IntraAlpha
Create free account Start free

Arcturus Therapeutics Holdings Inc. Common Stock ARCT

i

Market datapartial · fetched 2026-10-22T21:11:55.877Z

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 · 2026-10-22T20:00:02.010305686Z

FundamentalsAlpha Vantage · unavailable

Share price$10.73
1D-1.6%
AH$10.38$10.57$10.77$10.96$11.165:30 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$0.42$1.23$2.04$2.85$3.66$6.75$9.17$11.59$14.01$16.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARCT spot · $10.73ARCT PRICE$0.51$0.57$0.54$0.91$1.80$2.16$1.05$0.94$1.02$1.11$1.33$2.38$3.43$0.58$0.53$0.62$0.74$0.92$1.11$1.32$1.59$1.85$2.12$2.42$2.75$3.08
PutsCheap0.94×
CallsExpensive1.61×
SkewBullish-62.58 pp
Implied moveBearish±$2.37
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.34194.1%94.3%8.29144.8%28.1%
25Δ16.56160.1%59.6%9.23100.9%18.9%
30Δ13.96116.6%35.1%9.6794.3%15.7%
35Δ16.03165.4%57.9%10.0889.4%13.0%
40Δ24.06331.7%141.0%10.4389.9%11.4%
45Δ26.51386.1%167.2%10.7790.4%9.9%
50Δ13.09122.4%31.8%11.1390.8%8.5%
55Δ10.7777.1%9.2%11.5391.0%7.3%
60Δ10.5072.1%7.4%11.9291.3%6.2%
65Δ10.2367.2%5.6%12.3191.5%5.0%
70Δ9.8670.3%4.3%12.7390.1%4.0%
75Δ8.92118.8%5.4%13.1587.1%3.1%
80Δ7.99167.2%6.4%13.5884.1%2.1%

20Δ

Calls
Pseudo strike
20.34
IV
194.1%
B/E move
94.3%
Puts
Pseudo strike
8.29
IV
144.8%
B/E move
28.1%

25Δ

Calls
Pseudo strike
16.56
IV
160.1%
B/E move
59.6%
Puts
Pseudo strike
9.23
IV
100.9%
B/E move
18.9%

30Δ

Calls
Pseudo strike
13.96
IV
116.6%
B/E move
35.1%
Puts
Pseudo strike
9.67
IV
94.3%
B/E move
15.7%

35Δ

Calls
Pseudo strike
16.03
IV
165.4%
B/E move
57.9%
Puts
Pseudo strike
10.08
IV
89.4%
B/E move
13.0%

40Δ

Calls
Pseudo strike
24.06
IV
331.7%
B/E move
141.0%
Puts
Pseudo strike
10.43
IV
89.9%
B/E move
11.4%

45Δ

Calls
Pseudo strike
26.51
IV
386.1%
B/E move
167.2%
Puts
Pseudo strike
10.77
IV
90.4%
B/E move
9.9%

50Δ

Calls
Pseudo strike
13.09
IV
122.4%
B/E move
31.8%
Puts
Pseudo strike
11.13
IV
90.8%
B/E move
8.5%

55Δ

Calls
Pseudo strike
10.77
IV
77.1%
B/E move
9.2%
Puts
Pseudo strike
11.53
IV
91.0%
B/E move
7.3%

60Δ

Calls
Pseudo strike
10.50
IV
72.1%
B/E move
7.4%
Puts
Pseudo strike
11.92
IV
91.3%
B/E move
6.2%

65Δ

Calls
Pseudo strike
10.23
IV
67.2%
B/E move
5.6%
Puts
Pseudo strike
12.31
IV
91.5%
B/E move
5.0%

70Δ

Calls
Pseudo strike
9.86
IV
70.3%
B/E move
4.3%
Puts
Pseudo strike
12.73
IV
90.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.92
IV
118.8%
B/E move
5.4%
Puts
Pseudo strike
13.15
IV
87.1%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.99
IV
167.2%
B/E move
6.4%
Puts
Pseudo strike
13.58
IV
84.1%
B/E move
2.1%

Options history

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