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Roivant Sciences Ltd. Common Shares ROIV

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Market datapartial · fetched 2026-10-23T03:13:57.384Z

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 · 2026-10-22T20:21:25.847978936Z

FundamentalsAlpha Vantage · unavailable

Share price$37.60
1D+1.6%
AH$36.89$37.30$37.71$38.12$38.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROIV
Sold putSold callAH

Roivant Sciences Ltd. Common Shares options

Live interpolated ROIV call and put midpoint premiums by absolute delta.Roivant Sciences Ltd. Common Shares$0.53$2.82$5.10$7.39$9.67$28.75$33.11$37.46$41.82$46.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROIV spot · $37.60ROIV PRICE$1.05$0.78$1.41$1.65$1.59$2.07$1.99$2.24$2.48$2.57$3.55$4.93$5.92$1.33$1.49$1.50$1.45$2.04$2.62$3.13$3.54$3.91$4.50$5.51$7.04$9.01
PutsExpensive1.06×
CallsCheap0.94×
SkewBearish+6.27 pp
Implied moveBearish±$5.12
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.75100.5%35.1%31.0798.4%20.9%
25Δ42.2553.5%14.4%33.0983.8%16.0%
30Δ43.4578.3%19.3%34.7667.2%11.6%
35Δ41.8673.8%15.7%36.0053.3%8.1%
40Δ39.7657.0%10.0%36.6960.2%7.8%
45Δ39.1663.3%9.7%37.4964.7%7.3%
50Δ38.1551.6%6.7%38.3665.6%6.3%
55Δ37.4249.4%5.5%39.2063.6%5.2%
60Δ36.8247.7%4.5%39.9660.7%4.1%
65Δ36.3242.7%3.4%40.8560.2%3.3%
70Δ35.2952.0%3.3%42.0863.2%2.8%
75Δ33.9064.7%3.3%43.7968.6%2.3%
80Δ32.6667.6%2.6%45.9674.1%1.7%

20Δ

Calls
Pseudo strike
49.75
IV
100.5%
B/E move
35.1%
Puts
Pseudo strike
31.07
IV
98.4%
B/E move
20.9%

25Δ

Calls
Pseudo strike
42.25
IV
53.5%
B/E move
14.4%
Puts
Pseudo strike
33.09
IV
83.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
43.45
IV
78.3%
B/E move
19.3%
Puts
Pseudo strike
34.76
IV
67.2%
B/E move
11.6%

35Δ

Calls
Pseudo strike
41.86
IV
73.8%
B/E move
15.7%
Puts
Pseudo strike
36.00
IV
53.3%
B/E move
8.1%

40Δ

Calls
Pseudo strike
39.76
IV
57.0%
B/E move
10.0%
Puts
Pseudo strike
36.69
IV
60.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.16
IV
63.3%
B/E move
9.7%
Puts
Pseudo strike
37.49
IV
64.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
38.15
IV
51.6%
B/E move
6.7%
Puts
Pseudo strike
38.36
IV
65.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
37.42
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
39.20
IV
63.6%
B/E move
5.2%

60Δ

Calls
Pseudo strike
36.82
IV
47.7%
B/E move
4.5%
Puts
Pseudo strike
39.96
IV
60.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
36.32
IV
42.7%
B/E move
3.4%
Puts
Pseudo strike
40.85
IV
60.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
35.29
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
42.08
IV
63.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
33.90
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
43.79
IV
68.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
32.66
IV
67.6%
B/E move
2.6%
Puts
Pseudo strike
45.96
IV
74.1%
B/E move
1.7%

Options history

No recorded observations