VIVS - Latest News
VivoSim Labs, Inc. (VIVS), operates in Healthcare / Biotechnology, trades on NASDAQ.
Market capitalization stands near $2.7M. Beta to the broader market is 1.49.
The article list below shows the most recent VIVS headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent VIVS Headlines
VivoSim Labs Celebrates Updated FDA Regulations Allowing Greater use of Non-Animal Testing Methods
globenewswire.com - Oct 7, 2026
As the FDA opens the door to non-animal safety testing, VivoSim's human-relevant models are already helping lower drug costs As the FDA opens the door
VivoSim Labs (NASDAQ:VIVS) vs. iSpecimen (NASDAQ:ISPC) Head to Head Comparison
defenseworld.net - Sep 30, 2026
iSpecimen (NASDAQ: ISPC - Get Free Report) and VivoSim Labs (NASDAQ: VIVS - Get Free Report) are both small-cap healthcare companies, but which is the
VivoSim Labs Unveils New NAMkind™ Drug Toxicity Data at EUROTOX 2026, Demonstrating Predictive Superiority in Liver and Gastrointestinal Safety Across Small Molecules and ADCs
globenewswire.com - Sep 16, 2026
New data presented in Vienna highlights long-term repeat-dose modeling, mechanistic GI barrier profiling, and deconvolution of payload- and linker-dep
VivoSim Labs to Add Rat Liver Model to NAMkind Platform
globenewswire.com - Sep 1, 2026
New cross-species capability is designed to help pharma distinguish rat-specific liver toxicity from risks that may translate to humans New cross-spec
VivoSim Provides Financial and Listing Compliance Update
globenewswire.com - Aug 6, 2026
SAN DIEGO, Aug. 06, 2026 (GLOBE NEWSWIRE) -- VivoSim Labs, Inc.
How News Affects VIVS Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track VIVS's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.
Frequently asked VIVS news questions
- What is the latest VIVS news headline?
- The most recent VIVS headline (Oct 7, 2026) is "VivoSim Labs Celebrates Updated FDA Regulations Allowing Greater use of Non-Animal Testing Methods". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.
- How fresh is the VIVS news on this page?
- News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.
- What VIVS news moves options pricing?
- Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.
- How can I track unusual VIVS options activity related to news?
- Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.