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Arvinas, Inc. Common Stock ARVN

i

Market dataready · fetched 2026-11-04T03:52:23.050Z

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 · 2026-11-03T21:00:02.935455127Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:52:22.613777+00:00

Share price$7.09
1D+2.6%
AH$6.71$6.99$7.26$7.53$7.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARVN
Sold putSold callAH

Arvinas, Inc. Common Stock options

Live interpolated ARVN call and put midpoint premiums by absolute delta.Arvinas, Inc. Common Stock$0.03$1.12$2.21$3.30$4.39$5.44$6.34$7.24$8.14$9.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —OPTION PRICELive ARVN spot · $7.09ARVN PRICE$0.15$0.19$0.23$0.28$0.32$0.36$0.41$2.01$0.60$0.91$0.60$1.10$1.59$2.09$2.58$3.08$3.58$4.07
Puts——
Calls——
Skew——
Implied moveBearish±$1.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.31243.5%33.6%
25Δ7.9366.5%13.9%5.74272.7%31.9%
30Δ7.7965.7%12.5%
35Δ7.6464.9%11.0%
40Δ7.4964.1%9.6%
45Δ7.3563.3%8.2%7.1982.0%7.0%
50Δ7.2062.5%6.7%7.7392.1%6.4%
55Δ7.0661.7%5.3%8.28102.1%5.7%
60Δ8.82112.2%5.1%
65Δ9.36122.3%4.4%
70Δ9.90132.4%3.8%
75Δ10.44142.4%3.1%
80Δ5.43176.4%4.9%10.99152.5%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.31
IV
243.5%
B/E move
33.6%

25Δ

Calls
Pseudo strike
7.93
IV
66.5%
B/E move
13.9%
Puts
Pseudo strike
5.74
IV
272.7%
B/E move
31.9%

30Δ

Calls
Pseudo strike
7.79
IV
65.7%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.64
IV
64.9%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.49
IV
64.1%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.35
IV
63.3%
B/E move
8.2%
Puts
Pseudo strike
7.19
IV
82.0%
B/E move
7.0%

50Δ

Calls
Pseudo strike
7.20
IV
62.5%
B/E move
6.7%
Puts
Pseudo strike
7.73
IV
92.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
7.06
IV
61.7%
B/E move
5.3%
Puts
Pseudo strike
8.28
IV
102.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
112.2%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.36
IV
122.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.90
IV
132.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
142.4%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.43
IV
176.4%
B/E move
4.9%
Puts
Pseudo strike
10.99
IV
152.5%
B/E move
2.5%

Options history

IV · four-Friday blend99.81%
Daily EOD
ARVN67.7%89.6%111.5%2026-10-19: 88.98%2026-10-20: 70.69%2026-10-21: 76.59%2026-10-22: 101.31%2026-10-23: 106.76%2026-10-26: 108.44%2026-10-27: 96.78%2026-10-28: 101.08%2026-10-29: 93.14%2026-10-30: 99.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.98%
70.69%
76.59%
101.31%
106.76%
108.44%
96.78%
101.08%
93.14%
99.81%