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Vir Biotechnology, Inc. Common Stock VIR

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Market datapartial · fetched 2026-10-22T23:53:23.606Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:05.855703354Z

FundamentalsAlpha Vantage · unavailable

Share price$10.42
1D-0.4%
AH$10.18$10.31$10.45$10.59$10.735:30 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$0.06$1.73$3.39$5.06$6.72$6.24$8.29$10.35$12.40$14.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIR spot · $10.42VIR PRICE$0.24$0.30$0.68$1.00$0.97$0.79$0.88$1.05$1.21$1.50$1.86$2.19$2.46$0.86$0.87$0.69$0.57$0.68$0.92$1.15$1.63$2.70$2.79$3.25$5.42$6.24
PutsExpensive1.21×
CallsExpensive1.10×
SkewBearish+4.96 pp
Implied moveBearish±$2.04
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8588.9%35.3%7.67193.8%34.7%
25Δ12.6777.5%24.4%8.53158.7%26.5%
30Δ14.65150.7%47.1%9.28108.1%17.5%
35Δ14.99190.4%53.4%9.8175.4%11.3%
40Δ12.73146.1%31.5%10.1968.2%8.7%
45Δ11.2993.9%15.9%10.4974.7%8.1%
50Δ10.7585.1%11.6%10.7981.2%7.6%
55Δ10.4387.4%10.2%11.2994.2%7.3%
60Δ10.1289.6%8.7%12.32123.8%7.6%
65Δ9.7397.1%7.7%12.56118.0%6.3%
70Δ9.29107.7%7.0%13.22108.8%4.3%
75Δ8.86113.7%6.0%15.38148.5%4.5%
80Δ8.43110.3%4.5%16.30149.8%3.5%

20Δ

Calls
Pseudo strike
13.85
IV
88.9%
B/E move
35.3%
Puts
Pseudo strike
7.67
IV
193.8%
B/E move
34.7%

25Δ

Calls
Pseudo strike
12.67
IV
77.5%
B/E move
24.4%
Puts
Pseudo strike
8.53
IV
158.7%
B/E move
26.5%

30Δ

Calls
Pseudo strike
14.65
IV
150.7%
B/E move
47.1%
Puts
Pseudo strike
9.28
IV
108.1%
B/E move
17.5%

35Δ

Calls
Pseudo strike
14.99
IV
190.4%
B/E move
53.4%
Puts
Pseudo strike
9.81
IV
75.4%
B/E move
11.3%

40Δ

Calls
Pseudo strike
12.73
IV
146.1%
B/E move
31.5%
Puts
Pseudo strike
10.19
IV
68.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
11.29
IV
93.9%
B/E move
15.9%
Puts
Pseudo strike
10.49
IV
74.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
10.75
IV
85.1%
B/E move
11.6%
Puts
Pseudo strike
10.79
IV
81.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
10.43
IV
87.4%
B/E move
10.2%
Puts
Pseudo strike
11.29
IV
94.2%
B/E move
7.3%

60Δ

Calls
Pseudo strike
10.12
IV
89.6%
B/E move
8.7%
Puts
Pseudo strike
12.32
IV
123.8%
B/E move
7.6%

65Δ

Calls
Pseudo strike
9.73
IV
97.1%
B/E move
7.7%
Puts
Pseudo strike
12.56
IV
118.0%
B/E move
6.3%

70Δ

Calls
Pseudo strike
9.29
IV
107.7%
B/E move
7.0%
Puts
Pseudo strike
13.22
IV
108.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
8.86
IV
113.7%
B/E move
6.0%
Puts
Pseudo strike
15.38
IV
148.5%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.43
IV
110.3%
B/E move
4.5%
Puts
Pseudo strike
16.30
IV
149.8%
B/E move
3.5%

Options history

No recorded observations