Inventiva S.A. (IVA) Implied Volatility
Inventiva S.A. (IVA) options trade at a 30-day at-the-money implied volatility of 353.0%, an IV rank of 88 out of 100 over the past year. This page breaks down IVA's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 10, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
IVA 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 353.0% |
| ATM IV — 2 month | 500.0% |
| IV rank (1 year) | 88 / 100 |
| IV percentile (1 year) | 39% |
| Expected move (front expiration) | ±$2.05 (±48.9%) |
| Term slope (front − 3M) | -147.0 pts |
An IV rank of 88 places current implied volatility near the top of its 52-week range. The term structure is in contango — front-month IV sits below 3-month IV, the typical shape in calm markets.
IVA IV Rank History
IVA IV rank (0–100), past year.
IV rank has fallen from 100 in Jun '26 to 88 today. An IV percentile of 39% means implied volatility was lower than today on 39% of trading days in the past year.
Explore the payoff profile of option on IVA for free
Build multi-leg IVA strategies, visualize payoffs, and scan the full US options universe with OptiView.
IVA Options FAQ
What is the implied volatility of IVA options?
IVA options trade at a 30-day at-the-money implied volatility of 353.0% as of Jul 10, 2026. That is an IV rank of 88 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is IVA implied volatility high or low right now?
By its own 52-week standards, IVA implied volatility is currently high: IV rank is 88 out of 100 as of Jul 10, 2026.
What move do IVA options imply before the next expiration?
Front-expiration IVA options imply a one-standard-deviation move of ±$2.05 (±48.9%) as of Jul 10, 2026, derived from at-the-money option prices.
What is the difference between IVA's IV rank and IV percentile?
IV rank (currently 88) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 39%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.