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Revolution Medicines, Inc. Common Stock RVMD

i

Market dataready · fetched 2026-11-13T01:28:07.410Z

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 · 2026-11-12T23:02:48.107579421Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:21:09.981873+00:00

Share price$178.00
1D-3.1%
AH$176$178$180$181$1835:30 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$1.23$7.05$12.86$18.68$24.49$139.81$161.18$182.54$203.91$225.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVMD spot · $178.00RVMD PRICE$1.86$2.42$2.91$3.40$4.12$4.84$5.65$6.50$7.35$8.49$9.66$10.85$12.11$2.01$2.48$3.10$3.91$4.71$5.97$7.25$8.73$10.39$12.39$14.77$17.92$22.81
PutsCheap0.58×
CallsCheap0.65×
SkewBearish+9.25 pp
Implied moveBearish±$12.90
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ194.4566.2%10.3%165.0465.1%8.4%
25Δ190.9664.5%8.6%168.2160.6%6.9%
30Δ187.7260.9%7.1%170.8858.3%5.7%
35Δ184.7357.1%5.7%172.8958.9%5.1%
40Δ182.7256.9%5.0%174.9059.5%4.4%
45Δ180.7156.7%4.2%176.9761.8%3.9%
50Δ178.8056.1%3.6%179.0464.1%3.5%
55Δ176.9655.4%3.1%181.3066.0%3.1%
60Δ175.1154.6%2.5%183.7367.6%2.6%
65Δ173.2454.2%2.1%186.4669.6%2.2%
70Δ171.3653.8%1.7%189.5272.0%1.8%
75Δ169.4952.8%1.3%193.3074.9%1.5%
80Δ167.6650.4%1.0%198.7281.5%1.2%

20Δ

Calls
Pseudo strike
194.45
IV
66.2%
B/E move
10.3%
Puts
Pseudo strike
165.04
IV
65.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
190.96
IV
64.5%
B/E move
8.6%
Puts
Pseudo strike
168.21
IV
60.6%
B/E move
6.9%

30Δ

Calls
Pseudo strike
187.72
IV
60.9%
B/E move
7.1%
Puts
Pseudo strike
170.88
IV
58.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
184.73
IV
57.1%
B/E move
5.7%
Puts
Pseudo strike
172.89
IV
58.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
182.72
IV
56.9%
B/E move
5.0%
Puts
Pseudo strike
174.90
IV
59.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
180.71
IV
56.7%
B/E move
4.2%
Puts
Pseudo strike
176.97
IV
61.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
178.80
IV
56.1%
B/E move
3.6%
Puts
Pseudo strike
179.04
IV
64.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
176.96
IV
55.4%
B/E move
3.1%
Puts
Pseudo strike
181.30
IV
66.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
175.11
IV
54.6%
B/E move
2.5%
Puts
Pseudo strike
183.73
IV
67.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
173.24
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
186.46
IV
69.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
171.36
IV
53.8%
B/E move
1.7%
Puts
Pseudo strike
189.52
IV
72.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
169.49
IV
52.8%
B/E move
1.3%
Puts
Pseudo strike
193.30
IV
74.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
167.66
IV
50.4%
B/E move
1.0%
Puts
Pseudo strike
198.72
IV
81.5%
B/E move
1.2%

Options history

IV · four-Friday blend57.05%
Daily close
RVMD44.6%51.8%59.0%2026-08-14: 51.48%2026-08-17: 53.71%2026-08-18: 52.14%2026-08-19: 53.79%2026-08-20: 55.85%2026-08-21: 50.79%2026-08-24: 48.79%2026-08-25: 49.64%2026-08-26: 49.19%2026-08-27: 48.38%2026-08-28: 49.98%2026-08-31: 49.66%2026-09-01: 48.40%2026-09-02: 48.12%2026-09-03: 48.63%2026-09-04: 48.67%2026-09-08: 50.08%2026-09-09: 49.72%2026-09-10: 48.52%2026-09-11: 47.18%2026-09-14: 49.69%2026-09-15: 49.63%2026-09-16: 49.78%2026-09-17: 52.51%2026-09-18: 46.59%2026-09-21: 47.05%2026-09-22: 46.65%2026-09-23: 46.35%2026-09-24: 46.97%2026-09-25: 47.40%2026-09-28: 48.77%2026-09-29: 48.30%2026-09-30: 48.13%2026-10-01: 46.75%2026-10-02: 47.31%2026-10-05: 46.50%2026-10-06: 45.62%2026-10-07: 46.16%2026-10-08: 52.77%2026-10-09: 49.94%2026-10-12: 51.52%2026-10-13: 55.25%2026-10-14: 54.35%2026-10-15: 56.13%2026-10-16: 54.42%2026-10-19: 53.39%2026-10-20: 55.46%2026-10-21: 55.14%2026-10-22: 56.85%2026-10-23: 56.66%2026-10-26: 57.99%2026-10-27: 57.02%2026-10-28: 55.92%2026-10-29: 55.86%2026-10-30: 57.05%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
51.48%
53.71%
52.14%
53.79%
55.85%
50.79%
48.79%
49.64%
49.19%
48.38%
49.98%
49.66%
48.40%
48.12%
48.63%
48.67%
50.08%
49.72%
48.52%
47.18%
49.69%
49.63%
49.78%
52.51%
46.59%
47.05%
46.65%
46.35%
46.97%
47.40%
48.77%
48.30%
48.13%
46.75%
47.31%
46.50%
45.62%
46.16%
52.77%
49.94%
51.52%
55.25%
54.35%
56.13%
54.42%
53.39%
55.46%
55.14%
56.85%
56.66%
57.99%
57.02%
55.92%
55.86%
57.05%