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Virtus Biotech ETF BBP

i

Market dataready · fetched 2026-10-22T23:47:55.681Z

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 · 2026-10-22T22:30:00.003849423Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:38:04.841629+00:00

Share price$103.96
1D-1.7%
AH$102.47$103.30$104.12$104.94$105.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBP
Sold putSold callAH

Virtus Biotech ETF options

Live interpolated BBP call and put midpoint premiums by absolute delta.Virtus Biotech ETF$1.02$2.74$4.46$6.18$7.90$91.80$97.89$103.98$110.08$116.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBP spot · $103.96BBP PRICE$1.50$1.87$2.25$2.68$3.27$4.01$4.59$5.06$5.67$7.16$7.40$1.20$1.55$2.01$2.47$3.01$3.64$4.19$4.96$5.23$6.06
PutsFair1.04×
CallsCheap0.87×
SkewBearish+4.28 pp
Implied moveBearish±$7.46
TiltBullish14.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.4435.1%8.4%
25Δ98.2533.7%7.0%
30Δ109.0227.9%6.3%99.6034.2%6.1%
35Δ107.8728.2%5.6%100.9733.9%5.2%
40Δ106.7428.2%4.8%102.2534.0%4.5%
45Δ105.6728.2%4.2%103.5034.5%3.9%
50Δ104.6129.3%3.8%104.7533.7%3.3%
55Δ103.5431.1%3.4%106.0434.1%2.8%
60Δ102.4030.8%2.9%107.0431.2%2.1%
65Δ101.3629.5%2.4%108.3031.2%1.7%
70Δ100.2728.7%1.9%
75Δ98.6031.9%1.7%
80Δ97.8228.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
96.44
IV
35.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.25
IV
33.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
109.02
IV
27.9%
B/E move
6.3%
Puts
Pseudo strike
99.60
IV
34.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
107.87
IV
28.2%
B/E move
5.6%
Puts
Pseudo strike
100.97
IV
33.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
106.74
IV
28.2%
B/E move
4.8%
Puts
Pseudo strike
102.25
IV
34.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
105.67
IV
28.2%
B/E move
4.2%
Puts
Pseudo strike
103.50
IV
34.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
104.61
IV
29.3%
B/E move
3.8%
Puts
Pseudo strike
104.75
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
103.54
IV
31.1%
B/E move
3.4%
Puts
Pseudo strike
106.04
IV
34.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
102.40
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
107.04
IV
31.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
101.36
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
108.30
IV
31.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
100.27
IV
28.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
98.60
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
97.82
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

BBP29.4029.4529.502026-10-20: 29.47%2026-10-21: 29.42%Oct 20Oct 21
Table
DateIV
29.47%
29.42%