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Revolution Medicines, Inc. Common Stock RVMD

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Market datapartial · fetched 2026-10-23T15:07:57.844Z

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 · 2026-10-23T15:07:51.186048967Z

FundamentalsAlpha Vantage · unavailable

Share price$187.82
1D+0.5%
$183$184$186$187$1885:30 AM6:30 AM9:00 AM1:00 PMRVMD
Sold putSold call

Revolution Medicines, Inc. Common Stock options

Live interpolated RVMD call and put midpoint premiums by absolute delta.Revolution Medicines, Inc. Common Stock$2.30$11.78$21.25$30.73$40.20$146.18$166.17$186.15$206.13$226.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVMD spot · $187.82RVMD PRICE$3.33$4.25$5.31$6.53$7.80$9.19$10.89$12.68$14.70$17.01$19.58$22.44$25.85$4.06$5.70$7.33$8.99$10.88$12.92$15.12$17.65$20.57$23.97$27.37$32.09$37.47
PutsExpensive1.05×
CallsFair1.02×
SkewBearish+6.40 pp
Implied moveBearish±$26.01
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ220.9861.9%19.4%164.8264.0%14.4%
25Δ213.6259.3%16.0%169.2266.5%12.9%
30Δ207.6957.7%13.4%173.9066.7%11.3%
35Δ203.0957.6%11.6%178.5066.0%9.8%
40Δ198.6557.3%9.9%182.8965.6%8.4%
45Δ194.5757.0%8.5%187.1865.2%7.2%
50Δ190.8157.7%7.4%191.4464.7%6.1%
55Δ187.0257.8%6.3%195.7864.5%5.2%
60Δ183.1858.2%5.4%200.3164.6%4.3%
65Δ179.2758.8%4.5%205.1764.3%3.5%
70Δ175.1959.3%3.7%210.0264.0%2.8%
75Δ170.9159.2%2.9%215.9664.0%2.1%
80Δ166.2259.4%2.3%222.5164.2%1.5%

20Δ

Calls
Pseudo strike
220.98
IV
61.9%
B/E move
19.4%
Puts
Pseudo strike
164.82
IV
64.0%
B/E move
14.4%

25Δ

Calls
Pseudo strike
213.62
IV
59.3%
B/E move
16.0%
Puts
Pseudo strike
169.22
IV
66.5%
B/E move
12.9%

30Δ

Calls
Pseudo strike
207.69
IV
57.7%
B/E move
13.4%
Puts
Pseudo strike
173.90
IV
66.7%
B/E move
11.3%

35Δ

Calls
Pseudo strike
203.09
IV
57.6%
B/E move
11.6%
Puts
Pseudo strike
178.50
IV
66.0%
B/E move
9.8%

40Δ

Calls
Pseudo strike
198.65
IV
57.3%
B/E move
9.9%
Puts
Pseudo strike
182.89
IV
65.6%
B/E move
8.4%

45Δ

Calls
Pseudo strike
194.57
IV
57.0%
B/E move
8.5%
Puts
Pseudo strike
187.18
IV
65.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
190.81
IV
57.7%
B/E move
7.4%
Puts
Pseudo strike
191.44
IV
64.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
187.02
IV
57.8%
B/E move
6.3%
Puts
Pseudo strike
195.78
IV
64.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
183.18
IV
58.2%
B/E move
5.4%
Puts
Pseudo strike
200.31
IV
64.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
179.27
IV
58.8%
B/E move
4.5%
Puts
Pseudo strike
205.17
IV
64.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
175.19
IV
59.3%
B/E move
3.7%
Puts
Pseudo strike
210.02
IV
64.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
170.91
IV
59.2%
B/E move
2.9%
Puts
Pseudo strike
215.96
IV
64.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
166.22
IV
59.4%
B/E move
2.3%
Puts
Pseudo strike
222.51
IV
64.2%
B/E move
1.5%

Options history

No recorded observations