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Revolution Medicines, Inc. Common Stock RVMD

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Market dataready · fetched 2026-11-07T21:28:48.528Z

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 · 2026-11-06T23:30:18.864500574Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T21:28:48.156161+00:00

Share price$194.38
1D+4.1%
AH$181$185$188$192$1955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVMD
Sold putSold callAH

Revolution Medicines, Inc. Common Stock options

Live interpolated RVMD call and put midpoint premiums by absolute delta.Revolution Medicines, Inc. Common Stock$1.37$9.50$17.62$25.75$33.88$151.49$172.60$193.71$214.83$235.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVMD spot · $194.38RVMD PRICE$2.25$2.96$3.73$4.52$5.30$6.47$7.77$9.14$10.54$12.05$13.60$15.63$17.84$3.15$4.16$5.32$6.56$7.86$9.39$11.09$13.03$15.62$18.29$21.37$25.70$31.53
PutsCheap0.75×
CallsCheap0.61×
SkewBearish+15.71 pp
Implied moveBearish±$18.86
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ214.3955.9%11.5%175.2172.0%11.5%
25Δ210.5056.7%9.8%179.4170.9%9.8%
30Δ207.2155.8%8.5%183.0870.5%8.5%
35Δ204.0254.7%7.3%186.5570.1%7.4%
40Δ200.8253.5%6.0%189.9169.6%6.3%
45Δ198.1754.5%5.3%193.1169.3%5.5%
50Δ195.7256.3%4.7%196.3469.3%4.7%
55Δ193.1357.0%4.1%199.6369.8%4.0%
60Δ190.4957.2%3.4%203.3670.6%3.4%
65Δ187.8456.7%2.8%207.1571.5%2.8%
70Δ185.1856.0%2.3%211.3072.7%2.3%
75Δ182.2555.7%1.8%216.5474.7%1.8%
80Δ179.1855.3%1.4%223.2378.5%1.4%

20Δ

Calls
Pseudo strike
214.39
IV
55.9%
B/E move
11.5%
Puts
Pseudo strike
175.21
IV
72.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
210.50
IV
56.7%
B/E move
9.8%
Puts
Pseudo strike
179.41
IV
70.9%
B/E move
9.8%

30Δ

Calls
Pseudo strike
207.21
IV
55.8%
B/E move
8.5%
Puts
Pseudo strike
183.08
IV
70.5%
B/E move
8.5%

35Δ

Calls
Pseudo strike
204.02
IV
54.7%
B/E move
7.3%
Puts
Pseudo strike
186.55
IV
70.1%
B/E move
7.4%

40Δ

Calls
Pseudo strike
200.82
IV
53.5%
B/E move
6.0%
Puts
Pseudo strike
189.91
IV
69.6%
B/E move
6.3%

45Δ

Calls
Pseudo strike
198.17
IV
54.5%
B/E move
5.3%
Puts
Pseudo strike
193.11
IV
69.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
195.72
IV
56.3%
B/E move
4.7%
Puts
Pseudo strike
196.34
IV
69.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
193.13
IV
57.0%
B/E move
4.1%
Puts
Pseudo strike
199.63
IV
69.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
190.49
IV
57.2%
B/E move
3.4%
Puts
Pseudo strike
203.36
IV
70.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
187.84
IV
56.7%
B/E move
2.8%
Puts
Pseudo strike
207.15
IV
71.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
185.18
IV
56.0%
B/E move
2.3%
Puts
Pseudo strike
211.30
IV
72.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
182.25
IV
55.7%
B/E move
1.8%
Puts
Pseudo strike
216.54
IV
74.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
179.18
IV
55.3%
B/E move
1.4%
Puts
Pseudo strike
223.23
IV
78.5%
B/E move
1.4%

Options history

IV · four-Friday blend57.05%
Daily close
RVMD44.6%51.8%59.0%2026-08-10: 53.99%2026-08-11: 52.96%2026-08-12: 52.60%2026-08-13: 51.37%2026-08-14: 51.48%2026-08-17: 53.71%2026-08-18: 52.14%2026-08-19: 53.79%2026-08-20: 55.85%2026-08-21: 50.79%2026-08-24: 48.79%2026-08-25: 49.64%2026-08-26: 49.19%2026-08-27: 48.38%2026-08-28: 49.98%2026-08-31: 49.66%2026-09-01: 48.40%2026-09-02: 48.12%2026-09-03: 48.63%2026-09-04: 48.67%2026-09-08: 50.08%2026-09-09: 49.72%2026-09-10: 48.52%2026-09-11: 47.18%2026-09-14: 49.69%2026-09-15: 49.63%2026-09-16: 49.78%2026-09-17: 52.51%2026-09-18: 46.59%2026-09-21: 47.05%2026-09-22: 46.65%2026-09-23: 46.35%2026-09-24: 46.97%2026-09-25: 47.40%2026-09-28: 48.77%2026-09-29: 48.30%2026-09-30: 48.13%2026-10-01: 46.75%2026-10-02: 47.31%2026-10-05: 46.50%2026-10-06: 45.62%2026-10-07: 46.16%2026-10-08: 52.77%2026-10-09: 49.94%2026-10-12: 51.52%2026-10-13: 55.25%2026-10-14: 54.35%2026-10-15: 56.13%2026-10-16: 54.42%2026-10-19: 53.39%2026-10-20: 55.46%2026-10-21: 55.14%2026-10-22: 56.85%2026-10-23: 56.66%2026-10-26: 57.99%2026-10-27: 57.02%2026-10-28: 55.92%2026-10-29: 55.86%2026-10-30: 57.05%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
53.99%
52.96%
52.60%
51.37%
51.48%
53.71%
52.14%
53.79%
55.85%
50.79%
48.79%
49.64%
49.19%
48.38%
49.98%
49.66%
48.40%
48.12%
48.63%
48.67%
50.08%
49.72%
48.52%
47.18%
49.69%
49.63%
49.78%
52.51%
46.59%
47.05%
46.65%
46.35%
46.97%
47.40%
48.77%
48.30%
48.13%
46.75%
47.31%
46.50%
45.62%
46.16%
52.77%
49.94%
51.52%
55.25%
54.35%
56.13%
54.42%
53.39%
55.46%
55.14%
56.85%
56.66%
57.99%
57.02%
55.92%
55.86%
57.05%