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Virtus Biotech Clinical Trials ETF BBC

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Market datapartial · fetched 2026-11-12T14:55:12.486Z

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 · 2026-11-12T14:53:56.615331449Z

FundamentalsAlpha Vantage · unavailable

Share price$43.63
1D-0.9%
$43.60$43.71$43.83$43.94$44.055:30 AM6:30 AM9:00 AM1:00 PMBBC
Sold putSold call

Virtus Biotech Clinical Trials ETF options

Live interpolated BBC call and put midpoint premiums by absolute delta.Virtus Biotech Clinical Trials ETF$0.44$1.20$1.95$2.70$3.45$38.84$41.19$43.54$45.90$48.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBC spot · $43.63BBC PRICE$0.53$0.60$0.71$0.78$0.92$1.07$1.27$1.52$1.78$2.13$2.48$2.81$3.24$0.58$0.66$0.74$0.86$0.99$1.15$1.31$1.50$1.74$1.97$2.24$2.51$2.83
PutsCheap0.87×
CallsExpensive1.23×
SkewBullish-4.81 pp
Implied moveBalanced±$2.58
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4075.8%12.1%40.0074.4%9.6%
25Δ46.8363.9%8.7%41.1064.3%7.3%
30Δ45.9559.2%6.9%41.9056.8%5.7%
35Δ45.2052.9%5.4%42.4553.7%4.7%
40Δ44.6751.0%4.5%42.9551.3%3.8%
45Δ44.2250.8%3.8%43.3649.8%3.2%
50Δ43.7851.2%3.3%43.7748.3%2.7%
55Δ43.3652.4%2.9%44.1747.3%2.2%
60Δ42.9353.7%2.5%44.5647.0%1.8%
65Δ42.4355.5%2.1%44.9646.7%1.5%
70Δ41.9356.9%1.8%45.3645.6%1.2%
75Δ41.4255.9%1.4%45.7644.4%0.9%
80Δ40.8556.0%1.0%46.1943.1%0.6%

20Δ

Calls
Pseudo strike
48.40
IV
75.8%
B/E move
12.1%
Puts
Pseudo strike
40.00
IV
74.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
46.83
IV
63.9%
B/E move
8.7%
Puts
Pseudo strike
41.10
IV
64.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
45.95
IV
59.2%
B/E move
6.9%
Puts
Pseudo strike
41.90
IV
56.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
45.20
IV
52.9%
B/E move
5.4%
Puts
Pseudo strike
42.45
IV
53.7%
B/E move
4.7%

40Δ

Calls
Pseudo strike
44.67
IV
51.0%
B/E move
4.5%
Puts
Pseudo strike
42.95
IV
51.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
44.22
IV
50.8%
B/E move
3.8%
Puts
Pseudo strike
43.36
IV
49.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
43.78
IV
51.2%
B/E move
3.3%
Puts
Pseudo strike
43.77
IV
48.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
43.36
IV
52.4%
B/E move
2.9%
Puts
Pseudo strike
44.17
IV
47.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
42.93
IV
53.7%
B/E move
2.5%
Puts
Pseudo strike
44.56
IV
47.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
42.43
IV
55.5%
B/E move
2.1%
Puts
Pseudo strike
44.96
IV
46.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
41.93
IV
56.9%
B/E move
1.8%
Puts
Pseudo strike
45.36
IV
45.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
41.42
IV
55.9%
B/E move
1.4%
Puts
Pseudo strike
45.76
IV
44.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.85
IV
56.0%
B/E move
1.0%
Puts
Pseudo strike
46.19
IV
43.1%
B/E move
0.6%

Options history

IV · four-Friday blend44.04%
Daily close
BBC36.6%44.2%51.9%2026-08-14: 37.66%2026-08-17: 39.70%2026-08-20: 47.17%2026-08-21: 41.12%2026-08-24: 41.64%2026-08-26: 41.33%2026-08-27: 41.03%2026-08-28: 40.26%2026-08-31: 40.44%2026-09-01: 40.10%2026-09-02: 40.61%2026-09-03: 38.88%2026-09-04: 38.55%2026-09-08: 40.90%2026-09-09: 39.99%2026-09-10: 40.06%2026-09-11: 38.62%2026-09-14: 40.76%2026-09-15: 43.51%2026-09-16: 46.09%2026-09-17: 49.43%2026-09-18: 39.03%2026-09-21: 39.43%2026-09-22: 39.97%2026-09-23: 40.05%2026-09-24: 41.85%2026-09-25: 41.40%2026-09-28: 41.34%2026-09-29: 41.33%2026-09-30: 41.11%2026-10-01: 39.74%2026-10-02: 40.32%2026-10-05: 40.18%2026-10-06: 41.88%2026-10-07: 42.29%2026-10-08: 42.56%2026-10-09: 41.61%2026-10-12: 43.73%2026-10-13: 43.72%2026-10-14: 46.73%2026-10-15: 50.82%2026-10-16: 41.22%2026-10-19: 42.86%2026-10-20: 43.56%2026-10-21: 43.20%2026-10-22: 43.82%2026-10-23: 43.18%2026-10-26: 42.34%2026-10-27: 44.66%2026-10-28: 43.09%2026-10-29: 42.42%2026-10-30: 44.04%Aug 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
37.66%
39.70%
47.17%
41.12%
41.64%
41.33%
41.03%
40.26%
40.44%
40.10%
40.61%
38.88%
38.55%
40.90%
39.99%
40.06%
38.62%
40.76%
43.51%
46.09%
49.43%
39.03%
39.43%
39.97%
40.05%
41.85%
41.40%
41.34%
41.33%
41.11%
39.74%
40.32%
40.18%
41.88%
42.29%
42.56%
41.61%
43.73%
43.72%
46.73%
50.82%
41.22%
42.86%
43.56%
43.20%
43.82%
43.18%
42.34%
44.66%
43.09%
42.42%
44.04%