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Avantor, Inc. AVTR

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Market datapartial · fetched 2026-10-22T23:08:12.133Z

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 · 2026-10-22T23:00:00.002278518Z

FundamentalsAlpha Vantage · unavailable

Share price$17.15
1D-2.5%
AH$16.76$16.94$17.11$17.29$17.475:30 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.$0.27$1.00$1.73$2.47$3.20$13.21$15.16$17.12$19.07$21.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVTR spot · $17.15AVTR PRICE$0.35$0.41$0.52$0.63$0.75$0.90$1.09$1.28$1.50$1.73$2.02$2.50$2.97$0.65$0.64$0.76$0.87$0.96$1.07$1.28$1.49$1.76$2.07$2.38$2.69$2.99
PutsExpensive1.63×
CallsExpensive1.15×
SkewBearish+1.38 pp
Implied moveBearish±$2.37
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9071.9%23.9%14.03103.9%22.0%
25Δ19.6360.9%16.8%15.1678.8%15.3%
30Δ19.1361.4%14.6%15.7374.3%12.7%
35Δ18.6760.5%12.5%16.2369.1%10.4%
40Δ18.2259.2%10.6%16.6763.2%8.4%
45Δ17.8159.5%9.1%17.0858.7%6.6%
50Δ17.4561.4%8.1%17.4558.8%5.7%
55Δ17.0963.3%7.1%17.8258.8%4.8%
60Δ16.7064.1%6.1%18.2259.2%4.0%
65Δ16.3064.6%5.1%18.6560.0%3.3%
70Δ15.8566.5%4.2%19.0860.2%2.6%
75Δ15.2872.3%3.6%19.5058.2%2.0%
80Δ14.6875.7%2.9%19.9256.2%1.3%

20Δ

Calls
Pseudo strike
20.90
IV
71.9%
B/E move
23.9%
Puts
Pseudo strike
14.03
IV
103.9%
B/E move
22.0%

25Δ

Calls
Pseudo strike
19.63
IV
60.9%
B/E move
16.8%
Puts
Pseudo strike
15.16
IV
78.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
19.13
IV
61.4%
B/E move
14.6%
Puts
Pseudo strike
15.73
IV
74.3%
B/E move
12.7%

35Δ

Calls
Pseudo strike
18.67
IV
60.5%
B/E move
12.5%
Puts
Pseudo strike
16.23
IV
69.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
18.22
IV
59.2%
B/E move
10.6%
Puts
Pseudo strike
16.67
IV
63.2%
B/E move
8.4%

45Δ

Calls
Pseudo strike
17.81
IV
59.5%
B/E move
9.1%
Puts
Pseudo strike
17.08
IV
58.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
17.45
IV
61.4%
B/E move
8.1%
Puts
Pseudo strike
17.45
IV
58.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
17.09
IV
63.3%
B/E move
7.1%
Puts
Pseudo strike
17.82
IV
58.8%
B/E move
4.8%

60Δ

Calls
Pseudo strike
16.70
IV
64.1%
B/E move
6.1%
Puts
Pseudo strike
18.22
IV
59.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
16.30
IV
64.6%
B/E move
5.1%
Puts
Pseudo strike
18.65
IV
60.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
15.85
IV
66.5%
B/E move
4.2%
Puts
Pseudo strike
19.08
IV
60.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.28
IV
72.3%
B/E move
3.6%
Puts
Pseudo strike
19.50
IV
58.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
14.68
IV
75.7%
B/E move
2.9%
Puts
Pseudo strike
19.92
IV
56.2%
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%