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Ionis Pharmaceuticals, Inc. Common Stock IONS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T13:55:05.793Z

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 · 2026-11-11T13:46:03.316379286Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:55:05.437286+00:00

Share price$28.19
1D-0.3%
$28.18$28.20$28.23$28.26$28.285:30 AM6:30 AM9:00 AM1:00 PMIONS
Sold putSold call

Ionis Pharmaceuticals, Inc. Common Stock options

Live interpolated IONS call and put midpoint premiums by absolute delta.Ionis Pharmaceuticals, Inc. Common Stock$0.04$3.13$6.22$9.32$12.41$17.98$25.12$32.25$39.39$46.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IONS spot · $28.19IONS PRICE$0.49$0.60$0.73$0.87$1.01$1.16$1.30$1.44$1.82$2.36$2.91$3.46$0.37$0.49$0.61$0.73$0.90$1.13$1.37$1.61$1.85$2.09$2.41$6.96$11.52
PutsCheap0.43×
Calls——
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8664.3%9.6%
25Δ31.0678.0%11.9%26.3264.3%8.4%
30Δ30.3275.7%9.7%26.7764.3%7.2%
35Δ29.7673.6%8.2%27.2364.4%6.0%
40Δ29.3471.7%7.2%27.6664.6%5.1%
45Δ28.9369.8%6.2%28.0565.1%4.5%
50Δ28.5168.0%5.2%28.4465.7%4.0%
55Δ28.0966.1%4.3%28.8366.2%3.4%
60Δ27.6864.2%3.3%29.2266.8%2.9%
65Δ27.1367.7%2.7%29.6267.3%2.4%
70Δ26.5075.1%2.4%30.0868.3%1.8%
75Δ25.8682.5%2.1%34.7394.1%1.5%
80Δ25.2289.9%1.7%39.37120.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.86
IV
64.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
31.06
IV
78.0%
B/E move
11.9%
Puts
Pseudo strike
26.32
IV
64.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
30.32
IV
75.7%
B/E move
9.7%
Puts
Pseudo strike
26.77
IV
64.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
29.76
IV
73.6%
B/E move
8.2%
Puts
Pseudo strike
27.23
IV
64.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
29.34
IV
71.7%
B/E move
7.2%
Puts
Pseudo strike
27.66
IV
64.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
28.93
IV
69.8%
B/E move
6.2%
Puts
Pseudo strike
28.05
IV
65.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
28.51
IV
68.0%
B/E move
5.2%
Puts
Pseudo strike
28.44
IV
65.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
28.09
IV
66.1%
B/E move
4.3%
Puts
Pseudo strike
28.83
IV
66.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
27.68
IV
64.2%
B/E move
3.3%
Puts
Pseudo strike
29.22
IV
66.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
27.13
IV
67.7%
B/E move
2.7%
Puts
Pseudo strike
29.62
IV
67.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
26.50
IV
75.1%
B/E move
2.4%
Puts
Pseudo strike
30.08
IV
68.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
25.86
IV
82.5%
B/E move
2.1%
Puts
Pseudo strike
34.73
IV
94.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
25.22
IV
89.9%
B/E move
1.7%
Puts
Pseudo strike
39.37
IV
120.0%
B/E move
1.2%

Options history

IV · four-Friday blend52.96%
Daily EOD
IONS49.2%51.2%53.2%2026-10-19: 49.49%2026-10-20: 51.12%2026-10-21: 50.63%2026-10-22: 52.35%2026-10-23: 50.69%2026-10-26: 50.62%2026-10-27: 50.41%2026-10-28: 49.62%2026-10-29: 50.53%2026-10-30: 52.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.49%
51.12%
50.63%
52.35%
50.69%
50.62%
50.41%
49.62%
50.53%
52.96%