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Revolution Medicines, Inc. Common Stock RVMD

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Market datapartial · fetched 2026-10-22T21:07:16.846Z

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 · 2026-10-22T20:52:02.440673102Z

FundamentalsAlpha Vantage · unavailable

Share price$189.16
1D-1.5%
AH$183$186$189$192$1955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVMD
Sold putSold callAH

Revolution Medicines, Inc. Common Stock options

Live interpolated RVMD call and put midpoint premiums by absolute delta.Revolution Medicines, Inc. Common Stock$1.83$12.84$23.84$34.85$45.86$146.50$166.98$187.46$207.94$228.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVMD spot · $189.16RVMD PRICE$3.02$4.18$5.34$6.49$7.67$9.31$11.33$13.20$14.66$16.42$18.69$21.29$24.10$4.13$5.54$7.11$8.87$10.85$13.17$15.61$18.27$21.49$25.20$29.64$34.76$42.69
PutsExpensive1.06×
CallsCheap0.95×
SkewBearish+9.57 pp
Implied moveBearish±$26.93
TiltBearish20.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.4252.4%16.5%165.8563.4%14.5%
25Δ213.3755.0%15.0%170.8963.4%12.6%
30Δ209.2157.0%13.4%175.5363.5%11.0%
35Δ204.4355.9%11.5%179.9363.8%9.6%
40Δ199.7355.0%9.6%184.2464.0%8.3%
45Δ196.0156.2%8.5%188.5864.7%7.3%
50Δ192.2858.5%7.6%192.9665.0%6.2%
55Δ188.4759.1%6.6%197.4664.9%5.3%
60Δ184.5756.7%5.3%202.3065.2%4.4%
65Δ180.9055.1%4.3%207.4865.7%3.6%
70Δ177.0754.7%3.5%213.2966.5%2.9%
75Δ173.1154.3%2.8%219.7167.5%2.2%
80Δ169.0353.4%2.1%228.7470.2%1.6%

20Δ

Calls
Pseudo strike
217.42
IV
52.4%
B/E move
16.5%
Puts
Pseudo strike
165.85
IV
63.4%
B/E move
14.5%

25Δ

Calls
Pseudo strike
213.37
IV
55.0%
B/E move
15.0%
Puts
Pseudo strike
170.89
IV
63.4%
B/E move
12.6%

30Δ

Calls
Pseudo strike
209.21
IV
57.0%
B/E move
13.4%
Puts
Pseudo strike
175.53
IV
63.5%
B/E move
11.0%

35Δ

Calls
Pseudo strike
204.43
IV
55.9%
B/E move
11.5%
Puts
Pseudo strike
179.93
IV
63.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
199.73
IV
55.0%
B/E move
9.6%
Puts
Pseudo strike
184.24
IV
64.0%
B/E move
8.3%

45Δ

Calls
Pseudo strike
196.01
IV
56.2%
B/E move
8.5%
Puts
Pseudo strike
188.58
IV
64.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
192.28
IV
58.5%
B/E move
7.6%
Puts
Pseudo strike
192.96
IV
65.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
188.47
IV
59.1%
B/E move
6.6%
Puts
Pseudo strike
197.46
IV
64.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
184.57
IV
56.7%
B/E move
5.3%
Puts
Pseudo strike
202.30
IV
65.2%
B/E move
4.4%

65Δ

Calls
Pseudo strike
180.90
IV
55.1%
B/E move
4.3%
Puts
Pseudo strike
207.48
IV
65.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
177.07
IV
54.7%
B/E move
3.5%
Puts
Pseudo strike
213.29
IV
66.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
173.11
IV
54.3%
B/E move
2.8%
Puts
Pseudo strike
219.71
IV
67.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
169.03
IV
53.4%
B/E move
2.1%
Puts
Pseudo strike
228.74
IV
70.2%
B/E move
1.6%

Options history

No recorded observations