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Avantor, Inc. AVTR

i

Market dataready · fetched 2026-11-13T10:48:52.758Z

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 · 2026-11-13T00:00:00.002353154Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T10:48:52.397917+00:00

Share price$15.62
1D+0.1%
AH$15.31$15.42$15.53$15.64$15.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVTR
Sold putSold callAH

Avantor, Inc. options

Live interpolated AVTR call and put midpoint premiums by absolute delta.Avantor, Inc.$0.21$0.64$1.06$1.48$1.90$14.79$15.23$15.68$16.13$16.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AVTR spot · $15.62AVTR PRICE$0.30$0.30$0.38$0.46$0.54$0.62$0.70$0.78$0.99$1.37$0.38$0.26$0.37$0.48$0.59$0.70$0.81$0.96$1.14$1.32$1.50$1.78
Puts——
Calls——
Skew——
Implied moveBearish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.46139.6%16.3%
25Δ17.3596.2%13.0%
30Δ15.1252.4%4.8%
35Δ15.2956.5%4.5%
40Δ15.9247.1%3.8%15.4560.6%4.2%
45Δ15.7847.9%3.4%15.6164.7%3.8%
50Δ15.6448.6%3.1%15.7768.8%3.5%
55Δ15.5049.3%2.7%15.9472.8%3.1%
60Δ15.3650.1%2.3%16.1574.7%2.7%
65Δ15.2250.8%1.9%16.4075.1%2.3%
70Δ15.0851.5%1.5%16.6575.5%1.9%
75Δ14.8253.9%1.2%16.8975.9%1.4%
80Δ14.4158.4%1.0%17.2476.7%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.46
IV
139.6%
B/E move
16.3%

25Δ

Calls
Pseudo strike
17.35
IV
96.2%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.12
IV
52.4%
B/E move
4.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.29
IV
56.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
15.92
IV
47.1%
B/E move
3.8%
Puts
Pseudo strike
15.45
IV
60.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
15.78
IV
47.9%
B/E move
3.4%
Puts
Pseudo strike
15.61
IV
64.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
15.64
IV
48.6%
B/E move
3.1%
Puts
Pseudo strike
15.77
IV
68.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
15.50
IV
49.3%
B/E move
2.7%
Puts
Pseudo strike
15.94
IV
72.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
15.36
IV
50.1%
B/E move
2.3%
Puts
Pseudo strike
16.15
IV
74.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
15.22
IV
50.8%
B/E move
1.9%
Puts
Pseudo strike
16.40
IV
75.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
15.08
IV
51.5%
B/E move
1.5%
Puts
Pseudo strike
16.65
IV
75.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
14.82
IV
53.9%
B/E move
1.2%
Puts
Pseudo strike
16.89
IV
75.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
14.41
IV
58.4%
B/E move
1.0%
Puts
Pseudo strike
17.24
IV
76.7%
B/E move
1.1%

Options history

IV · four-Friday blend40.25%
Daily close
AVTR36.0%53.1%70.3%2026-08-19: 46.07%2026-08-20: 67.93%2026-08-21: 41.06%2026-08-24: 40.73%2026-08-25: 39.85%2026-08-26: 39.31%2026-08-27: 38.33%2026-08-28: 39.31%2026-08-31: 38.47%2026-09-01: 39.48%2026-09-03: 40.21%2026-09-04: 42.40%2026-09-08: 46.64%2026-09-09: 40.54%2026-09-10: 39.78%2026-09-14: 50.43%2026-09-15: 64.11%2026-09-18: 41.72%2026-09-21: 42.88%2026-09-22: 41.74%2026-09-23: 42.27%2026-09-24: 43.19%2026-09-25: 40.89%2026-09-28: 43.47%2026-09-29: 41.68%2026-10-01: 42.25%2026-10-02: 48.73%2026-10-05: 40.87%2026-10-06: 43.41%2026-10-08: 48.40%2026-10-15: 59.27%2026-10-16: 45.39%2026-10-19: 44.93%2026-10-20: 50.32%2026-10-21: 52.85%2026-10-22: 51.68%2026-10-23: 51.68%2026-10-26: 51.05%2026-10-27: 50.11%2026-10-28: 43.28%2026-10-29: 40.66%2026-10-30: 40.25%Aug 19Sep 23Oct 30
42 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
46.07%
67.93%
41.06%
40.73%
39.85%
39.31%
38.33%
39.31%
38.47%
39.48%
40.21%
42.40%
46.64%
40.54%
39.78%
50.43%
64.11%
41.72%
42.88%
41.74%
42.27%
43.19%
40.89%
43.47%
41.68%
42.25%
48.73%
40.87%
43.41%
48.40%
59.27%
45.39%
44.93%
50.32%
52.85%
51.68%
51.68%
51.05%
50.11%
43.28%
40.66%
40.25%