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Roivant Sciences Ltd. Common Shares ROIV

i

Market dataready · fetched 2026-11-12T14:56:56.036Z

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 · 2026-11-12T14:56:52.807223022Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:56:55.599327+00:00

Share price$40.83
1D-2.1%
$40.81$41.07$41.34$41.61$41.875:30 AM6:30 AM9:00 AM1:00 PMROIV
Sold putSold call

Roivant Sciences Ltd. Common Shares options

Live interpolated ROIV call and put midpoint premiums by absolute delta.Roivant Sciences Ltd. Common Shares$0.31$1.41$2.50$3.60$4.69$34.63$37.65$40.67$43.68$46.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ROIV spot · $40.83ROIV PRICE$0.89$0.77$0.90$1.06$1.23$1.65$2.07$2.44$2.86$3.56$4.38$0.43$0.65$0.86$1.03$1.20$1.42$1.68$2.21
Puts——
Calls——
Skew——
Implied moveBearish±$2.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.55141.8%26.0%38.1158.6%7.7%
25Δ38.5263.8%7.2%
30Δ38.9368.9%6.8%
35Δ42.3955.8%5.7%39.4867.9%5.8%
40Δ41.8653.7%4.7%40.0665.7%4.8%
45Δ41.4353.1%4.1%40.5665.1%4.2%
50Δ41.0052.5%3.4%41.0765.2%3.5%
55Δ40.5260.2%3.3%41.6972.4%3.3%
60Δ40.0367.9%3.1%
65Δ39.4769.4%2.7%
70Δ38.8771.3%2.2%
75Δ38.0577.9%1.9%
80Δ37.0983.9%1.6%

20Δ

Calls
Pseudo strike
50.55
IV
141.8%
B/E move
26.0%
Puts
Pseudo strike
38.11
IV
58.6%
B/E move
7.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.52
IV
63.8%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.93
IV
68.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
42.39
IV
55.8%
B/E move
5.7%
Puts
Pseudo strike
39.48
IV
67.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
41.86
IV
53.7%
B/E move
4.7%
Puts
Pseudo strike
40.06
IV
65.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
41.43
IV
53.1%
B/E move
4.1%
Puts
Pseudo strike
40.56
IV
65.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
41.00
IV
52.5%
B/E move
3.4%
Puts
Pseudo strike
41.07
IV
65.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
40.52
IV
60.2%
B/E move
3.3%
Puts
Pseudo strike
41.69
IV
72.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
40.03
IV
67.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
39.47
IV
69.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.87
IV
71.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.05
IV
77.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.09
IV
83.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.91%
Daily EOD
ROIV50.0%52.9%55.9%2026-10-19: 55.47%2026-10-20: 53.21%2026-10-21: 52.03%2026-10-22: 51.07%2026-10-23: 51.25%2026-10-26: 51.91%2026-10-27: 51.35%2026-10-28: 54.07%2026-10-29: 50.38%2026-10-30: 50.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.47%
53.21%
52.03%
51.07%
51.25%
51.91%
51.35%
54.07%
50.38%
50.91%