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Vor Biopharma Inc. Common Stock VOR

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Market datapartial · fetched 2026-10-22T22:55:56.178Z

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 · 2026-10-22T22:51:18.101729269Z

FundamentalsAlpha Vantage · unavailable

Share price$18.78
1D-0.6%
AH$18.63$18.81$18.99$19.17$19.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOR
Sold putSold callAH

Vor Biopharma Inc. Common Stock options

Live interpolated VOR call and put midpoint premiums by absolute delta.Vor Biopharma Inc. Common Stock$0.88$2.41$3.94$5.47$7.00$11.78$15.39$19.01$22.63$26.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOR spot · $18.78VOR PRICE$1.05$1.24$1.44$1.63$1.76$1.90$2.07$2.23$2.40$2.84$3.43$4.02$1.12$1.24$1.35$1.49$1.82$2.14$2.47$2.86$3.41$3.96$4.52$5.54$6.56
PutsExpensive1.31×
CallsExpensive1.47×
SkewBullish-8.67 pp
Implied moveBearish±$4.37
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.28155.6%30.0%
25Δ29.12165.6%60.7%15.60132.4%23.6%
30Δ26.76154.5%49.1%16.61115.7%18.8%
35Δ24.40143.4%37.6%17.58100.8%14.3%
40Δ22.24131.9%27.1%18.2399.3%12.6%
45Δ20.92119.0%20.8%18.8997.9%10.8%
50Δ19.79107.8%15.5%19.5496.4%9.1%
55Δ19.10100.6%12.7%20.2395.4%7.5%
60Δ18.4293.3%9.9%20.9995.6%6.4%
65Δ17.7386.1%7.1%21.7595.8%5.3%
70Δ16.9986.9%5.6%22.5396.1%4.1%
75Δ16.2291.7%4.7%23.7198.2%3.3%
80Δ15.4696.5%3.7%24.89100.3%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.28
IV
155.6%
B/E move
30.0%

25Δ

Calls
Pseudo strike
29.12
IV
165.6%
B/E move
60.7%
Puts
Pseudo strike
15.60
IV
132.4%
B/E move
23.6%

30Δ

Calls
Pseudo strike
26.76
IV
154.5%
B/E move
49.1%
Puts
Pseudo strike
16.61
IV
115.7%
B/E move
18.8%

35Δ

Calls
Pseudo strike
24.40
IV
143.4%
B/E move
37.6%
Puts
Pseudo strike
17.58
IV
100.8%
B/E move
14.3%

40Δ

Calls
Pseudo strike
22.24
IV
131.9%
B/E move
27.1%
Puts
Pseudo strike
18.23
IV
99.3%
B/E move
12.6%

45Δ

Calls
Pseudo strike
20.92
IV
119.0%
B/E move
20.8%
Puts
Pseudo strike
18.89
IV
97.9%
B/E move
10.8%

50Δ

Calls
Pseudo strike
19.79
IV
107.8%
B/E move
15.5%
Puts
Pseudo strike
19.54
IV
96.4%
B/E move
9.1%

55Δ

Calls
Pseudo strike
19.10
IV
100.6%
B/E move
12.7%
Puts
Pseudo strike
20.23
IV
95.4%
B/E move
7.5%

60Δ

Calls
Pseudo strike
18.42
IV
93.3%
B/E move
9.9%
Puts
Pseudo strike
20.99
IV
95.6%
B/E move
6.4%

65Δ

Calls
Pseudo strike
17.73
IV
86.1%
B/E move
7.1%
Puts
Pseudo strike
21.75
IV
95.8%
B/E move
5.3%

70Δ

Calls
Pseudo strike
16.99
IV
86.9%
B/E move
5.6%
Puts
Pseudo strike
22.53
IV
96.1%
B/E move
4.1%

75Δ

Calls
Pseudo strike
16.22
IV
91.7%
B/E move
4.7%
Puts
Pseudo strike
23.71
IV
98.2%
B/E move
3.3%

80Δ

Calls
Pseudo strike
15.46
IV
96.5%
B/E move
3.7%
Puts
Pseudo strike
24.89
IV
100.3%
B/E move
2.4%

Options history

No recorded observations