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Arvinas, Inc. Common Stock ARVN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:45:20.338Z

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 · 2026-11-11T15:43:56.600087796Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:45:18.904397+00:00

Share price$6.78
1D-2.0%
$6.73$6.78$6.83$6.89$6.945:30 AM6:30 AM9:00 AM1:00 PMARVN
Sold putSold call

Arvinas, Inc. Common Stock options

Live interpolated ARVN call and put midpoint premiums by absolute delta.Arvinas, Inc. Common Stock$0.01$0.57$1.13$1.69$2.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICEARVN PRICE$1.31$1.54$1.76$1.92$2.09$0.07$0.09$0.10$0.12$0.14$0.15$0.17$0.18$0.20
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.1265.8%10.9%
25Δ6.2062.2%9.9%
30Δ6.2758.7%9.0%
35Δ6.3555.2%8.1%
40Δ6.4351.7%7.2%
45Δ6.5148.2%6.2%
50Δ6.5944.7%5.3%
55Δ6.6641.2%4.4%
60Δ6.72302.8%18.4%6.7437.7%3.5%
65Δ6.32316.5%15.9%
70Δ5.93323.7%13.3%
75Δ5.54304.2%10.0%
80Δ5.15284.7%6.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.12
IV
65.8%
B/E move
10.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.20
IV
62.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.27
IV
58.7%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.35
IV
55.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.43
IV
51.7%
B/E move
7.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.51
IV
48.2%
B/E move
6.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
44.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.66
IV
41.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
6.72
IV
302.8%
B/E move
18.4%
Puts
Pseudo strike
6.74
IV
37.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
6.32
IV
316.5%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.93
IV
323.7%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.54
IV
304.2%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.15
IV
284.7%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend99.81%
Daily EOD
ARVN67.7%89.6%111.5%2026-10-19: 88.98%2026-10-20: 70.69%2026-10-21: 76.59%2026-10-22: 101.31%2026-10-23: 106.76%2026-10-26: 108.44%2026-10-27: 96.78%2026-10-28: 101.08%2026-10-29: 93.14%2026-10-30: 99.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.98%
70.69%
76.59%
101.31%
106.76%
108.44%
96.78%
101.08%
93.14%
99.81%