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Arcus Biosciences, Inc. RCUS

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Market datapartial · fetched 2026-10-22T21:10:54.810Z

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 · 2026-10-22T20:10:00.003564356Z

FundamentalsAlpha Vantage · unavailable

Share price$19.36
1D+12.6%
AH$16.92$17.64$18.35$19.06$19.785:30 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.$0.09$3.14$6.20$9.25$12.30$11.64$15.73$19.81$23.90$27.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RCUS spot · $19.36RCUS PRICE$0.42$0.51$1.45$2.39$2.00$1.44$1.34$1.64$1.95$2.25$2.55$2.94$3.41$0.50$0.62$0.80$1.00$1.19$1.39$1.58$2.19$3.43$4.68$5.92$8.25$11.42
PutsCheap0.76×
CallsExpensive1.07×
SkewBullish-20.84 pp
Implied moveBearish±$2.92
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.0677.6%26.5%16.4375.7%17.7%
25Δ22.5568.4%19.1%17.3069.5%13.9%
30Δ28.43166.3%54.3%17.8667.3%11.9%
35Δ34.31264.1%89.6%18.3266.4%10.5%
40Δ29.36196.6%62.0%18.7965.5%9.1%
45Δ22.98107.2%26.1%19.2564.6%7.7%
50Δ19.7366.6%8.8%19.7263.7%6.3%
55Δ19.2468.6%7.8%20.5168.7%5.4%
60Δ18.7470.6%6.8%21.8083.0%5.1%
65Δ18.2472.6%5.8%23.1097.2%4.8%
70Δ17.7474.6%4.8%24.40111.5%4.6%
75Δ17.1774.7%3.9%26.83129.2%4.1%
80Δ16.5473.1%3.1%30.14147.9%3.3%

20Δ

Calls
Pseudo strike
24.06
IV
77.6%
B/E move
26.5%
Puts
Pseudo strike
16.43
IV
75.7%
B/E move
17.7%

25Δ

Calls
Pseudo strike
22.55
IV
68.4%
B/E move
19.1%
Puts
Pseudo strike
17.30
IV
69.5%
B/E move
13.9%

30Δ

Calls
Pseudo strike
28.43
IV
166.3%
B/E move
54.3%
Puts
Pseudo strike
17.86
IV
67.3%
B/E move
11.9%

35Δ

Calls
Pseudo strike
34.31
IV
264.1%
B/E move
89.6%
Puts
Pseudo strike
18.32
IV
66.4%
B/E move
10.5%

40Δ

Calls
Pseudo strike
29.36
IV
196.6%
B/E move
62.0%
Puts
Pseudo strike
18.79
IV
65.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
22.98
IV
107.2%
B/E move
26.1%
Puts
Pseudo strike
19.25
IV
64.6%
B/E move
7.7%

50Δ

Calls
Pseudo strike
19.73
IV
66.6%
B/E move
8.8%
Puts
Pseudo strike
19.72
IV
63.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
19.24
IV
68.6%
B/E move
7.8%
Puts
Pseudo strike
20.51
IV
68.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
18.74
IV
70.6%
B/E move
6.8%
Puts
Pseudo strike
21.80
IV
83.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
18.24
IV
72.6%
B/E move
5.8%
Puts
Pseudo strike
23.10
IV
97.2%
B/E move
4.8%

70Δ

Calls
Pseudo strike
17.74
IV
74.6%
B/E move
4.8%
Puts
Pseudo strike
24.40
IV
111.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
17.17
IV
74.7%
B/E move
3.9%
Puts
Pseudo strike
26.83
IV
129.2%
B/E move
4.1%

80Δ

Calls
Pseudo strike
16.54
IV
73.1%
B/E move
3.1%
Puts
Pseudo strike
30.14
IV
147.9%
B/E move
3.3%

Options history

No recorded observations