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argenx SE American Depositary Shares ARGX

i

Market datapartial · fetched 2026-11-12T04:15:19.304Z

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 · 2026-11-11T23:57:41.753548432Z

FundamentalsAlpha Vantage · unavailable

Share price$977.55
1D+1.1%
AH$965$969$973$977$9805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARGX
Sold putSold callAH

argenx SE American Depositary Shares options

Live interpolated ARGX call and put midpoint premiums by absolute delta.argenx SE American Depositary Shares$4.99$19.02$33.05$47.08$61.12$855.76$908.74$961.73$1014.71$1067.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARGX spot · $977.55ARGX PRICE$6.51$8.48$11.00$13.56$16.41$19.42$22.36$26.93$31.62$36.35$41.29$48.37$57.07$7.15$9.37$11.71$14.33$17.37$20.70$24.26$27.36$31.16$35.77$41.80$47.83$56.59
PutsExpensive1.25×
CallsCheap0.85×
SkewBullish-1.49 pp
Implied moveBearish±$46.62
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1032.6738.8%6.3%929.3940.5%5.7%
25Δ1020.7438.1%5.3%940.0839.7%4.8%
30Δ1012.0638.3%4.7%949.4638.8%4.1%
35Δ1003.5938.5%4.1%957.7638.3%3.5%
40Δ995.5638.7%3.5%965.4538.2%3.0%
45Δ987.8738.6%3.0%972.8938.2%2.6%
50Δ980.2437.9%2.6%980.2538.1%2.2%
55Δ972.7239.1%2.3%987.2236.9%1.8%
60Δ964.9639.8%1.9%994.3036.1%1.5%
65Δ957.0839.8%1.6%1001.6835.8%1.2%
70Δ949.0839.4%1.3%1010.0035.9%1.0%
75Δ939.5940.2%1.1%1018.3236.0%0.7%
80Δ928.6541.1%0.8%1029.0336.3%0.5%

20Δ

Calls
Pseudo strike
1032.67
IV
38.8%
B/E move
6.3%
Puts
Pseudo strike
929.39
IV
40.5%
B/E move
5.7%

25Δ

Calls
Pseudo strike
1020.74
IV
38.1%
B/E move
5.3%
Puts
Pseudo strike
940.08
IV
39.7%
B/E move
4.8%

30Δ

Calls
Pseudo strike
1012.06
IV
38.3%
B/E move
4.7%
Puts
Pseudo strike
949.46
IV
38.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
1003.59
IV
38.5%
B/E move
4.1%
Puts
Pseudo strike
957.76
IV
38.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
995.56
IV
38.7%
B/E move
3.5%
Puts
Pseudo strike
965.45
IV
38.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
987.87
IV
38.6%
B/E move
3.0%
Puts
Pseudo strike
972.89
IV
38.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
980.24
IV
37.9%
B/E move
2.6%
Puts
Pseudo strike
980.25
IV
38.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
972.72
IV
39.1%
B/E move
2.3%
Puts
Pseudo strike
987.22
IV
36.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
964.96
IV
39.8%
B/E move
1.9%
Puts
Pseudo strike
994.30
IV
36.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
957.08
IV
39.8%
B/E move
1.6%
Puts
Pseudo strike
1001.68
IV
35.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
949.08
IV
39.4%
B/E move
1.3%
Puts
Pseudo strike
1010.00
IV
35.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
939.59
IV
40.2%
B/E move
1.1%
Puts
Pseudo strike
1018.32
IV
36.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
928.65
IV
41.1%
B/E move
0.8%
Puts
Pseudo strike
1029.03
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend39.33%
Daily close
ARGX33.4%38.5%43.5%2026-08-13: 42.82%2026-08-14: 42.43%2026-08-17: 35.86%2026-08-18: 34.52%2026-08-19: 35.67%2026-08-20: 34.52%2026-08-21: 34.45%2026-08-24: 35.23%2026-08-25: 34.46%2026-08-26: 35.55%2026-08-27: 35.17%2026-08-28: 34.64%2026-08-31: 34.90%2026-09-01: 34.94%2026-09-02: 34.66%2026-09-03: 34.13%2026-09-04: 34.38%2026-09-08: 35.88%2026-09-09: 35.50%2026-09-10: 35.47%2026-09-11: 34.71%2026-09-14: 36.34%2026-09-15: 36.41%2026-09-16: 37.52%2026-09-17: 37.32%2026-09-18: 36.90%2026-09-21: 37.26%2026-09-22: 37.53%2026-09-23: 37.56%2026-09-24: 37.28%2026-09-25: 37.40%2026-09-28: 37.89%2026-09-29: 37.56%2026-09-30: 37.53%2026-10-01: 38.24%2026-10-02: 38.29%2026-10-05: 38.22%2026-10-06: 38.45%2026-10-07: 38.55%2026-10-08: 38.00%2026-10-09: 36.92%2026-10-12: 38.57%2026-10-13: 38.87%2026-10-14: 40.64%2026-10-15: 41.66%2026-10-16: 42.38%2026-10-19: 42.74%2026-10-20: 42.73%2026-10-21: 42.70%2026-10-22: 37.58%2026-10-23: 38.12%2026-10-26: 38.28%2026-10-27: 37.95%2026-10-28: 37.61%2026-10-29: 37.77%2026-10-30: 39.33%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.82%
42.43%
35.86%
34.52%
35.67%
34.52%
34.45%
35.23%
34.46%
35.55%
35.17%
34.64%
34.90%
34.94%
34.66%
34.13%
34.38%
35.88%
35.50%
35.47%
34.71%
36.34%
36.41%
37.52%
37.32%
36.90%
37.26%
37.53%
37.56%
37.28%
37.40%
37.89%
37.56%
37.53%
38.24%
38.29%
38.22%
38.45%
38.55%
38.00%
36.92%
38.57%
38.87%
40.64%
41.66%
42.38%
42.74%
42.73%
42.70%
37.58%
38.12%
38.28%
37.95%
37.61%
37.77%
39.33%