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Arvinas, Inc. Common Stock ARVN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T07:27:28.042Z

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 · 2026-11-06T21:05:30.541059997Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:27:27.658563+00:00

Share price$6.39
1D-3.8%
AH$6.37$6.44$6.52$6.59$6.665:30 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$0.19$0.64$1.10$1.55$2.00$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEARVN PRICE$1.39$1.54$1.69$1.87$1.07$0.24$0.41$0.58$0.75$0.92$1.09$1.25$1.42$1.59$1.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.46477.8%47.0%
25Δ
30Δ6.1270.3%8.1%
35Δ6.2887.0%8.1%
40Δ6.45103.6%8.1%
45Δ6.62120.3%8.1%
50Δ6.79136.9%8.1%
55Δ6.96153.5%8.1%
60Δ7.19153.2%7.1%
65Δ5.97246.0%15.1%7.44147.8%5.8%
70Δ5.62235.7%12.0%7.68142.5%4.6%
75Δ5.27225.3%8.8%7.93137.2%3.3%
80Δ4.90217.0%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.46
IV
477.8%
B/E move
47.0%

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.12
IV
70.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.28
IV
87.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.45
IV
103.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.62
IV
120.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.79
IV
136.9%
B/E move
8.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.96
IV
153.5%
B/E move
8.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.19
IV
153.2%
B/E move
7.1%

65Δ

Calls
Pseudo strike
5.97
IV
246.0%
B/E move
15.1%
Puts
Pseudo strike
7.44
IV
147.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
5.62
IV
235.7%
B/E move
12.0%
Puts
Pseudo strike
7.68
IV
142.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
5.27
IV
225.3%
B/E move
8.8%
Puts
Pseudo strike
7.93
IV
137.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
4.90
IV
217.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

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%