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Ardelyx, Inc. Common Stock ARDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-03T21:10:57.199Z

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 · 2026-11-03T21:10:43.966131758Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T21:10:55.350053+00:00

Share price$3.11
1D+2.3%
AH$3.02$3.05$3.08$3.12$3.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARDX
Sold putSold callAH

Ardelyx, Inc. Common Stock options

Live interpolated ARDX call and put midpoint premiums by absolute delta.Ardelyx, Inc. Common Stock$0.02$1.03$2.04$3.06$4.07$2.57$2.84$3.11$3.38$3.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ARDX spot · $3.11ARDX PRICE$0.15$0.21$0.26$0.31$0.36$0.42$1.62$0.13$0.14$0.15$0.17$0.22$0.34$0.46$3.78
Puts——
Calls——
Skew——
Implied moveBearish±$0.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.51144.8%23.3%
25Δ2.64129.1%19.5%
30Δ2.78113.3%15.6%
35Δ3.4295.4%14.8%2.9197.6%11.8%
40Δ3.34103.8%13.9%3.0492.5%9.1%
45Δ3.26112.3%13.0%3.17109.9%8.9%
50Δ3.18120.8%12.1%3.31127.2%8.7%
55Δ3.09129.2%11.2%
60Δ3.01137.7%10.3%
65Δ
70Δ
75Δ
80Δ2.29517.1%25.8%6.72303.1%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.51
IV
144.8%
B/E move
23.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.64
IV
129.1%
B/E move
19.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
113.3%
B/E move
15.6%

35Δ

Calls
Pseudo strike
3.42
IV
95.4%
B/E move
14.8%
Puts
Pseudo strike
2.91
IV
97.6%
B/E move
11.8%

40Δ

Calls
Pseudo strike
3.34
IV
103.8%
B/E move
13.9%
Puts
Pseudo strike
3.04
IV
92.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
3.26
IV
112.3%
B/E move
13.0%
Puts
Pseudo strike
3.17
IV
109.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
3.18
IV
120.8%
B/E move
12.1%
Puts
Pseudo strike
3.31
IV
127.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
3.09
IV
129.2%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.01
IV
137.7%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
2.29
IV
517.1%
B/E move
25.8%
Puts
Pseudo strike
6.72
IV
303.1%
B/E move
5.3%

Options history

IV · four-Friday blend222.23%
Daily close
ARDX61.1%154.0%247.0%2026-08-05: 88.26%2026-08-06: 97.02%2026-08-07: 115.24%2026-08-10: 73.89%2026-08-12: 87.93%2026-08-14: 193.38%2026-08-17: 118.07%2026-08-19: 86.88%2026-09-18: 218.16%2026-09-24: 162.84%2026-09-25: 234.19%2026-10-16: 150.91%2026-10-19: 201.54%2026-10-20: 187.98%2026-10-21: 210.17%2026-10-22: 162.65%2026-10-23: 203.88%2026-10-26: 161.03%2026-10-27: 187.45%2026-10-28: 230.83%2026-10-29: 165.47%2026-10-30: 222.23%Aug 5Sep 25Oct 30
22 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
88.26%
97.02%
115.24%
73.89%
87.93%
193.38%
118.07%
86.88%
218.16%
162.84%
234.19%
150.91%
201.54%
187.98%
210.17%
162.65%
203.88%
161.03%
187.45%
230.83%
165.47%
222.23%