IntraAlpha
Create free account Start free

Arcutis Biotherapeutics, Inc. Common Stock ARQT

i

Market dataready · fetched 2026-11-12T03:19:23.823Z

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 · 2026-11-11T22:38:22.013620192Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:19:23.429456+00:00

Share price$28.36
1D+3.2%
AH$27.22$27.56$27.90$28.23$28.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARQT
Sold putSold callAH

Arcutis Biotherapeutics, Inc. Common Stock options

Live interpolated ARQT call and put midpoint premiums by absolute delta.Arcutis Biotherapeutics, Inc. Common Stock$0.49$2.03$3.56$5.10$6.64$18.12$22.66$27.19$31.73$36.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive ARQT spot · $28.36ARQT PRICE$0.87$1.05$1.23$1.42$1.60$2.16$3.50$4.85$6.20$2.45$0.66$0.97$1.27$1.58$1.89$2.20$2.57$3.20$3.83$4.46
Puts——
Calls——
Skew——
Implied moveBearish±$2.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.60372.0%36.0%
25Δ
30Δ
35Δ27.5159.2%5.3%
40Δ29.0057.1%5.3%27.9463.3%4.9%
45Δ28.6860.0%4.8%28.3767.3%4.5%
50Δ28.3662.8%4.4%28.7971.3%4.0%
55Δ28.0465.7%3.9%29.2275.4%3.6%
60Δ27.7268.5%3.4%29.6579.4%3.2%
65Δ27.0375.0%2.9%30.1483.3%2.8%
70Δ25.5789.3%2.5%30.9086.2%2.3%
75Δ24.11103.6%2.1%31.6689.2%1.9%
80Δ22.65117.9%1.7%32.4392.2%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.60
IV
372.0%
B/E move
36.0%

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
27.51
IV
59.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
29.00
IV
57.1%
B/E move
5.3%
Puts
Pseudo strike
27.94
IV
63.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
28.68
IV
60.0%
B/E move
4.8%
Puts
Pseudo strike
28.37
IV
67.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
28.36
IV
62.8%
B/E move
4.4%
Puts
Pseudo strike
28.79
IV
71.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
28.04
IV
65.7%
B/E move
3.9%
Puts
Pseudo strike
29.22
IV
75.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
27.72
IV
68.5%
B/E move
3.4%
Puts
Pseudo strike
29.65
IV
79.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
27.03
IV
75.0%
B/E move
2.9%
Puts
Pseudo strike
30.14
IV
83.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
25.57
IV
89.3%
B/E move
2.5%
Puts
Pseudo strike
30.90
IV
86.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
24.11
IV
103.6%
B/E move
2.1%
Puts
Pseudo strike
31.66
IV
89.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
22.65
IV
117.9%
B/E move
1.7%
Puts
Pseudo strike
32.43
IV
92.2%
B/E move
1.4%

Options history

IV · four-Friday blend59.51%
Daily EOD
ARQT51.9%56.6%61.4%2026-10-19: 52.96%2026-10-20: 58.66%2026-10-21: 56.19%2026-10-22: 55.13%2026-10-23: 57.09%2026-10-26: 57.21%2026-10-27: 52.54%2026-10-28: 58.67%2026-10-29: 60.71%2026-10-30: 59.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.96%
58.66%
56.19%
55.13%
57.09%
57.21%
52.54%
58.67%
60.71%
59.51%