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Virtu Financial, Inc. Class A VIRT

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Market datapartial · fetched 2026-10-22T22:08:34.640Z

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 · 2026-10-22T20:10:00.002738628Z

FundamentalsAlpha Vantage · unavailable

Share price$56.25
1D-1.8%
AH$56.01$56.40$56.80$57.19$57.585:30 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$0.92$2.59$4.27$5.94$7.62$46.61$51.62$56.63$61.64$66.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIRT spot · $56.25VIRT PRICE$1.27$1.44$1.61$1.77$2.12$2.50$2.89$3.27$3.65$4.34$5.05$5.76$6.47$1.10$1.36$1.63$1.90$2.21$2.90$3.58$4.27$4.96$5.59$6.11$6.62$7.13
PutsExpensive1.24×
CallsExpensive1.06×
SkewBullish-4.80 pp
Implied moveBearish±$6.47
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.2790.8%37.9%49.8358.0%13.4%
25Δ65.6667.5%19.3%51.2554.0%11.3%
30Δ62.7859.1%14.5%52.5450.8%9.5%
35Δ60.4051.6%10.5%53.8347.7%7.7%
40Δ59.1549.7%8.9%55.1045.1%6.0%
45Δ58.1348.9%7.8%56.1446.5%5.4%
50Δ57.1048.2%6.6%57.1747.9%4.7%
55Δ56.0847.4%5.5%58.2149.3%4.1%
60Δ55.0646.7%4.4%59.2550.7%3.5%
65Δ54.0146.5%3.7%60.2250.8%2.9%
70Δ52.9646.3%3.1%61.0347.3%2.4%
75Δ51.9146.2%2.5%61.8343.9%1.9%
80Δ50.8646.0%1.9%62.6340.4%1.3%

20Δ

Calls
Pseudo strike
76.27
IV
90.8%
B/E move
37.9%
Puts
Pseudo strike
49.83
IV
58.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
65.66
IV
67.5%
B/E move
19.3%
Puts
Pseudo strike
51.25
IV
54.0%
B/E move
11.3%

30Δ

Calls
Pseudo strike
62.78
IV
59.1%
B/E move
14.5%
Puts
Pseudo strike
52.54
IV
50.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
60.40
IV
51.6%
B/E move
10.5%
Puts
Pseudo strike
53.83
IV
47.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
59.15
IV
49.7%
B/E move
8.9%
Puts
Pseudo strike
55.10
IV
45.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
58.13
IV
48.9%
B/E move
7.8%
Puts
Pseudo strike
56.14
IV
46.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
57.10
IV
48.2%
B/E move
6.6%
Puts
Pseudo strike
57.17
IV
47.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
56.08
IV
47.4%
B/E move
5.5%
Puts
Pseudo strike
58.21
IV
49.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
55.06
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
59.25
IV
50.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
54.01
IV
46.5%
B/E move
3.7%
Puts
Pseudo strike
60.22
IV
50.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
52.96
IV
46.3%
B/E move
3.1%
Puts
Pseudo strike
61.03
IV
47.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
51.91
IV
46.2%
B/E move
2.5%
Puts
Pseudo strike
61.83
IV
43.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
50.86
IV
46.0%
B/E move
1.9%
Puts
Pseudo strike
62.63
IV
40.4%
B/E move
1.3%

Options history

No recorded observations