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Vor Biopharma Inc. Common Stock VOR

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Market datapartial · fetched 2026-10-22T22:00:48.408Z

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 · 2026-10-22T20:41:19.223512519Z

FundamentalsAlpha Vantage · unavailable

Share price$18.85
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$0.86$2.63$4.40$6.17$7.94$11.71$15.34$18.98$22.61$26.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOR spot · $18.85VOR PRICE$1.05$1.24$1.44$1.62$1.75$1.89$2.05$2.21$2.37$2.74$3.32$3.90$1.13$1.25$1.36$1.52$1.85$2.19$2.52$2.96$3.52$4.09$4.78$5.83$7.43
PutsExpensive1.33×
CallsExpensive1.45×
SkewBullish-4.80 pp
Implied moveBearish±$4.41
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.34155.3%29.9%
25Δ29.14164.5%60.1%15.65132.5%23.6%
30Δ26.79153.4%48.7%16.68115.7%18.7%
35Δ24.45142.3%37.3%17.63101.9%14.5%
40Δ22.28130.9%26.8%18.30100.6%12.7%
45Δ20.98118.1%20.6%18.9799.2%11.0%
50Δ19.84106.6%15.3%19.6497.9%9.2%
55Δ19.1799.3%12.6%20.3697.4%7.7%
60Δ18.5092.1%9.9%21.1497.8%6.5%
65Δ17.8384.8%7.2%21.9398.3%5.4%
70Δ17.1283.4%5.4%22.8299.3%4.3%
75Δ16.3787.5%4.5%24.04102.1%3.4%
80Δ15.6291.6%3.5%25.81106.8%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.34
IV
155.3%
B/E move
29.9%

25Δ

Calls
Pseudo strike
29.14
IV
164.5%
B/E move
60.1%
Puts
Pseudo strike
15.65
IV
132.5%
B/E move
23.6%

30Δ

Calls
Pseudo strike
26.79
IV
153.4%
B/E move
48.7%
Puts
Pseudo strike
16.68
IV
115.7%
B/E move
18.7%

35Δ

Calls
Pseudo strike
24.45
IV
142.3%
B/E move
37.3%
Puts
Pseudo strike
17.63
IV
101.9%
B/E move
14.5%

40Δ

Calls
Pseudo strike
22.28
IV
130.9%
B/E move
26.8%
Puts
Pseudo strike
18.30
IV
100.6%
B/E move
12.7%

45Δ

Calls
Pseudo strike
20.98
IV
118.1%
B/E move
20.6%
Puts
Pseudo strike
18.97
IV
99.2%
B/E move
11.0%

50Δ

Calls
Pseudo strike
19.84
IV
106.6%
B/E move
15.3%
Puts
Pseudo strike
19.64
IV
97.9%
B/E move
9.2%

55Δ

Calls
Pseudo strike
19.17
IV
99.3%
B/E move
12.6%
Puts
Pseudo strike
20.36
IV
97.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
18.50
IV
92.1%
B/E move
9.9%
Puts
Pseudo strike
21.14
IV
97.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
17.83
IV
84.8%
B/E move
7.2%
Puts
Pseudo strike
21.93
IV
98.3%
B/E move
5.4%

70Δ

Calls
Pseudo strike
17.12
IV
83.4%
B/E move
5.4%
Puts
Pseudo strike
22.82
IV
99.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
16.37
IV
87.5%
B/E move
4.5%
Puts
Pseudo strike
24.04
IV
102.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
15.62
IV
91.6%
B/E move
3.5%
Puts
Pseudo strike
25.81
IV
106.8%
B/E move
2.5%

Options history

No recorded observations