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Werewolf Therapeutics, Inc. Common Stock HOWL

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Market datapartial · fetched 2026-11-03T14:42:42.937Z

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 · 2026-11-03T14:36:55.76102271Z

FundamentalsAlpha Vantage · unavailable

Share price$1.05
1D+4.4%
$1.01$1.02$1.03$1.05$1.065:30 AM6:30 AM9:00 AM1:00 PMHOWL
Sold putSold call

Werewolf Therapeutics, Inc. Common Stock options

Live interpolated HOWL call and put midpoint premiums by absolute delta.Werewolf Therapeutics, Inc. Common Stock$0.09$0.19$0.30$0.40$0.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ 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 —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 —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEHOWL PRICE$0.10$0.13$0.16$0.19$0.20$0.21$0.17$0.18$0.19$0.20$0.23$0.26$0.29$0.32$0.35$0.38$0.41$0.44$0.47
PutsExpensive1.86×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.40550.8%516.4%0.69474.1%51.0%
25Δ5.96585.9%477.8%0.79403.3%42.2%
30Δ5.52621.0%439.2%0.89332.4%33.3%
35Δ5.09656.1%400.6%1.00261.6%24.5%
40Δ2.77521.0%181.8%1.05247.9%21.9%
45Δ1.85425.3%95.0%1.11236.5%19.6%
50Δ1.16225.2%17.2%
55Δ1.22213.9%14.9%
60Δ1.27202.5%12.5%
65Δ1.33191.2%10.2%
70Δ1.38179.8%7.8%
75Δ1.44168.5%5.5%
80Δ1.49157.2%3.1%

20Δ

Calls
Pseudo strike
6.40
IV
550.8%
B/E move
516.4%
Puts
Pseudo strike
0.69
IV
474.1%
B/E move
51.0%

25Δ

Calls
Pseudo strike
5.96
IV
585.9%
B/E move
477.8%
Puts
Pseudo strike
0.79
IV
403.3%
B/E move
42.2%

30Δ

Calls
Pseudo strike
5.52
IV
621.0%
B/E move
439.2%
Puts
Pseudo strike
0.89
IV
332.4%
B/E move
33.3%

35Δ

Calls
Pseudo strike
5.09
IV
656.1%
B/E move
400.6%
Puts
Pseudo strike
1.00
IV
261.6%
B/E move
24.5%

40Δ

Calls
Pseudo strike
2.77
IV
521.0%
B/E move
181.8%
Puts
Pseudo strike
1.05
IV
247.9%
B/E move
21.9%

45Δ

Calls
Pseudo strike
1.85
IV
425.3%
B/E move
95.0%
Puts
Pseudo strike
1.11
IV
236.5%
B/E move
19.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.16
IV
225.2%
B/E move
17.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.22
IV
213.9%
B/E move
14.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.27
IV
202.5%
B/E move
12.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.33
IV
191.2%
B/E move
10.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
179.8%
B/E move
7.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.44
IV
168.5%
B/E move
5.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.49
IV
157.2%
B/E move
3.1%

Options history

IV · four-Friday blend297.09%
Daily close
HOWL150.9%277.3%403.6%2026-09-03: 242.07%2026-09-04: 233.87%2026-09-09: 264.98%2026-09-11: 248.75%2026-09-17: 386.20%2026-09-18: 245.07%2026-09-21: 223.11%2026-09-22: 226.34%2026-09-28: 263.15%2026-09-30: 296.30%2026-10-05: 195.77%2026-10-06: 267.70%2026-10-07: 272.27%2026-10-08: 286.21%2026-10-09: 168.37%2026-10-12: 305.79%2026-10-13: 278.38%2026-10-20: 233.88%2026-10-23: 289.28%2026-10-27: 279.05%2026-10-29: 297.09%Sep 3Oct 5Oct 29
21 observations2026-09-03 — 2026-10-29
Table
DateIV (%)
242.07%
233.87%
264.98%
248.75%
386.20%
245.07%
223.11%
226.34%
263.15%
296.30%
195.77%
267.70%
272.27%
286.21%
168.37%
305.79%
278.38%
233.88%
289.28%
279.05%
297.09%