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Vor Biopharma Inc VOR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-23T00:23:45.734Z

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 · 2026-10-22T23:39:08.462655329Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:23:43.379303+00:00

Share price$18.76
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 options

Live interpolated VOR call and put midpoint premiums by absolute delta.Vor Biopharma Inc$0.89$2.39$3.89$5.40$6.90$11.79$15.41$19.02$22.63$26.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOR spot · $18.76VOR PRICE$1.05$1.25$1.44$1.63$1.76$1.90$2.07$2.24$2.40$2.87$3.47$4.06$1.12$1.24$1.35$1.48$1.81$2.13$2.46$2.84$3.38$3.93$4.47$5.46$6.47
PutsExpensive1.30×
CallsExpensive1.48×
SkewBullish-9.77 pp
Implied moveBearish±$4.36
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.26155.9%30.0%
25Δ29.12166.2%60.8%15.58132.5%23.5%
30Δ26.75155.1%49.2%16.59115.8%18.8%
35Δ24.39144.0%37.7%17.56100.5%14.3%
40Δ22.23132.5%27.2%18.2199.0%12.5%
45Δ20.90119.4%20.8%18.8697.5%10.8%
50Δ19.78108.2%15.6%19.5196.0%9.1%
55Δ19.09100.9%12.8%20.1994.9%7.5%
60Δ18.3993.7%10.0%20.9595.0%6.4%
65Δ17.7086.5%7.1%21.7195.1%5.2%
70Δ16.9588.0%5.7%22.4795.3%4.1%
75Δ16.1893.0%4.7%23.6297.1%3.2%
80Δ15.4198.0%3.8%24.7999.0%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.26
IV
155.9%
B/E move
30.0%

25Δ

Calls
Pseudo strike
29.12
IV
166.2%
B/E move
60.8%
Puts
Pseudo strike
15.58
IV
132.5%
B/E move
23.5%

30Δ

Calls
Pseudo strike
26.75
IV
155.1%
B/E move
49.2%
Puts
Pseudo strike
16.59
IV
115.8%
B/E move
18.8%

35Δ

Calls
Pseudo strike
24.39
IV
144.0%
B/E move
37.7%
Puts
Pseudo strike
17.56
IV
100.5%
B/E move
14.3%

40Δ

Calls
Pseudo strike
22.23
IV
132.5%
B/E move
27.2%
Puts
Pseudo strike
18.21
IV
99.0%
B/E move
12.5%

45Δ

Calls
Pseudo strike
20.90
IV
119.4%
B/E move
20.8%
Puts
Pseudo strike
18.86
IV
97.5%
B/E move
10.8%

50Δ

Calls
Pseudo strike
19.78
IV
108.2%
B/E move
15.6%
Puts
Pseudo strike
19.51
IV
96.0%
B/E move
9.1%

55Δ

Calls
Pseudo strike
19.09
IV
100.9%
B/E move
12.8%
Puts
Pseudo strike
20.19
IV
94.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
18.39
IV
93.7%
B/E move
10.0%
Puts
Pseudo strike
20.95
IV
95.0%
B/E move
6.4%

65Δ

Calls
Pseudo strike
17.70
IV
86.5%
B/E move
7.1%
Puts
Pseudo strike
21.71
IV
95.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
16.95
IV
88.0%
B/E move
5.7%
Puts
Pseudo strike
22.47
IV
95.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
16.18
IV
93.0%
B/E move
4.7%
Puts
Pseudo strike
23.62
IV
97.1%
B/E move
3.2%

80Δ

Calls
Pseudo strike
15.41
IV
98.0%
B/E move
3.8%
Puts
Pseudo strike
24.79
IV
99.0%
B/E move
2.3%

Options history

No recorded observations