IntraAlpha
Create free account Start free

Arcus Biosciences Inc RCUS

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T16:16:44.953Z

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 · 2026-10-22T16:16:27.531025459Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:13:22.878834+00:00

Share price$19.54
1D+13.2%
$16.92$17.64$18.35$19.06$19.785:30 AM6:30 AM9:00 AM1:00 PMRCUS
Sold putSold call

Arcus Biosciences Inc options

Live interpolated RCUS call and put midpoint premiums by absolute delta.Arcus Biosciences Inc$0.11$2.76$5.42$8.07$10.72$11.55$16.06$20.57$25.09$29.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCUS spot · $19.54RCUS PRICE$0.40$0.49$0.65$0.81$0.97$1.13$1.31$1.58$1.86$2.13$2.41$2.68$0.55$0.69$0.92$1.17$1.42$1.67$2.02$3.15$4.29$5.42$6.67$9.95$5.12
PutsCheap0.80×
CallsCheap0.67×
SkewBearish+23.83 pp
Implied moveBearish±$3.33
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.9272.2%24.5%16.4780.1%18.5%
25Δ22.6265.4%18.3%17.3275.7%14.9%
30Δ22.0265.0%16.1%17.9275.1%13.0%
35Δ21.5065.3%14.2%18.4575.4%11.5%
40Δ20.9865.7%12.4%18.9975.7%10.1%
45Δ20.4666.0%10.5%19.5276.0%8.6%
50Δ19.9466.3%8.8%20.1377.6%7.3%
55Δ19.4666.7%7.7%21.3689.5%6.8%
60Δ18.9767.1%6.6%22.60101.5%6.3%
65Δ18.4967.5%5.6%23.83113.4%5.8%
70Δ18.0167.9%4.5%25.18125.9%5.3%
75Δ17.5368.3%3.5%28.60147.5%4.6%
80Δ24.3966.7%1.3%

20Δ

Calls
Pseudo strike
23.92
IV
72.2%
B/E move
24.5%
Puts
Pseudo strike
16.47
IV
80.1%
B/E move
18.5%

25Δ

Calls
Pseudo strike
22.62
IV
65.4%
B/E move
18.3%
Puts
Pseudo strike
17.32
IV
75.7%
B/E move
14.9%

30Δ

Calls
Pseudo strike
22.02
IV
65.0%
B/E move
16.1%
Puts
Pseudo strike
17.92
IV
75.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
21.50
IV
65.3%
B/E move
14.2%
Puts
Pseudo strike
18.45
IV
75.4%
B/E move
11.5%

40Δ

Calls
Pseudo strike
20.98
IV
65.7%
B/E move
12.4%
Puts
Pseudo strike
18.99
IV
75.7%
B/E move
10.1%

45Δ

Calls
Pseudo strike
20.46
IV
66.0%
B/E move
10.5%
Puts
Pseudo strike
19.52
IV
76.0%
B/E move
8.6%

50Δ

Calls
Pseudo strike
19.94
IV
66.3%
B/E move
8.8%
Puts
Pseudo strike
20.13
IV
77.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
19.46
IV
66.7%
B/E move
7.7%
Puts
Pseudo strike
21.36
IV
89.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
18.97
IV
67.1%
B/E move
6.6%
Puts
Pseudo strike
22.60
IV
101.5%
B/E move
6.3%

65Δ

Calls
Pseudo strike
18.49
IV
67.5%
B/E move
5.6%
Puts
Pseudo strike
23.83
IV
113.4%
B/E move
5.8%

70Δ

Calls
Pseudo strike
18.01
IV
67.9%
B/E move
4.5%
Puts
Pseudo strike
25.18
IV
125.9%
B/E move
5.3%

75Δ

Calls
Pseudo strike
17.53
IV
68.3%
B/E move
3.5%
Puts
Pseudo strike
28.60
IV
147.5%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.39
IV
66.7%
B/E move
1.3%

Options history

No recorded observations