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Virtus Biotech ETF BBP

i

Market dataready · fetched 2026-11-12T02:44:54.301Z

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 · 2026-11-12T01:00:00.147699764Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:44:53.980637+00:00

Share price$104.98
1D+1.6%
AH$103.21$103.69$104.17$104.65$105.135:30 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$0.83$2.01$3.19$4.36$5.54$98.71$102.04$105.37$108.69$112.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BBP spot · $104.98BBP PRICE$0.95$1.07$1.28$1.49$1.71$2.01$2.35$2.67$4.49$5.20$0.97$1.13$1.31$1.56$1.96$2.38$2.75$3.17$3.62
Puts——
Calls——
Skew——
Implied moveBearish±$4.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ100.8939.2%4.8%
30Δ107.9631.6%3.8%102.0735.6%3.8%
35Δ107.0128.4%3.0%103.1632.6%3.0%
40Δ106.3727.9%2.5%103.8832.1%2.5%
45Δ105.7627.3%2.2%104.5533.6%2.3%
50Δ105.1826.6%1.8%105.2434.8%2.0%
55Δ104.6126.7%1.6%105.9634.6%1.7%
60Δ104.0427.2%1.3%106.6834.3%1.4%
65Δ103.4826.8%1.1%107.4234.0%1.1%
70Δ
75Δ101.4633.3%0.9%
80Δ100.5632.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.89
IV
39.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
107.96
IV
31.6%
B/E move
3.8%
Puts
Pseudo strike
102.07
IV
35.6%
B/E move
3.8%

35Δ

Calls
Pseudo strike
107.01
IV
28.4%
B/E move
3.0%
Puts
Pseudo strike
103.16
IV
32.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
106.37
IV
27.9%
B/E move
2.5%
Puts
Pseudo strike
103.88
IV
32.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
105.76
IV
27.3%
B/E move
2.2%
Puts
Pseudo strike
104.55
IV
33.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
105.18
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
105.24
IV
34.8%
B/E move
2.0%

55Δ

Calls
Pseudo strike
104.61
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
105.96
IV
34.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
104.04
IV
27.2%
B/E move
1.3%
Puts
Pseudo strike
106.68
IV
34.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
103.48
IV
26.8%
B/E move
1.1%
Puts
Pseudo strike
107.42
IV
34.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
101.46
IV
33.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
100.56
IV
32.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.58%
Daily close
BBP24.6%29.9%35.3%2026-08-13: 26.10%2026-08-14: 25.34%2026-08-17: 27.05%2026-08-18: 28.95%2026-08-20: 34.55%2026-08-28: 27.37%2026-09-09: 26.62%2026-09-10: 27.17%2026-09-11: 25.61%2026-09-14: 27.29%2026-09-15: 28.12%2026-09-16: 29.72%2026-09-18: 26.47%2026-09-21: 26.71%2026-09-23: 27.41%2026-09-24: 27.92%2026-09-25: 27.80%2026-09-28: 27.81%2026-09-29: 27.79%2026-09-30: 27.09%2026-10-01: 27.65%2026-10-02: 27.35%2026-10-05: 27.82%2026-10-06: 28.17%2026-10-07: 28.06%2026-10-08: 28.75%2026-10-09: 27.71%2026-10-12: 27.86%2026-10-13: 28.44%2026-10-14: 30.70%2026-10-16: 28.25%2026-10-19: 29.30%2026-10-20: 29.42%2026-10-21: 29.74%2026-10-22: 30.23%2026-10-23: 29.54%2026-10-26: 29.79%2026-10-27: 29.93%2026-10-28: 30.08%2026-10-29: 30.15%2026-10-30: 31.58%Aug 13Oct 1Oct 30
41 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.10%
25.34%
27.05%
28.95%
34.55%
27.37%
26.62%
27.17%
25.61%
27.29%
28.12%
29.72%
26.47%
26.71%
27.41%
27.92%
27.80%
27.81%
27.79%
27.09%
27.65%
27.35%
27.82%
28.17%
28.06%
28.75%
27.71%
27.86%
28.44%
30.70%
28.25%
29.30%
29.42%
29.74%
30.23%
29.54%
29.79%
29.93%
30.08%
30.15%
31.58%