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Arrowhead Pharmaceuticals, Inc. Common Stock ARWR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T07:26:29.654Z

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 · 2026-11-06T21:00:02.230470504Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:26:29.076820+00:00

Share price$58.16
1D+0.4%
AH$57.06$57.42$57.77$58.12$58.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARWR
Sold putSold callAH

Arrowhead Pharmaceuticals, Inc. Common Stock options

Live interpolated ARWR call and put midpoint premiums by absolute delta.Arrowhead Pharmaceuticals, Inc. Common Stock$0.72$3.53$6.35$9.17$11.99$47.18$52.56$57.95$63.33$68.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARWR spot · $58.16ARWR PRICE$1.07$1.17$1.59$2.02$2.31$2.59$2.99$3.39$3.83$4.31$4.81$5.86$6.97$1.02$1.43$1.89$2.35$2.83$3.25$3.51$3.77$4.60$5.84$7.26$9.41$11.18
PutsExpensive1.56×
CallsExpensive1.37×
SkewBearish+3.83 pp
Implied moveBearish±$6.49
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3188.9%19.3%52.0876.3%12.2%
25Δ64.7775.6%13.4%53.2579.0%10.9%
30Δ63.7479.9%12.3%54.3681.6%9.8%
35Δ62.7084.3%11.3%55.4982.8%8.6%
40Δ61.3380.7%9.4%56.6581.9%7.5%
45Δ59.9075.4%7.4%57.7579.7%6.3%
50Δ58.8573.8%6.3%58.6873.8%5.1%
55Δ57.8072.1%5.2%59.6168.0%4.0%
60Δ56.8370.4%4.3%60.8369.6%3.3%
65Δ55.8968.6%3.5%62.2676.5%3.0%
70Δ54.9367.1%2.7%63.9481.2%2.5%
75Δ53.6170.7%2.3%66.3189.8%2.2%
80Δ52.2474.3%1.8%68.3791.3%1.7%

20Δ

Calls
Pseudo strike
68.31
IV
88.9%
B/E move
19.3%
Puts
Pseudo strike
52.08
IV
76.3%
B/E move
12.2%

25Δ

Calls
Pseudo strike
64.77
IV
75.6%
B/E move
13.4%
Puts
Pseudo strike
53.25
IV
79.0%
B/E move
10.9%

30Δ

Calls
Pseudo strike
63.74
IV
79.9%
B/E move
12.3%
Puts
Pseudo strike
54.36
IV
81.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
62.70
IV
84.3%
B/E move
11.3%
Puts
Pseudo strike
55.49
IV
82.8%
B/E move
8.6%

40Δ

Calls
Pseudo strike
61.33
IV
80.7%
B/E move
9.4%
Puts
Pseudo strike
56.65
IV
81.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
59.90
IV
75.4%
B/E move
7.4%
Puts
Pseudo strike
57.75
IV
79.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
58.85
IV
73.8%
B/E move
6.3%
Puts
Pseudo strike
58.68
IV
73.8%
B/E move
5.1%

55Δ

Calls
Pseudo strike
57.80
IV
72.1%
B/E move
5.2%
Puts
Pseudo strike
59.61
IV
68.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
56.83
IV
70.4%
B/E move
4.3%
Puts
Pseudo strike
60.83
IV
69.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
55.89
IV
68.6%
B/E move
3.5%
Puts
Pseudo strike
62.26
IV
76.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
54.93
IV
67.1%
B/E move
2.7%
Puts
Pseudo strike
63.94
IV
81.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
53.61
IV
70.7%
B/E move
2.3%
Puts
Pseudo strike
66.31
IV
89.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
52.24
IV
74.3%
B/E move
1.8%
Puts
Pseudo strike
68.37
IV
91.3%
B/E move
1.7%

Options history

IV · four-Friday blend53.90%
Daily EOD
ARWR52.4%54.6%56.7%2026-10-19: 53.16%2026-10-20: 54.90%2026-10-21: 53.49%2026-10-22: 55.24%2026-10-23: 52.73%2026-10-26: 54.10%2026-10-27: 55.61%2026-10-28: 56.39%2026-10-29: 54.89%2026-10-30: 53.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.16%
54.90%
53.49%
55.24%
52.73%
54.10%
55.61%
56.39%
54.89%
53.90%