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Arvinas, Inc. Common Stock ARVN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:59:54.785Z

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 · 2026-11-11T15:58:22.633337387Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:59:53.243565+00:00

Share price$6.81
1D-1.6%
$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$0.02$0.57$1.12$1.67$2.22$-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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEARVN PRICE$1.75$1.91$2.07$0.08$0.10$0.11$0.13$0.15$0.17$0.18$0.20$0.22$1.98
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.1467.2%11.0%
25Δ6.2363.6%10.0%
30Δ6.3160.0%8.9%
35Δ6.4056.4%7.9%
40Δ6.4952.8%6.9%
45Δ6.5849.2%5.8%
50Δ6.6745.7%4.8%
55Δ6.7642.1%3.8%
60Δ6.8438.5%2.7%
65Δ
70Δ5.95319.3%13.0%8.43196.4%5.3%
75Δ5.57299.1%9.8%
80Δ5.20279.0%6.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.14
IV
67.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.23
IV
63.6%
B/E move
10.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.31
IV
60.0%
B/E move
8.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.40
IV
56.4%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
52.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.58
IV
49.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
45.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
42.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.84
IV
38.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.95
IV
319.3%
B/E move
13.0%
Puts
Pseudo strike
8.43
IV
196.4%
B/E move
5.3%

75Δ

Calls
Pseudo strike
5.57
IV
299.1%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.20
IV
279.0%
B/E move
6.7%
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%