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Virtu Financial, Inc. Class A VIRT

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Market dataready · fetched 2026-11-12T02:43:45.828Z

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 · 2026-11-12T00:00:00.003321689Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:42:11.440071+00:00

Share price$59.51
1D+1.9%
AH$58.10$58.51$58.91$59.31$59.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIRT
Sold putSold callAH

Virtu Financial, Inc. Class A options

Live interpolated VIRT call and put midpoint premiums by absolute delta.Virtu Financial, Inc. Class A$0.33$1.83$3.33$4.83$6.33$50.70$54.86$59.03$63.19$67.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIRT spot · $59.51VIRT PRICE$0.49$0.64$0.79$0.94$1.10$1.25$1.52$1.84$2.17$2.50$2.83$3.15$3.48$0.65$0.90$1.16$1.41$1.66$1.91$2.16$2.68$3.32$3.96$4.61$5.25$5.90
PutsCheap0.91×
CallsCheap0.56×
SkewBearish+15.75 pp
Implied moveBearish±$3.68
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.5340.6%7.6%55.9547.3%7.1%
25Δ62.8740.5%6.7%56.5948.4%6.4%
30Δ62.2140.5%5.9%57.2349.5%5.8%
35Δ61.5540.4%5.0%57.8750.6%5.1%
40Δ60.8940.3%4.2%58.5151.7%4.5%
45Δ60.2240.3%3.3%59.1552.7%3.8%
50Δ59.6739.5%2.8%59.7853.8%3.2%
55Δ59.1638.4%2.5%60.5754.9%2.7%
60Δ58.6637.2%2.2%61.4356.0%2.4%
65Δ58.1536.1%1.9%62.2957.1%2.0%
70Δ57.6534.9%1.6%63.1458.2%1.6%
75Δ57.1533.8%1.3%64.0059.3%1.3%
80Δ56.6432.6%1.0%64.8660.3%0.9%

20Δ

Calls
Pseudo strike
63.53
IV
40.6%
B/E move
7.6%
Puts
Pseudo strike
55.95
IV
47.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
62.87
IV
40.5%
B/E move
6.7%
Puts
Pseudo strike
56.59
IV
48.4%
B/E move
6.4%

30Δ

Calls
Pseudo strike
62.21
IV
40.5%
B/E move
5.9%
Puts
Pseudo strike
57.23
IV
49.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
61.55
IV
40.4%
B/E move
5.0%
Puts
Pseudo strike
57.87
IV
50.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
60.89
IV
40.3%
B/E move
4.2%
Puts
Pseudo strike
58.51
IV
51.7%
B/E move
4.5%

45Δ

Calls
Pseudo strike
60.22
IV
40.3%
B/E move
3.3%
Puts
Pseudo strike
59.15
IV
52.7%
B/E move
3.8%

50Δ

Calls
Pseudo strike
59.67
IV
39.5%
B/E move
2.8%
Puts
Pseudo strike
59.78
IV
53.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
59.16
IV
38.4%
B/E move
2.5%
Puts
Pseudo strike
60.57
IV
54.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
58.66
IV
37.2%
B/E move
2.2%
Puts
Pseudo strike
61.43
IV
56.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
58.15
IV
36.1%
B/E move
1.9%
Puts
Pseudo strike
62.29
IV
57.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
57.65
IV
34.9%
B/E move
1.6%
Puts
Pseudo strike
63.14
IV
58.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
57.15
IV
33.8%
B/E move
1.3%
Puts
Pseudo strike
64.00
IV
59.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
56.64
IV
32.6%
B/E move
1.0%
Puts
Pseudo strike
64.86
IV
60.3%
B/E move
0.9%

Options history

IV · four-Friday blend44.96%
Daily EOD
VIRT41.0%43.1%45.3%2026-10-19: 41.36%2026-10-20: 41.25%2026-10-21: 41.99%2026-10-22: 42.35%2026-10-23: 43.14%2026-10-26: 42.02%2026-10-27: 44.24%2026-10-28: 42.56%2026-10-29: 42.34%2026-10-30: 44.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.36%
41.25%
41.99%
42.35%
43.14%
42.02%
44.24%
42.56%
42.34%
44.96%