inc. Common Stock SVRA

i

Market datapartial · fetched 2026-11-04T09:59:04.507Z

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 · 2026-11-04T09:05:08.966248342Z

FundamentalsAlpha Vantage · unavailable

Share price$4.86
1D
Price history unavailable.

Savara Inc. Common Stock options

Live interpolated SVRA call and put midpoint premiums by absolute delta.Savara Inc. Common Stock$0.28$1.10$1.93$2.75$3.58$3.76$4.30$4.84$5.37$5.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive SVRA spot · $4.86SVRA PRICE$0.52$0.57$0.62$0.67$0.72$0.37$0.62$0.86$1.11$2.54$2.58$2.63$2.68$2.85$3.10$3.34
Puts——
Calls——
Skew——
Implied moveBearish±$3.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ4.08180.6%23.6%
30Δ4.37207.8%22.7%
35Δ7.73295.0%69.7%4.66234.9%21.8%
40Δ7.06270.0%57.0%4.95262.1%20.9%
45Δ6.39245.1%44.3%6.18399.6%25.0%
50Δ5.72220.1%31.5%6.42365.1%21.0%
55Δ5.05195.1%18.8%6.67330.7%17.0%
60Δ6.91296.3%13.0%
65Δ7.22274.2%10.2%
70Δ7.57259.5%8.0%
75Δ7.92244.8%5.9%
80Δ

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
4.08
IV
180.6%
B/E move
23.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.37
IV
207.8%
B/E move
22.7%

35Δ

Calls
Pseudo strike
7.73
IV
295.0%
B/E move
69.7%
Puts
Pseudo strike
4.66
IV
234.9%
B/E move
21.8%

40Δ

Calls
Pseudo strike
7.06
IV
270.0%
B/E move
57.0%
Puts
Pseudo strike
4.95
IV
262.1%
B/E move
20.9%

45Δ

Calls
Pseudo strike
6.39
IV
245.1%
B/E move
44.3%
Puts
Pseudo strike
6.18
IV
399.6%
B/E move
25.0%

50Δ

Calls
Pseudo strike
5.72
IV
220.1%
B/E move
31.5%
Puts
Pseudo strike
6.42
IV
365.1%
B/E move
21.0%

55Δ

Calls
Pseudo strike
5.05
IV
195.1%
B/E move
18.8%
Puts
Pseudo strike
6.67
IV
330.7%
B/E move
17.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.91
IV
296.3%
B/E move
13.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.22
IV
274.2%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.57
IV
259.5%
B/E move
8.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
244.8%
B/E move
5.9%

80Δ

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

Options history

IV · four-Friday blend185.27%
Daily EOD
SVRA185.1%185.3%185.5%2026-10-27: 185.27%Oct 27
1 observations2026-10-27 — 2026-10-27
Table
DateIV (%)
185.27%