Share price$2.45
1D+0.4%
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Virgin Galactic Holdings, Inc. SPCE
INDUSTRIALS · AEROSPACE & DEFENSEi
Market dataready · fetched 2026-11-06T13:54:46.989Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-06T13:53:52.872660476Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T13:54:46.372341+00:00
Virgin Galactic Holdings, Inc. options
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.11 | 144.4% | 17.2% | |||
| 25Δ | 2.86 | 126.4% | 19.1% | 2.18 | 149.3% | 15.7% |
| 30Δ | 2.78 | 122.4% | 16.5% | 2.25 | 154.3% | 14.2% |
| 35Δ | 2.70 | 118.5% | 13.9% | 2.31 | 159.2% | 12.7% |
| 40Δ | 2.62 | 114.5% | 11.2% | 2.38 | 164.1% | 11.1% |
| 45Δ | 2.54 | 110.5% | 8.6% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.11
- IV
- 144.4%
- B/E move
- 17.2%
25Δ
- Pseudo strike
- 2.86
- IV
- 126.4%
- B/E move
- 19.1%
- Pseudo strike
- 2.18
- IV
- 149.3%
- B/E move
- 15.7%
30Δ
- Pseudo strike
- 2.78
- IV
- 122.4%
- B/E move
- 16.5%
- Pseudo strike
- 2.25
- IV
- 154.3%
- B/E move
- 14.2%
35Δ
- Pseudo strike
- 2.70
- IV
- 118.5%
- B/E move
- 13.9%
- Pseudo strike
- 2.31
- IV
- 159.2%
- B/E move
- 12.7%
40Δ
- Pseudo strike
- 2.62
- IV
- 114.5%
- B/E move
- 11.2%
- Pseudo strike
- 2.38
- IV
- 164.1%
- B/E move
- 11.1%
45Δ
- Pseudo strike
- 2.54
- IV
- 110.5%
- B/E move
- 8.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend397.37%
Daily close
22 observations2026-08-10 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 137.32% | |
| 135.37% | |
| 160.86% | |
| 90.08% | |
| 82.47% | |
| 76.22% | |
| 69.69% | |
| 109.89% | |
| 76.64% | |
| 91.43% | |
| 80.07% | |
| 94.35% | |
| 76.45% | |
| 72.77% | |
| 82.98% | |
| 98.01% | |
| 85.13% | |
| 87.86% | |
| 390.79% | |
| 418.26% | |
| 268.76% | |
| 397.37% |
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