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Roivant Sciences Ltd ROIV

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T04:09:22.691Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:19.307918+00:00

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 options

Live interpolated ROIV call and put midpoint premiums by absolute delta.Roivant Sciences Ltd$0.54$2.81$5.09$7.37$9.64$28.65$33.03$37.42$41.80$46.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROIV spot · $37.60ROIV PRICE$1.05$0.78$1.41$1.65$1.60$2.07$1.99$2.24$2.48$2.57$3.57$4.94$5.93$1.33$1.49$1.50$1.45$2.04$2.62$3.13$3.54$3.91$4.50$5.50$7.00$8.99
PutsExpensive1.08×
CallsFair0.96×
SkewBearish+6.32 pp
Implied moveBearish±$5.11
TiltBearish18.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.75100.6%35.1%31.0798.5%20.9%
25Δ42.2653.6%14.5%33.0984.0%16.0%
30Δ43.4578.6%19.3%34.7568.5%11.6%
35Δ41.8574.7%15.7%36.0054.3%8.1%
40Δ39.7658.0%10.0%36.6961.2%7.8%
45Δ39.1664.5%9.7%37.4965.8%7.3%
50Δ38.1452.4%6.7%38.3666.7%6.3%
55Δ37.4250.3%5.5%39.1964.7%5.2%
60Δ36.8248.6%4.5%39.9661.7%4.1%
65Δ36.3243.5%3.4%40.8461.2%3.3%
70Δ35.2753.2%3.3%42.0664.2%2.8%
75Δ33.8965.9%3.3%43.7569.4%2.3%
80Δ32.6569.0%2.6%45.9375.2%1.7%

20Δ

Calls
Pseudo strike
49.75
IV
100.6%
B/E move
35.1%
Puts
Pseudo strike
31.07
IV
98.5%
B/E move
20.9%

25Δ

Calls
Pseudo strike
42.26
IV
53.6%
B/E move
14.5%
Puts
Pseudo strike
33.09
IV
84.0%
B/E move
16.0%

30Δ

Calls
Pseudo strike
43.45
IV
78.6%
B/E move
19.3%
Puts
Pseudo strike
34.75
IV
68.5%
B/E move
11.6%

35Δ

Calls
Pseudo strike
41.85
IV
74.7%
B/E move
15.7%
Puts
Pseudo strike
36.00
IV
54.3%
B/E move
8.1%

40Δ

Calls
Pseudo strike
39.76
IV
58.0%
B/E move
10.0%
Puts
Pseudo strike
36.69
IV
61.2%
B/E move
7.8%

45Δ

Calls
Pseudo strike
39.16
IV
64.5%
B/E move
9.7%
Puts
Pseudo strike
37.49
IV
65.8%
B/E move
7.3%

50Δ

Calls
Pseudo strike
38.14
IV
52.4%
B/E move
6.7%
Puts
Pseudo strike
38.36
IV
66.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
37.42
IV
50.3%
B/E move
5.5%
Puts
Pseudo strike
39.19
IV
64.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
36.82
IV
48.6%
B/E move
4.5%
Puts
Pseudo strike
39.96
IV
61.7%
B/E move
4.1%

65Δ

Calls
Pseudo strike
36.32
IV
43.5%
B/E move
3.4%
Puts
Pseudo strike
40.84
IV
61.2%
B/E move
3.3%

70Δ

Calls
Pseudo strike
35.27
IV
53.2%
B/E move
3.3%
Puts
Pseudo strike
42.06
IV
64.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
33.89
IV
65.9%
B/E move
3.3%
Puts
Pseudo strike
43.75
IV
69.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
32.65
IV
69.0%
B/E move
2.6%
Puts
Pseudo strike
45.93
IV
75.2%
B/E move
1.7%

Options history

No recorded observations