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Avantor, Inc. AVTR

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Market datapartial · fetched 2026-10-22T18:33:29.799Z

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 · 2026-10-22T18:33:12.694868643Z

FundamentalsAlpha Vantage · unavailable

Share price$17.10
1D-0.8%
$16.97$17.09$17.21$17.33$17.455:30 AM6:30 AM9:00 AM1:00 PMAVTR
Sold putSold call

Avantor, Inc. options

Live interpolated AVTR call and put midpoint premiums by absolute delta.Avantor, Inc.$0.27$1.03$1.78$2.54$3.29$13.49$15.44$17.38$19.33$21.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVTR spot · $17.10AVTR PRICE$0.41$0.50$0.60$0.70$0.80$0.94$1.12$1.30$1.53$1.77$2.11$2.58$3.07$0.35$0.51$0.66$0.81$0.95$1.09$1.26$1.44$1.64$1.97$2.30$2.58$2.87
PutsExpensive1.51×
CallsExpensive1.24×
SkewBullish-11.81 pp
Implied moveBearish±$2.39
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7484.6%29.5%15.1358.8%13.6%
25Δ20.9179.7%25.2%15.4961.6%12.4%
30Δ20.0874.7%21.0%15.8664.4%11.2%
35Δ19.2669.8%16.7%16.2464.2%9.7%
40Δ18.4364.9%12.5%16.6462.1%8.2%
45Δ17.8262.8%9.7%17.0360.0%6.8%
50Δ17.4364.0%8.5%17.3858.6%5.8%
55Δ17.0565.1%7.3%17.7357.1%4.7%
60Δ16.6465.8%6.3%18.0956.2%3.8%
65Δ16.2366.5%5.3%18.5357.3%3.2%
70Δ15.7569.6%4.4%18.9658.4%2.5%
75Δ15.1775.9%3.8%19.3656.4%1.9%
80Δ14.5579.1%3.1%19.7554.1%1.3%

20Δ

Calls
Pseudo strike
21.74
IV
84.6%
B/E move
29.5%
Puts
Pseudo strike
15.13
IV
58.8%
B/E move
13.6%

25Δ

Calls
Pseudo strike
20.91
IV
79.7%
B/E move
25.2%
Puts
Pseudo strike
15.49
IV
61.6%
B/E move
12.4%

30Δ

Calls
Pseudo strike
20.08
IV
74.7%
B/E move
21.0%
Puts
Pseudo strike
15.86
IV
64.4%
B/E move
11.2%

35Δ

Calls
Pseudo strike
19.26
IV
69.8%
B/E move
16.7%
Puts
Pseudo strike
16.24
IV
64.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
18.43
IV
64.9%
B/E move
12.5%
Puts
Pseudo strike
16.64
IV
62.1%
B/E move
8.2%

45Δ

Calls
Pseudo strike
17.82
IV
62.8%
B/E move
9.7%
Puts
Pseudo strike
17.03
IV
60.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
17.43
IV
64.0%
B/E move
8.5%
Puts
Pseudo strike
17.38
IV
58.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
17.05
IV
65.1%
B/E move
7.3%
Puts
Pseudo strike
17.73
IV
57.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
16.64
IV
65.8%
B/E move
6.3%
Puts
Pseudo strike
18.09
IV
56.2%
B/E move
3.8%

65Δ

Calls
Pseudo strike
16.23
IV
66.5%
B/E move
5.3%
Puts
Pseudo strike
18.53
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
15.75
IV
69.6%
B/E move
4.4%
Puts
Pseudo strike
18.96
IV
58.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
15.17
IV
75.9%
B/E move
3.8%
Puts
Pseudo strike
19.36
IV
56.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
14.55
IV
79.1%
B/E move
3.1%
Puts
Pseudo strike
19.75
IV
54.1%
B/E move
1.3%

Options history

AVTR49.9852.9255.852026-10-20: 50.38%2026-10-21: 55.45%Oct 20Oct 21
Table
DateIV
50.38%
55.45%