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Arcus Biosciences, Inc. RCUS

i

Market dataready · fetched 2026-11-12T01:52:06.398Z

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 · 2026-11-12T00:00:00.002246359Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:52:06.056990+00:00

Share price$18.80
1D-0.2%
AH$18.53$18.61$18.69$18.78$18.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRCUS
Sold putSold callAH

Arcus Biosciences, Inc. options

Live interpolated RCUS call and put midpoint premiums by absolute delta.Arcus Biosciences, Inc.$0.61$2.18$3.74$5.31$6.88$14.32$16.36$18.39$20.43$22.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RCUS spot · $18.80RCUS PRICE$2.50$2.51$2.52$2.52$2.53$2.54$2.55$3.64$5.03$6.42$0.78$0.85$0.92$0.98$1.05$1.11$1.18$1.25$1.31$1.38$1.45$1.80$2.36
PutsExpensive1.39×
Calls——
Skew——
Implied moveBullish±$3.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.05207.7%24.1%
25Δ15.53193.7%21.9%
30Δ16.00179.7%19.8%
35Δ37.09540.9%110.6%16.48165.7%17.6%
40Δ32.52468.8%86.3%16.95151.7%15.4%
45Δ29.64409.7%71.0%17.43137.7%13.2%
50Δ26.76350.5%55.7%17.90123.7%11.1%
55Δ23.88291.3%40.5%18.38109.7%8.9%
60Δ21.00232.1%25.2%18.8595.7%6.7%
65Δ18.12173.0%9.9%19.3381.7%4.5%
70Δ16.27181.8%5.9%19.8067.7%2.4%
75Δ14.69209.1%4.9%20.3663.8%1.3%
80Δ13.12236.5%4.0%20.9767.2%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.05
IV
207.7%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.53
IV
193.7%
B/E move
21.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.00
IV
179.7%
B/E move
19.8%

35Δ

Calls
Pseudo strike
37.09
IV
540.9%
B/E move
110.6%
Puts
Pseudo strike
16.48
IV
165.7%
B/E move
17.6%

40Δ

Calls
Pseudo strike
32.52
IV
468.8%
B/E move
86.3%
Puts
Pseudo strike
16.95
IV
151.7%
B/E move
15.4%

45Δ

Calls
Pseudo strike
29.64
IV
409.7%
B/E move
71.0%
Puts
Pseudo strike
17.43
IV
137.7%
B/E move
13.2%

50Δ

Calls
Pseudo strike
26.76
IV
350.5%
B/E move
55.7%
Puts
Pseudo strike
17.90
IV
123.7%
B/E move
11.1%

55Δ

Calls
Pseudo strike
23.88
IV
291.3%
B/E move
40.5%
Puts
Pseudo strike
18.38
IV
109.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
21.00
IV
232.1%
B/E move
25.2%
Puts
Pseudo strike
18.85
IV
95.7%
B/E move
6.7%

65Δ

Calls
Pseudo strike
18.12
IV
173.0%
B/E move
9.9%
Puts
Pseudo strike
19.33
IV
81.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
16.27
IV
181.8%
B/E move
5.9%
Puts
Pseudo strike
19.80
IV
67.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
14.69
IV
209.1%
B/E move
4.9%
Puts
Pseudo strike
20.36
IV
63.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
13.12
IV
236.5%
B/E move
4.0%
Puts
Pseudo strike
20.97
IV
67.2%
B/E move
1.0%

Options history

IV · four-Friday blend74.82%
Daily EOD
RCUS63.7%76.3%88.9%2026-10-19: 85.04%2026-10-20: 65.43%2026-10-21: 77.01%2026-10-22: 77.10%2026-10-26: 87.13%2026-10-27: 80.65%2026-10-28: 74.82%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
85.04%
65.43%
77.01%
77.10%
87.13%
80.65%
74.82%