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Arrowhead Pharmaceuticals, Inc. Common Stock ARWR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:53:09.390Z

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 · 2026-11-11T15:52:58.635844821Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:45:18.587080+00:00

Share price$48.80
1D-1.3%
$47.64$48.14$48.64$49.15$49.655:30 AM6:30 AM9:00 AM1:00 PMARWR
Sold putSold call

Arrowhead Pharmaceuticals, Inc. Common Stock options

Live interpolated ARWR call and put midpoint premiums by absolute delta.Arrowhead Pharmaceuticals, Inc. Common Stock$0.43$2.49$4.54$6.60$8.66$37.66$44.39$51.12$57.85$64.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ARWR spot · $48.80ARWR PRICE$0.65$0.85$1.06$1.36$1.66$1.96$2.34$2.73$3.12$3.68$4.29$4.90$5.87$1.25$1.51$1.91$2.31$2.44$2.58$2.71$3.44$4.41$5.47$6.62$8.06
Puts——
CallsExpensive1.10×
Skew——
Implied moveBearish±$4.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8380.8%13.7%42.08126.7%16.3%
25Δ53.6078.6%11.6%
30Δ52.4276.7%9.6%45.7492.8%9.4%
35Δ51.6278.2%8.6%46.6495.0%8.3%
40Δ50.8379.6%7.6%47.5496.7%7.3%
45Δ50.0481.1%6.6%48.2888.2%6.1%
50Δ49.2581.4%5.7%49.0379.7%4.8%
55Δ48.4681.7%4.9%49.7871.2%3.5%
60Δ47.6781.9%4.1%50.7874.4%3.0%
65Δ46.8083.1%3.4%51.8982.3%2.7%
70Δ45.9084.7%2.8%53.1188.4%2.4%
75Δ45.0086.2%2.3%54.4992.2%1.9%
80Δ43.7988.3%1.8%56.1595.7%1.5%

20Δ

Calls
Pseudo strike
54.83
IV
80.8%
B/E move
13.7%
Puts
Pseudo strike
42.08
IV
126.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
53.60
IV
78.6%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
52.42
IV
76.7%
B/E move
9.6%
Puts
Pseudo strike
45.74
IV
92.8%
B/E move
9.4%

35Δ

Calls
Pseudo strike
51.62
IV
78.2%
B/E move
8.6%
Puts
Pseudo strike
46.64
IV
95.0%
B/E move
8.3%

40Δ

Calls
Pseudo strike
50.83
IV
79.6%
B/E move
7.6%
Puts
Pseudo strike
47.54
IV
96.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
50.04
IV
81.1%
B/E move
6.6%
Puts
Pseudo strike
48.28
IV
88.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
49.25
IV
81.4%
B/E move
5.7%
Puts
Pseudo strike
49.03
IV
79.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
48.46
IV
81.7%
B/E move
4.9%
Puts
Pseudo strike
49.78
IV
71.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
47.67
IV
81.9%
B/E move
4.1%
Puts
Pseudo strike
50.78
IV
74.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
46.80
IV
83.1%
B/E move
3.4%
Puts
Pseudo strike
51.89
IV
82.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
45.90
IV
84.7%
B/E move
2.8%
Puts
Pseudo strike
53.11
IV
88.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
45.00
IV
86.2%
B/E move
2.3%
Puts
Pseudo strike
54.49
IV
92.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
43.79
IV
88.3%
B/E move
1.8%
Puts
Pseudo strike
56.15
IV
95.7%
B/E move
1.5%

Options history

IV · four-Friday blend53.90%
Daily EOD
ARWR52.4%54.6%56.7%2026-10-19: 53.16%2026-10-20: 54.90%2026-10-21: 53.49%2026-10-22: 55.24%2026-10-23: 52.73%2026-10-26: 54.10%2026-10-27: 55.61%2026-10-28: 56.39%2026-10-29: 54.89%2026-10-30: 53.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.16%
54.90%
53.49%
55.24%
52.73%
54.10%
55.61%
56.39%
54.89%
53.90%