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Virtu Financial, Inc. VIRT

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-24T04:23:56.646Z

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 · 2026-10-23T23:00:00.003292163Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:23:56.797131+00:00

Share price$55.93
1D+0.8%
AH$55.15$55.58$56.02$56.45$56.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIRT
Sold putSold callAH

Virtu Financial, Inc. options

Live interpolated VIRT call and put midpoint premiums by absolute delta.Virtu Financial, Inc.$0.71$2.74$4.77$6.80$8.83$46.01$50.92$55.83$60.74$65.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIRT spot · $55.93VIRT PRICE$0.93$1.07$1.21$1.60$2.03$2.45$2.88$3.31$3.82$4.50$5.19$5.87$6.55$0.99$1.36$1.73$2.10$2.48$3.03$3.68$4.33$4.97$5.62$6.49$7.37$8.25
PutsExpensive1.34×
CallsFair0.97×
SkewBearish+2.95 pp
Implied moveBearish±$6.56
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.0157.9%17.9%50.1253.2%12.2%
25Δ62.6551.2%13.9%51.2552.9%10.8%
30Δ60.2944.6%10.0%52.3752.6%9.5%
35Δ59.2144.8%8.7%53.5052.3%8.1%
40Δ58.3146.0%7.9%54.6252.0%6.8%
45Δ57.4147.2%7.0%55.7152.1%5.8%
50Δ56.5148.4%6.2%56.7752.4%5.1%
55Δ55.6149.5%5.3%57.8352.7%4.3%
60Δ54.6650.3%4.6%58.8953.0%3.6%
65Δ53.6150.1%3.9%59.9553.4%2.9%
70Δ52.5649.9%3.2%61.1351.9%2.3%
75Δ51.5149.8%2.6%62.3250.3%1.7%
80Δ50.4549.6%1.9%63.5148.8%1.2%

20Δ

Calls
Pseudo strike
65.01
IV
57.9%
B/E move
17.9%
Puts
Pseudo strike
50.12
IV
53.2%
B/E move
12.2%

25Δ

Calls
Pseudo strike
62.65
IV
51.2%
B/E move
13.9%
Puts
Pseudo strike
51.25
IV
52.9%
B/E move
10.8%

30Δ

Calls
Pseudo strike
60.29
IV
44.6%
B/E move
10.0%
Puts
Pseudo strike
52.37
IV
52.6%
B/E move
9.5%

35Δ

Calls
Pseudo strike
59.21
IV
44.8%
B/E move
8.7%
Puts
Pseudo strike
53.50
IV
52.3%
B/E move
8.1%

40Δ

Calls
Pseudo strike
58.31
IV
46.0%
B/E move
7.9%
Puts
Pseudo strike
54.62
IV
52.0%
B/E move
6.8%

45Δ

Calls
Pseudo strike
57.41
IV
47.2%
B/E move
7.0%
Puts
Pseudo strike
55.71
IV
52.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
56.51
IV
48.4%
B/E move
6.2%
Puts
Pseudo strike
56.77
IV
52.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
55.61
IV
49.5%
B/E move
5.3%
Puts
Pseudo strike
57.83
IV
52.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
54.66
IV
50.3%
B/E move
4.6%
Puts
Pseudo strike
58.89
IV
53.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
53.61
IV
50.1%
B/E move
3.9%
Puts
Pseudo strike
59.95
IV
53.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
52.56
IV
49.9%
B/E move
3.2%
Puts
Pseudo strike
61.13
IV
51.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
51.51
IV
49.8%
B/E move
2.6%
Puts
Pseudo strike
62.32
IV
50.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
50.45
IV
49.6%
B/E move
1.9%
Puts
Pseudo strike
63.51
IV
48.8%
B/E move
1.2%

Options history

No recorded observations