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Arvinas, Inc. Common Stock ARVN

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Market datapartial · fetched 2026-10-22T04:24:51.289Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T22:59:19.944391275Z

FundamentalsAlpha Vantage · unavailable

Share price$7.59
1D-5.4%
AH$7.51$7.64$7.77$7.90$8.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARVN
Sold putSold callAH

Arvinas, Inc. Common Stock options

Live interpolated ARVN call and put midpoint premiums by absolute delta.Arvinas, Inc. Common Stock$0.13$0.73$1.33$1.93$2.52$4.42$6.21$8.00$9.79$11.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARVN spot · $7.59ARVN PRICE$0.19$0.48$0.76$1.05$1.07$0.73$0.73$0.97$1.21$1.45$1.57$1.65$1.73$0.32$0.40$0.48$0.68$1.03$1.37$1.56$1.69$1.81$1.94$2.08$2.21$2.35
PutsExpensive1.47×
CallsExpensive1.89×
SkewBullish-38.25 pp
Implied moveBearish±$2.29
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.4878.0%27.5%6.10113.4%23.9%
25Δ11.59155.0%59.1%6.45106.7%20.3%
30Δ13.71232.0%90.6%6.80100.1%16.7%
35Δ15.82309.1%122.2%7.16104.2%14.6%
40Δ11.75249.0%69.0%7.53122.0%14.3%
45Δ8.96133.2%27.7%7.89139.9%14.1%
50Δ7.8395.6%12.8%8.21139.1%12.5%
55Δ7.57110.1%12.6%8.50130.5%10.3%
60Δ7.31124.6%12.3%8.79122.0%8.1%
65Δ7.05139.0%12.0%9.06113.7%6.1%
70Δ6.78131.9%10.0%9.29106.1%4.9%
75Δ6.51119.6%7.5%9.5298.5%3.7%
80Δ6.24107.4%5.0%9.7590.9%2.5%

20Δ

Calls
Pseudo strike
9.48
IV
78.0%
B/E move
27.5%
Puts
Pseudo strike
6.10
IV
113.4%
B/E move
23.9%

25Δ

Calls
Pseudo strike
11.59
IV
155.0%
B/E move
59.1%
Puts
Pseudo strike
6.45
IV
106.7%
B/E move
20.3%

30Δ

Calls
Pseudo strike
13.71
IV
232.0%
B/E move
90.6%
Puts
Pseudo strike
6.80
IV
100.1%
B/E move
16.7%

35Δ

Calls
Pseudo strike
15.82
IV
309.1%
B/E move
122.2%
Puts
Pseudo strike
7.16
IV
104.2%
B/E move
14.6%

40Δ

Calls
Pseudo strike
11.75
IV
249.0%
B/E move
69.0%
Puts
Pseudo strike
7.53
IV
122.0%
B/E move
14.3%

45Δ

Calls
Pseudo strike
8.96
IV
133.2%
B/E move
27.7%
Puts
Pseudo strike
7.89
IV
139.9%
B/E move
14.1%

50Δ

Calls
Pseudo strike
7.83
IV
95.6%
B/E move
12.8%
Puts
Pseudo strike
8.21
IV
139.1%
B/E move
12.5%

55Δ

Calls
Pseudo strike
7.57
IV
110.1%
B/E move
12.6%
Puts
Pseudo strike
8.50
IV
130.5%
B/E move
10.3%

60Δ

Calls
Pseudo strike
7.31
IV
124.6%
B/E move
12.3%
Puts
Pseudo strike
8.79
IV
122.0%
B/E move
8.1%

65Δ

Calls
Pseudo strike
7.05
IV
139.0%
B/E move
12.0%
Puts
Pseudo strike
9.06
IV
113.7%
B/E move
6.1%

70Δ

Calls
Pseudo strike
6.78
IV
131.9%
B/E move
10.0%
Puts
Pseudo strike
9.29
IV
106.1%
B/E move
4.9%

75Δ

Calls
Pseudo strike
6.51
IV
119.6%
B/E move
7.5%
Puts
Pseudo strike
9.52
IV
98.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
6.24
IV
107.4%
B/E move
5.0%
Puts
Pseudo strike
9.75
IV
90.9%
B/E move
2.5%

Options history

No recorded observations