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Vor Biopharma Inc. Common Stock VOR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T01:16:22.975Z

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 · 2026-11-11T21:00:08.003338458Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:16:22.356389+00:00

Share price$20.09
1D+1.9%
AH$19.50$19.72$19.93$20.14$20.365:30 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$0.33$1.59$2.84$4.10$5.35$16.53$18.94$21.36$23.77$26.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VOR spot · $20.09VOR PRICE$0.47$0.53$0.66$1.03$1.40$1.76$2.13$2.49$2.78$3.00$3.22$3.44$4.99$0.54$0.62$0.69$0.75$0.82$0.89$1.13$1.41$1.69$1.97$2.24$2.52
Puts——
CallsExpensive1.79×
Skew——
Implied moveBullish±$3.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.24150.8%28.0%17.04141.7%17.9%
25Δ23.62128.0%20.2%17.83125.3%14.3%
30Δ22.39115.8%14.8%18.35113.7%12.1%
35Δ21.95132.7%14.4%18.88102.0%9.8%
40Δ21.51149.6%14.0%19.4090.3%7.5%
45Δ21.07166.6%13.6%19.9278.7%5.3%
50Δ20.63183.5%13.3%20.3377.9%4.5%
55Δ20.19200.5%12.9%20.7179.1%3.9%
60Δ19.60200.0%11.4%21.1080.2%3.4%
65Δ18.91186.5%9.1%21.4881.4%2.9%
70Δ18.22173.1%6.7%21.8782.6%2.3%
75Δ17.53159.6%4.4%22.2583.7%1.8%
80Δ15.86203.1%3.8%

20Δ

Calls
Pseudo strike
25.24
IV
150.8%
B/E move
28.0%
Puts
Pseudo strike
17.04
IV
141.7%
B/E move
17.9%

25Δ

Calls
Pseudo strike
23.62
IV
128.0%
B/E move
20.2%
Puts
Pseudo strike
17.83
IV
125.3%
B/E move
14.3%

30Δ

Calls
Pseudo strike
22.39
IV
115.8%
B/E move
14.8%
Puts
Pseudo strike
18.35
IV
113.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
21.95
IV
132.7%
B/E move
14.4%
Puts
Pseudo strike
18.88
IV
102.0%
B/E move
9.8%

40Δ

Calls
Pseudo strike
21.51
IV
149.6%
B/E move
14.0%
Puts
Pseudo strike
19.40
IV
90.3%
B/E move
7.5%

45Δ

Calls
Pseudo strike
21.07
IV
166.6%
B/E move
13.6%
Puts
Pseudo strike
19.92
IV
78.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
20.63
IV
183.5%
B/E move
13.3%
Puts
Pseudo strike
20.33
IV
77.9%
B/E move
4.5%

55Δ

Calls
Pseudo strike
20.19
IV
200.5%
B/E move
12.9%
Puts
Pseudo strike
20.71
IV
79.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
19.60
IV
200.0%
B/E move
11.4%
Puts
Pseudo strike
21.10
IV
80.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
18.91
IV
186.5%
B/E move
9.1%
Puts
Pseudo strike
21.48
IV
81.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
18.22
IV
173.1%
B/E move
6.7%
Puts
Pseudo strike
21.87
IV
82.6%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.53
IV
159.6%
B/E move
4.4%
Puts
Pseudo strike
22.25
IV
83.7%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.86
IV
203.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend106.46%
Daily EOD
VOR106.4%106.5%106.6%2026-10-19: 106.46%Oct 19
1 observations2026-10-19 — 2026-10-19
Table
DateIV (%)
106.46%