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Werewolf Therapeutics, Inc. Common Stock HOWL

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Market datapartial · fetched 2026-11-13T18:33:57.740Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T18:14:39.619676082Z

FundamentalsAlpha Vantage · unavailable

Share price$1.01
1D+0.0%
$0.98$0.99$0.99$1.01$1.025:30 AM6:30 AM9:00 AM1:00 PMHOWL
Sold putSold call

Werewolf Therapeutics, Inc. Common Stock options

Live interpolated HOWL call and put midpoint premiums by absolute delta.Werewolf Therapeutics, Inc. Common Stock$0.20$0.89$1.58$2.27$2.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHOWL PRICE$0.28$0.33$0.39$0.44$0.50$1.07$1.78$2.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ1.41147.5%66.6%
60Δ1.31161.0%62.1%1.96131.9%12.2%
65Δ1.20174.4%57.6%2.68158.9%10.2%
70Δ1.10187.9%53.1%3.71170.5%6.1%
75Δ1.00201.4%48.6%
80Δ

20Δ

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

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
IV
B/E move

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
1.41
IV
147.5%
B/E move
66.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.31
IV
161.0%
B/E move
62.1%
Puts
Pseudo strike
1.96
IV
131.9%
B/E move
12.2%

65Δ

Calls
Pseudo strike
1.20
IV
174.4%
B/E move
57.6%
Puts
Pseudo strike
2.68
IV
158.9%
B/E move
10.2%

70Δ

Calls
Pseudo strike
1.10
IV
187.9%
B/E move
53.1%
Puts
Pseudo strike
3.71
IV
170.5%
B/E move
6.1%

75Δ

Calls
Pseudo strike
1.00
IV
201.4%
B/E move
48.6%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend297.09%
Daily close
HOWL150.9%277.3%403.6%2026-09-03: 242.07%2026-09-04: 233.87%2026-09-09: 264.98%2026-09-11: 248.75%2026-09-17: 386.20%2026-09-18: 245.07%2026-09-21: 223.11%2026-09-22: 226.34%2026-09-28: 263.15%2026-09-30: 296.30%2026-10-05: 195.77%2026-10-06: 267.70%2026-10-07: 272.27%2026-10-08: 286.21%2026-10-09: 168.37%2026-10-12: 305.79%2026-10-13: 278.38%2026-10-20: 233.88%2026-10-23: 289.28%2026-10-27: 279.05%2026-10-29: 297.09%Sep 3Oct 5Oct 29
21 observations2026-09-03 — 2026-10-29
Table
DateIV (%)
242.07%
233.87%
264.98%
248.75%
386.20%
245.07%
223.11%
226.34%
263.15%
296.30%
195.77%
267.70%
272.27%
286.21%
168.37%
305.79%
278.38%
233.88%
289.28%
279.05%
297.09%