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Arcturus Therapeutics Holdings Inc. Common Stock ARCT

i

Market dataready · fetched 2026-11-12T01:42:30.416Z

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 · 2026-11-11T21:00:02.464106729Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:42:29.669760+00:00

Share price$9.31
1D-2.3%
AH$9.11$9.25$9.40$9.54$9.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARCT
Sold putSold callAH

Arcturus Therapeutics Holdings Inc. Common Stock options

Live interpolated ARCT call and put midpoint premiums by absolute delta.Arcturus Therapeutics Holdings Inc. Common Stock$0.44$1.19$1.94$2.70$3.45$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEARCT PRICE$0.75$2.81$0.52$0.59$0.66$3.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ9.04113.1%8.4%
45Δ9.22108.1%7.4%
50Δ9.39103.1%6.3%
55Δ
60Δ9.07106.8%5.4%
65Δ
70Δ11.81246.9%7.8%
75Δ
80Δ7.09265.5%6.3%

20Δ

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

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.04
IV
113.1%
B/E move
8.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.22
IV
108.1%
B/E move
7.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
103.1%
B/E move
6.3%

55Δ

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

60Δ

Calls
Pseudo strike
9.07
IV
106.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.81
IV
246.9%
B/E move
7.8%

75Δ

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

80Δ

Calls
Pseudo strike
7.09
IV
265.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend116.18%
Daily close
ARCT70.1%115.7%161.3%2026-08-19: 146.48%2026-08-21: 101.41%2026-08-24: 114.97%2026-08-25: 99.39%2026-08-26: 98.79%2026-08-27: 96.73%2026-08-28: 96.59%2026-08-31: 105.40%2026-09-01: 100.70%2026-09-02: 97.65%2026-09-03: 96.70%2026-09-04: 95.35%2026-09-08: 96.24%2026-09-09: 99.13%2026-09-10: 111.33%2026-09-11: 98.93%2026-09-14: 123.95%2026-09-16: 144.48%2026-09-18: 92.56%2026-09-21: 91.90%2026-09-22: 91.35%2026-09-23: 93.45%2026-09-24: 84.58%2026-09-25: 77.25%2026-09-28: 76.41%2026-09-29: 82.31%2026-10-01: 81.09%2026-10-02: 80.39%2026-10-06: 85.95%2026-10-07: 92.93%2026-10-08: 102.47%2026-10-14: 121.41%2026-10-15: 139.60%2026-10-16: 93.56%2026-10-19: 100.94%2026-10-20: 97.26%2026-10-21: 155.01%2026-10-22: 90.84%2026-10-23: 130.04%2026-10-26: 90.69%2026-10-27: 98.10%2026-10-28: 106.93%2026-10-29: 102.20%2026-10-30: 116.18%Aug 19Sep 23Oct 30
44 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
146.48%
101.41%
114.97%
99.39%
98.79%
96.73%
96.59%
105.40%
100.70%
97.65%
96.70%
95.35%
96.24%
99.13%
111.33%
98.93%
123.95%
144.48%
92.56%
91.90%
91.35%
93.45%
84.58%
77.25%
76.41%
82.31%
81.09%
80.39%
85.95%
92.93%
102.47%
121.41%
139.60%
93.56%
100.94%
97.26%
155.01%
90.84%
130.04%
90.69%
98.10%
106.93%
102.20%
116.18%