IntraAlpha
Create free account Start free

Vir Biotechnology, Inc. Common Stock VIR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T02:45:07.958Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T22:32:31.923293255Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:45:07.269949+00:00

Share price$13.00
1D-2.1%
AH$12.97$13.09$13.22$13.34$13.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIR
Sold putSold callAH

Vir Biotechnology, Inc. Common Stock options

Live interpolated VIR call and put midpoint premiums by absolute delta.Vir Biotechnology, Inc. Common Stock$0.19$0.68$1.18$1.68$2.18$10.16$11.85$13.54$15.23$16.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VIR spot · $13.00VIR PRICE$0.27$0.34$0.42$0.48$0.55$0.61$0.68$0.74$0.80$0.86$0.92$0.99$0.24$0.32$0.40$0.48$0.56$0.79$1.15$1.51$1.69$1.80$1.92$2.03
Puts——
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.4789.4%13.4%12.1570.3%8.4%
30Δ14.2092.3%11.9%12.3471.2%7.5%
35Δ13.9493.6%10.4%12.5372.2%6.7%
40Δ13.6789.5%8.9%12.7273.1%5.8%
45Δ13.4185.4%7.4%12.9174.1%5.0%
50Δ13.1581.4%5.8%13.1983.7%4.6%
55Δ12.9477.1%4.7%13.55101.0%4.6%
60Δ12.7972.4%4.1%13.91118.3%4.6%
65Δ12.6567.7%3.4%14.17116.2%4.0%
70Δ12.5063.0%2.8%14.39108.1%3.2%
75Δ12.3558.4%2.1%14.61100.0%2.4%
80Δ12.2153.7%1.5%14.8391.9%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.47
IV
89.4%
B/E move
13.4%
Puts
Pseudo strike
12.15
IV
70.3%
B/E move
8.4%

30Δ

Calls
Pseudo strike
14.20
IV
92.3%
B/E move
11.9%
Puts
Pseudo strike
12.34
IV
71.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
13.94
IV
93.6%
B/E move
10.4%
Puts
Pseudo strike
12.53
IV
72.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
13.67
IV
89.5%
B/E move
8.9%
Puts
Pseudo strike
12.72
IV
73.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
13.41
IV
85.4%
B/E move
7.4%
Puts
Pseudo strike
12.91
IV
74.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
13.15
IV
81.4%
B/E move
5.8%
Puts
Pseudo strike
13.19
IV
83.7%
B/E move
4.6%

55Δ

Calls
Pseudo strike
12.94
IV
77.1%
B/E move
4.7%
Puts
Pseudo strike
13.55
IV
101.0%
B/E move
4.6%

60Δ

Calls
Pseudo strike
12.79
IV
72.4%
B/E move
4.1%
Puts
Pseudo strike
13.91
IV
118.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
12.65
IV
67.7%
B/E move
3.4%
Puts
Pseudo strike
14.17
IV
116.2%
B/E move
4.0%

70Δ

Calls
Pseudo strike
12.50
IV
63.0%
B/E move
2.8%
Puts
Pseudo strike
14.39
IV
108.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
12.35
IV
58.4%
B/E move
2.1%
Puts
Pseudo strike
14.61
IV
100.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
12.21
IV
53.7%
B/E move
1.5%
Puts
Pseudo strike
14.83
IV
91.9%
B/E move
1.6%

Options history

IV · four-Friday blend85.97%
Daily EOD
VIR74.1%90.9%107.6%2026-10-19: 105.32%2026-10-20: 90.73%2026-10-21: 79.44%2026-10-22: 88.73%2026-10-23: 93.19%2026-10-26: 97.11%2026-10-27: 97.65%2026-10-28: 86.38%2026-10-29: 76.45%2026-10-30: 85.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.32%
90.73%
79.44%
88.73%
93.19%
97.11%
97.65%
86.38%
76.45%
85.97%