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Ardelyx, Inc. Common Stock ARDX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:20:14.817Z

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 · 2026-11-11T22:35:04.723178678Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:20:14.481359+00:00

Share price$3.11
1D+3.6%
AH$3.00$3.04$3.07$3.11$3.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARDX
Sold putSold callAH

Ardelyx, Inc. Common Stock options

Live interpolated ARDX call and put midpoint premiums by absolute delta.Ardelyx, Inc. Common Stock$0.06$0.28$0.50$0.72$0.94$2.52$2.82$3.13$3.44$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ARDX spot · $3.11ARDX PRICE$0.13$0.15$0.17$0.19$0.21$0.25$0.31$0.38$0.44$0.88$0.08$0.12$0.16$0.20
Puts——
Calls——
Skew——
Implied moveBearish±$0.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.28745.0%54.9%
25Δ
30Δ
35Δ3.0165.8%5.8%
40Δ3.2477.4%8.4%3.0767.4%5.3%
45Δ3.1979.0%7.4%3.1269.0%4.8%
50Δ3.1480.6%6.4%3.1770.6%4.3%
55Δ3.0982.2%5.4%
60Δ3.0483.8%4.4%
65Δ2.9785.4%3.5%
70Δ2.8986.9%3.0%
75Δ2.8188.4%2.5%
80Δ2.7390.0%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.28
IV
745.0%
B/E move
54.9%

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
3.01
IV
65.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
3.24
IV
77.4%
B/E move
8.4%
Puts
Pseudo strike
3.07
IV
67.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
3.19
IV
79.0%
B/E move
7.4%
Puts
Pseudo strike
3.12
IV
69.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
3.14
IV
80.6%
B/E move
6.4%
Puts
Pseudo strike
3.17
IV
70.6%
B/E move
4.3%

55Δ

Calls
Pseudo strike
3.09
IV
82.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.04
IV
83.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.97
IV
85.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.89
IV
86.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.81
IV
88.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.73
IV
90.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend222.23%
Daily close
ARDX75.1%160.5%246.0%2026-08-14: 193.38%2026-08-17: 118.07%2026-08-19: 86.88%2026-09-18: 218.16%2026-09-24: 162.84%2026-09-25: 234.19%2026-10-16: 150.91%2026-10-19: 201.54%2026-10-20: 187.98%2026-10-21: 210.17%2026-10-22: 162.65%2026-10-23: 203.88%2026-10-26: 161.03%2026-10-27: 187.45%2026-10-28: 230.83%2026-10-29: 165.47%2026-10-30: 222.23%Aug 14Oct 20Oct 30
17 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
193.38%
118.07%
86.88%
218.16%
162.84%
234.19%
150.91%
201.54%
187.98%
210.17%
162.65%
203.88%
161.03%
187.45%
230.83%
165.47%
222.23%