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Virgin Galactic Holdings Inc SPCE

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:02:47.748Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:23.191200062Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:26.948605+00:00

Share price$2.58
1D+2.0%
AH$2.46$2.50$2.54$2.58$2.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPCE
Sold putSold callAH

Virgin Galactic Holdings Inc options

Live interpolated SPCE call and put midpoint premiums by absolute delta.Virgin Galactic Holdings Inc$0.00$0.47$0.94$1.40$1.87$1.99$2.19$2.40$2.60$2.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.58OPTION PRICELive SPCE spot · $2.58SPCE PRICE$0.02$0.02$0.03$0.03$0.04$0.04$0.05$0.05$0.06$0.06$0.07$0.07$0.08$0.04$0.18$0.32$0.46$0.61$0.75$0.89$1.03$1.17$1.31$1.45$1.59$1.73
PutsExpensive4.33×
CallsExpensive1.06×
SkewBearish+272.81 pp
Implied moveBearish±$0.94
TiltBearish89.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.91151.6%13.5%2.5381.0%3.5%
25Δ2.88144.3%12.5%2.68130.9%3.4%
30Δ2.85137.0%11.6%2.82180.9%3.2%
35Δ2.82129.8%10.6%2.96230.9%3.1%
40Δ2.79122.5%9.6%3.11280.8%3.0%
45Δ2.76115.2%8.6%3.25330.8%2.9%
50Δ2.73108.0%7.6%3.40380.8%2.8%
55Δ2.70100.7%6.6%3.54430.7%2.7%
60Δ2.6793.4%5.6%3.68480.7%2.6%
65Δ2.6486.2%4.6%3.83530.7%2.5%
70Δ2.6078.9%3.6%3.97580.6%2.3%
75Δ2.5771.6%2.6%4.12630.6%2.2%
80Δ2.5464.3%1.6%4.26680.6%2.1%

20Δ

Calls
Pseudo strike
2.91
IV
151.6%
B/E move
13.5%
Puts
Pseudo strike
2.53
IV
81.0%
B/E move
3.5%

25Δ

Calls
Pseudo strike
2.88
IV
144.3%
B/E move
12.5%
Puts
Pseudo strike
2.68
IV
130.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
2.85
IV
137.0%
B/E move
11.6%
Puts
Pseudo strike
2.82
IV
180.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
2.82
IV
129.8%
B/E move
10.6%
Puts
Pseudo strike
2.96
IV
230.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
2.79
IV
122.5%
B/E move
9.6%
Puts
Pseudo strike
3.11
IV
280.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
2.76
IV
115.2%
B/E move
8.6%
Puts
Pseudo strike
3.25
IV
330.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
2.73
IV
108.0%
B/E move
7.6%
Puts
Pseudo strike
3.40
IV
380.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
2.70
IV
100.7%
B/E move
6.6%
Puts
Pseudo strike
3.54
IV
430.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
2.67
IV
93.4%
B/E move
5.6%
Puts
Pseudo strike
3.68
IV
480.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
2.64
IV
86.2%
B/E move
4.6%
Puts
Pseudo strike
3.83
IV
530.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
2.60
IV
78.9%
B/E move
3.6%
Puts
Pseudo strike
3.97
IV
580.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
2.57
IV
71.6%
B/E move
2.6%
Puts
Pseudo strike
4.12
IV
630.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
2.54
IV
64.3%
B/E move
1.6%
Puts
Pseudo strike
4.26
IV
680.6%
B/E move
2.1%