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Virtus Biotech Clinical Trials ETF BBC

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Market dataready · fetched 2026-10-23T09:04:20.319Z

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 · 2026-10-23T00:00:00.101712734Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T09:04:19.972664+00:00

Share price$42.13
1D-1.4%
AH$41.65$42.00$42.35$42.70$43.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBC
Sold putSold callAH

Virtus Biotech Clinical Trials ETF options

Live interpolated BBC call and put midpoint premiums by absolute delta.Virtus Biotech Clinical Trials ETF$0.45$2.14$3.83$5.51$7.20$35.06$38.50$41.94$45.38$48.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBC spot · $42.13BBC PRICE$0.64$0.81$1.00$1.21$1.46$1.66$1.91$2.22$2.58$2.92$3.24$3.74$4.30$0.75$0.90$1.13$1.39$1.67$1.99$2.42$2.87$3.32$3.89$4.67$5.52$6.71
PutsExpensive1.22×
CallsExpensive1.34×
SkewBearish+3.24 pp
Implied moveBearish±$4.34
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2851.8%16.1%37.7253.0%12.2%
25Δ46.8149.6%13.0%38.9748.1%9.6%
30Δ45.7448.2%11.0%39.7847.4%8.3%
35Δ44.8247.0%9.2%40.5346.7%7.1%
40Δ44.0547.1%8.0%41.2546.3%6.1%
45Δ43.2845.0%6.6%41.9346.4%5.2%
50Δ42.5844.1%5.6%42.6447.5%4.6%
55Δ41.9344.1%4.8%43.3648.1%3.9%
60Δ41.2744.3%4.1%44.1048.0%3.2%
65Δ40.6343.7%3.4%44.9148.5%2.6%
70Δ40.0142.4%2.7%45.9050.2%2.1%
75Δ39.3042.4%2.2%46.9651.1%1.6%
80Δ38.5442.2%1.7%48.3452.8%1.2%

20Δ

Calls
Pseudo strike
48.28
IV
51.8%
B/E move
16.1%
Puts
Pseudo strike
37.72
IV
53.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
46.81
IV
49.6%
B/E move
13.0%
Puts
Pseudo strike
38.97
IV
48.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
45.74
IV
48.2%
B/E move
11.0%
Puts
Pseudo strike
39.78
IV
47.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
44.82
IV
47.0%
B/E move
9.2%
Puts
Pseudo strike
40.53
IV
46.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
44.05
IV
47.1%
B/E move
8.0%
Puts
Pseudo strike
41.25
IV
46.3%
B/E move
6.1%

45Δ

Calls
Pseudo strike
43.28
IV
45.0%
B/E move
6.6%
Puts
Pseudo strike
41.93
IV
46.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
42.58
IV
44.1%
B/E move
5.6%
Puts
Pseudo strike
42.64
IV
47.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
41.93
IV
44.1%
B/E move
4.8%
Puts
Pseudo strike
43.36
IV
48.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
41.27
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
44.10
IV
48.0%
B/E move
3.2%

65Δ

Calls
Pseudo strike
40.63
IV
43.7%
B/E move
3.4%
Puts
Pseudo strike
44.91
IV
48.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
40.01
IV
42.4%
B/E move
2.7%
Puts
Pseudo strike
45.90
IV
50.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
39.30
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
46.96
IV
51.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
38.54
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
48.34
IV
52.8%
B/E move
1.2%

Options history

BBC42.3242.9843.652026-10-20: 43.56%2026-10-21: 42.41%Oct 20Oct 21
Table
DateIV
43.56%
42.41%