argenx NV ADR ARGX
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-22T03:38:43.501Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:40:18.112112045Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:34:13.745858+00:00
Share price$889.25
1D+1.5%
Sold putSold callAH
argenx NV ADR options
PutsCheap0.62×
CallsFair0.97×
SkewBearish+1.24 pp
Implied moveBearish±$92.93
TiltBearish9.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1000.15 | 44.1% | 13.8% | 797.75 | 50.7% | 12.0% |
| 25Δ | 979.55 | 44.2% | 11.9% | 821.77 | 47.2% | 9.8% |
| 30Δ | 960.36 | 43.8% | 10.2% | 838.87 | 46.9% | 8.4% |
| 35Δ | 943.81 | 43.9% | 8.9% | 854.58 | 47.1% | 7.3% |
| 40Δ | 929.32 | 44.8% | 7.9% | 870.27 | 46.3% | 6.2% |
| 45Δ | 914.22 | 44.8% | 6.9% | 885.12 | 45.9% | 5.3% |
| 50Δ | 899.65 | 45.2% | 5.9% | 899.77 | 45.6% | 4.5% |
| 55Δ | 885.10 | 44.9% | 5.1% | 914.60 | 45.4% | 3.8% |
| 60Δ | 870.47 | 45.6% | 4.3% | 929.91 | 45.4% | 3.1% |
| 65Δ | 855.43 | 45.7% | 3.6% | 945.63 | 45.1% | 2.5% |
| 70Δ | 839.19 | 46.6% | 3.0% | 963.04 | 45.2% | 2.0% |
| 75Δ | 822.72 | 46.4% | 2.4% | 983.69 | 46.0% | 1.5% |
| 80Δ | 804.20 | 46.7% | 1.9% | 1005.84 | 46.0% | 1.0% |
20Δ
- Pseudo strike
- 1000.15
- IV
- 44.1%
- B/E move
- 13.8%
- Pseudo strike
- 797.75
- IV
- 50.7%
- B/E move
- 12.0%
25Δ
- Pseudo strike
- 979.55
- IV
- 44.2%
- B/E move
- 11.9%
- Pseudo strike
- 821.77
- IV
- 47.2%
- B/E move
- 9.8%
30Δ
- Pseudo strike
- 960.36
- IV
- 43.8%
- B/E move
- 10.2%
- Pseudo strike
- 838.87
- IV
- 46.9%
- B/E move
- 8.4%
35Δ
- Pseudo strike
- 943.81
- IV
- 43.9%
- B/E move
- 8.9%
- Pseudo strike
- 854.58
- IV
- 47.1%
- B/E move
- 7.3%
40Δ
- Pseudo strike
- 929.32
- IV
- 44.8%
- B/E move
- 7.9%
- Pseudo strike
- 870.27
- IV
- 46.3%
- B/E move
- 6.2%
45Δ
- Pseudo strike
- 914.22
- IV
- 44.8%
- B/E move
- 6.9%
- Pseudo strike
- 885.12
- IV
- 45.9%
- B/E move
- 5.3%
50Δ
- Pseudo strike
- 899.65
- IV
- 45.2%
- B/E move
- 5.9%
- Pseudo strike
- 899.77
- IV
- 45.6%
- B/E move
- 4.5%
55Δ
- Pseudo strike
- 885.10
- IV
- 44.9%
- B/E move
- 5.1%
- Pseudo strike
- 914.60
- IV
- 45.4%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 870.47
- IV
- 45.6%
- B/E move
- 4.3%
- Pseudo strike
- 929.91
- IV
- 45.4%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 855.43
- IV
- 45.7%
- B/E move
- 3.6%
- Pseudo strike
- 945.63
- IV
- 45.1%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 839.19
- IV
- 46.6%
- B/E move
- 3.0%
- Pseudo strike
- 963.04
- IV
- 45.2%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 822.72
- IV
- 46.4%
- B/E move
- 2.4%
- Pseudo strike
- 983.69
- IV
- 46.0%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 804.20
- IV
- 46.7%
- B/E move
- 1.9%
- Pseudo strike
- 1005.84
- IV
- 46.0%
- B/E move
- 1.0%
Options history
No recorded observations