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Werewolf Therapeutics Inc HOWL

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T03:34:34.369Z

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 · 2026-10-23T22:56:34.949470136Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T03:34:34.067230+00:00

Share price$0.99
1D-2.1%
AH$0.98$0.99$1.01$1.02$1.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHOWL
Sold putSold callAH

Werewolf Therapeutics Inc options

Live interpolated HOWL call and put midpoint premiums by absolute delta.Werewolf Therapeutics Inc$0.00$0.90$1.80$2.70$3.60$0.08$0.59$1.10$1.61$2.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HOWL spot · $0.99HOWL PRICE$0.06$0.10$0.14$0.19$0.23$0.27$0.30$0.27$0.20$0.27$0.33$0.40$0.46$0.22$0.23$0.23$0.24$0.27$0.31$0.36$0.41$0.46$0.50$0.55$0.88$3.33
PutsExpensive2.48×
CallsExpensive3.22×
SkewBullish-85.53 pp
Implied moveBearish±$0.66
TiltBearish42.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.94193.4%103.3%0.66449.0%55.0%
25Δ2.48271.8%161.8%0.75388.9%46.5%
30Δ3.01350.2%220.4%0.84328.7%38.0%
35Δ3.55428.5%279.0%0.94268.5%29.6%
40Δ4.08506.9%337.5%1.02225.5%23.0%
45Δ4.62585.3%396.1%1.10218.4%20.4%
50Δ4.04593.3%340.3%1.17211.2%17.8%
55Δ1.77399.6%107.1%1.24204.1%15.2%
60Δ0.97178.0%18.6%1.32196.9%12.6%
65Δ0.89208.0%17.0%1.39189.8%10.0%
70Δ0.80237.9%15.3%1.46182.6%7.4%
75Δ0.72267.9%13.6%1.80216.8%6.1%
80Δ0.64297.9%11.9%4.27326.3%5.1%

20Δ

Calls
Pseudo strike
1.94
IV
193.4%
B/E move
103.3%
Puts
Pseudo strike
0.66
IV
449.0%
B/E move
55.0%

25Δ

Calls
Pseudo strike
2.48
IV
271.8%
B/E move
161.8%
Puts
Pseudo strike
0.75
IV
388.9%
B/E move
46.5%

30Δ

Calls
Pseudo strike
3.01
IV
350.2%
B/E move
220.4%
Puts
Pseudo strike
0.84
IV
328.7%
B/E move
38.0%

35Δ

Calls
Pseudo strike
3.55
IV
428.5%
B/E move
279.0%
Puts
Pseudo strike
0.94
IV
268.5%
B/E move
29.6%

40Δ

Calls
Pseudo strike
4.08
IV
506.9%
B/E move
337.5%
Puts
Pseudo strike
1.02
IV
225.5%
B/E move
23.0%

45Δ

Calls
Pseudo strike
4.62
IV
585.3%
B/E move
396.1%
Puts
Pseudo strike
1.10
IV
218.4%
B/E move
20.4%

50Δ

Calls
Pseudo strike
4.04
IV
593.3%
B/E move
340.3%
Puts
Pseudo strike
1.17
IV
211.2%
B/E move
17.8%

55Δ

Calls
Pseudo strike
1.77
IV
399.6%
B/E move
107.1%
Puts
Pseudo strike
1.24
IV
204.1%
B/E move
15.2%

60Δ

Calls
Pseudo strike
0.97
IV
178.0%
B/E move
18.6%
Puts
Pseudo strike
1.32
IV
196.9%
B/E move
12.6%

65Δ

Calls
Pseudo strike
0.89
IV
208.0%
B/E move
17.0%
Puts
Pseudo strike
1.39
IV
189.8%
B/E move
10.0%

70Δ

Calls
Pseudo strike
0.80
IV
237.9%
B/E move
15.3%
Puts
Pseudo strike
1.46
IV
182.6%
B/E move
7.4%

75Δ

Calls
Pseudo strike
0.72
IV
267.9%
B/E move
13.6%
Puts
Pseudo strike
1.80
IV
216.8%
B/E move
6.1%

80Δ

Calls
Pseudo strike
0.64
IV
297.9%
B/E move
11.9%
Puts
Pseudo strike
4.27
IV
326.3%
B/E move
5.1%

Options history

No recorded observations