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Virgin Galactic Holdings Inc SPCE

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T00:14:53.013Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:14.365620334Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:52.167785+00:00

Share price$2.60
1D+2.4%
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$0.38$0.72$1.05$1.38$1.68$2.14$2.60$3.06$3.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPCE spot · $2.60SPCE PRICE$0.09$0.11$0.13$0.15$0.18$0.20$0.23$0.25$0.28$0.32$0.37$0.41$0.46$0.10$0.13$0.16$0.20$0.24$0.30$0.36$0.42$0.48$0.54$0.78$1.02$1.28
PutsExpensive1.31×
CallsExpensive1.27×
SkewBearish+7.61 pp
Implied moveBearish±$0.59
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.77113.2%48.7%2.1484.6%21.4%
25Δ3.48108.1%38.2%2.2484.7%18.9%
30Δ3.2699.8%30.7%2.3384.9%16.4%
35Δ3.0591.5%23.1%2.4385.0%14.0%
40Δ2.9287.1%19.3%2.5385.1%11.8%
45Δ2.8383.9%16.6%2.6285.3%10.5%
50Δ2.7380.7%13.8%2.7285.5%9.1%
55Δ2.6377.5%11.1%2.8185.7%7.8%
60Δ2.5374.2%8.4%2.9185.9%6.4%
65Δ2.4571.0%6.7%3.0086.3%5.1%
70Δ2.3867.7%5.7%3.2699.0%4.5%
75Δ2.3164.4%4.6%3.51111.4%3.9%
80Δ2.2361.1%3.6%3.81115.5%2.9%

20Δ

Calls
Pseudo strike
3.77
IV
113.2%
B/E move
48.7%
Puts
Pseudo strike
2.14
IV
84.6%
B/E move
21.4%

25Δ

Calls
Pseudo strike
3.48
IV
108.1%
B/E move
38.2%
Puts
Pseudo strike
2.24
IV
84.7%
B/E move
18.9%

30Δ

Calls
Pseudo strike
3.26
IV
99.8%
B/E move
30.7%
Puts
Pseudo strike
2.33
IV
84.9%
B/E move
16.4%

35Δ

Calls
Pseudo strike
3.05
IV
91.5%
B/E move
23.1%
Puts
Pseudo strike
2.43
IV
85.0%
B/E move
14.0%

40Δ

Calls
Pseudo strike
2.92
IV
87.1%
B/E move
19.3%
Puts
Pseudo strike
2.53
IV
85.1%
B/E move
11.8%

45Δ

Calls
Pseudo strike
2.83
IV
83.9%
B/E move
16.6%
Puts
Pseudo strike
2.62
IV
85.3%
B/E move
10.5%

50Δ

Calls
Pseudo strike
2.73
IV
80.7%
B/E move
13.8%
Puts
Pseudo strike
2.72
IV
85.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
2.63
IV
77.5%
B/E move
11.1%
Puts
Pseudo strike
2.81
IV
85.7%
B/E move
7.8%

60Δ

Calls
Pseudo strike
2.53
IV
74.2%
B/E move
8.4%
Puts
Pseudo strike
2.91
IV
85.9%
B/E move
6.4%

65Δ

Calls
Pseudo strike
2.45
IV
71.0%
B/E move
6.7%
Puts
Pseudo strike
3.00
IV
86.3%
B/E move
5.1%

70Δ

Calls
Pseudo strike
2.38
IV
67.7%
B/E move
5.7%
Puts
Pseudo strike
3.26
IV
99.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
2.31
IV
64.4%
B/E move
4.6%
Puts
Pseudo strike
3.51
IV
111.4%
B/E move
3.9%

80Δ

Calls
Pseudo strike
2.23
IV
61.1%
B/E move
3.6%
Puts
Pseudo strike
3.81
IV
115.5%
B/E move
2.9%