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Arcturus Therapeutics Holdings Inc. Common Stock ARCT

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Market datapartial · fetched 2026-10-22T16:17:11.369Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:16:19.873830722Z

FundamentalsAlpha Vantage · unavailable

Share price$10.84
1D-0.6%
$10.64$10.76$10.89$11.01$11.145:30 AM6:30 AM9:00 AM1:00 PMARCT
Sold putSold call

Arcturus Therapeutics Holdings Inc. Common Stock options

Live interpolated ARCT call and put midpoint premiums by absolute delta.Arcturus Therapeutics Holdings Inc. Common Stock$0.17$1.15$2.13$3.11$4.09$6.69$9.00$11.31$13.62$15.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCT spot · $10.84ARCT PRICE$0.27$0.38$0.48$0.59$0.71$0.84$0.97$1.05$1.06$1.06$1.07$1.07$1.64$0.35$0.49$0.64$0.80$0.97$1.15$1.37$1.62$1.88$2.13$2.69$3.33$3.81
PutsCheap0.88×
CallsCheap0.78×
SkewBearish+13.85 pp
Implied moveBearish±$2.34
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8989.1%30.6%9.1187.4%19.2%
25Δ13.4190.6%27.2%9.4690.3%17.3%
30Δ12.9392.0%23.7%9.8193.3%15.5%
35Δ12.4693.3%20.4%10.1694.6%13.6%
40Δ12.0692.7%17.9%10.5393.9%11.9%
45Δ11.6692.0%15.3%10.8993.1%10.1%
50Δ11.2691.4%12.8%11.2792.7%8.7%
55Δ10.9387.6%10.5%11.6592.3%7.5%
60Δ10.7177.7%8.6%12.0491.9%6.2%
65Δ10.4967.8%6.6%12.4391.6%5.0%
70Δ10.2858.0%4.7%13.0896.3%4.1%
75Δ10.0648.1%2.7%13.81102.2%3.3%
80Δ9.4259.4%2.0%14.38100.2%2.4%

20Δ

Calls
Pseudo strike
13.89
IV
89.1%
B/E move
30.6%
Puts
Pseudo strike
9.11
IV
87.4%
B/E move
19.2%

25Δ

Calls
Pseudo strike
13.41
IV
90.6%
B/E move
27.2%
Puts
Pseudo strike
9.46
IV
90.3%
B/E move
17.3%

30Δ

Calls
Pseudo strike
12.93
IV
92.0%
B/E move
23.7%
Puts
Pseudo strike
9.81
IV
93.3%
B/E move
15.5%

35Δ

Calls
Pseudo strike
12.46
IV
93.3%
B/E move
20.4%
Puts
Pseudo strike
10.16
IV
94.6%
B/E move
13.6%

40Δ

Calls
Pseudo strike
12.06
IV
92.7%
B/E move
17.9%
Puts
Pseudo strike
10.53
IV
93.9%
B/E move
11.9%

45Δ

Calls
Pseudo strike
11.66
IV
92.0%
B/E move
15.3%
Puts
Pseudo strike
10.89
IV
93.1%
B/E move
10.1%

50Δ

Calls
Pseudo strike
11.26
IV
91.4%
B/E move
12.8%
Puts
Pseudo strike
11.27
IV
92.7%
B/E move
8.7%

55Δ

Calls
Pseudo strike
10.93
IV
87.6%
B/E move
10.5%
Puts
Pseudo strike
11.65
IV
92.3%
B/E move
7.5%

60Δ

Calls
Pseudo strike
10.71
IV
77.7%
B/E move
8.6%
Puts
Pseudo strike
12.04
IV
91.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
10.49
IV
67.8%
B/E move
6.6%
Puts
Pseudo strike
12.43
IV
91.6%
B/E move
5.0%

70Δ

Calls
Pseudo strike
10.28
IV
58.0%
B/E move
4.7%
Puts
Pseudo strike
13.08
IV
96.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
10.06
IV
48.1%
B/E move
2.7%
Puts
Pseudo strike
13.81
IV
102.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
9.42
IV
59.4%
B/E move
2.0%
Puts
Pseudo strike
14.38
IV
100.2%
B/E move
2.4%

Options history

ARCT92.64126.13159.632026-10-20: 97.26%2026-10-21: 155.01%Oct 20Oct 21
Table
DateIV
97.26%
155.01%