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Virgin Galactic Holdings Inc SPCE

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:34:15.788Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:20:50.117887444Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:15.473071+00:00

Share price$2.60
1D+2.8%
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$0.05$0.51$0.98$1.45$1.91$1.89$2.27$2.64$3.02$3.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.60OPTION PRICELive SPCE spot · $2.60SPCE PRICE$0.19$0.26$0.32$0.38$0.45$0.51$0.58$0.64$0.70$0.77$0.83$0.89$0.96$0.10$0.24$0.38$0.52$0.66$0.80$0.94$1.08$1.22$1.36$1.50$1.64$1.78
PutsExpensive5.13×
CallsExpensive4.93×
SkewBullish-65.28 pp
Implied moveBearish±$1.51
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.75272.0%13.2%2.59113.2%4.2%
25Δ2.67307.8%12.4%2.73164.6%4.1%
30Δ2.58343.6%11.6%2.88216.0%3.9%
35Δ2.50379.4%10.8%3.02267.3%3.8%
40Δ2.41415.1%10.0%3.16318.7%3.7%
45Δ2.33450.9%9.2%3.30370.0%3.6%
50Δ2.24486.7%8.4%3.45421.4%3.5%
55Δ2.16522.5%7.6%3.59472.8%3.4%
60Δ2.07558.3%6.8%3.73524.1%3.3%
65Δ1.99594.0%6.0%3.88575.5%3.2%
70Δ1.90629.8%5.2%4.02626.9%3.1%
75Δ1.82665.6%4.4%4.16678.2%3.0%
80Δ1.73701.4%3.6%4.30729.6%2.8%

20Δ

Calls
Pseudo strike
2.75
IV
272.0%
B/E move
13.2%
Puts
Pseudo strike
2.59
IV
113.2%
B/E move
4.2%

25Δ

Calls
Pseudo strike
2.67
IV
307.8%
B/E move
12.4%
Puts
Pseudo strike
2.73
IV
164.6%
B/E move
4.1%

30Δ

Calls
Pseudo strike
2.58
IV
343.6%
B/E move
11.6%
Puts
Pseudo strike
2.88
IV
216.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
2.50
IV
379.4%
B/E move
10.8%
Puts
Pseudo strike
3.02
IV
267.3%
B/E move
3.8%

40Δ

Calls
Pseudo strike
2.41
IV
415.1%
B/E move
10.0%
Puts
Pseudo strike
3.16
IV
318.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
2.33
IV
450.9%
B/E move
9.2%
Puts
Pseudo strike
3.30
IV
370.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
2.24
IV
486.7%
B/E move
8.4%
Puts
Pseudo strike
3.45
IV
421.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
2.16
IV
522.5%
B/E move
7.6%
Puts
Pseudo strike
3.59
IV
472.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
2.07
IV
558.3%
B/E move
6.8%
Puts
Pseudo strike
3.73
IV
524.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
1.99
IV
594.0%
B/E move
6.0%
Puts
Pseudo strike
3.88
IV
575.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
1.90
IV
629.8%
B/E move
5.2%
Puts
Pseudo strike
4.02
IV
626.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
1.82
IV
665.6%
B/E move
4.4%
Puts
Pseudo strike
4.16
IV
678.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
1.73
IV
701.4%
B/E move
3.6%
Puts
Pseudo strike
4.30
IV
729.6%
B/E move
2.8%