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Viridian Therapeutics, Inc. Common Stock VRDN

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:49:01.171Z

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 · 2026-11-11T21:01:51.090163464Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:49:00.531981+00:00

Share price$30.55
1D-1.8%
AH$30.32$30.66$31.00$31.34$31.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRDN
Sold putSold callAH

Viridian Therapeutics, Inc. Common Stock options

Live interpolated VRDN call and put midpoint premiums by absolute delta.Viridian Therapeutics, Inc. Common Stock$1.14$1.85$2.57$3.28$4.00$22.33$26.73$31.13$35.52$39.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VRDN spot · $30.55VRDN PRICE$1.22$1.39$1.73$2.10$2.54$2.85$3.10$3.79$2.31$2.42$2.58$2.74
Puts——
Calls——
Skew——
Implied moveBearish±$3.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ29.59148.6%10.7%
45Δ31.3881.2%6.7%30.41131.0%8.4%
50Δ30.7876.9%5.3%31.11119.5%6.6%
55Δ30.3182.9%4.9%31.68109.6%5.3%
60Δ29.7988.6%4.4%
65Δ29.1993.7%3.9%
70Δ28.6691.9%3.1%
75Δ28.1686.8%2.3%
80Δ27.3292.8%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.59
IV
148.6%
B/E move
10.7%

45Δ

Calls
Pseudo strike
31.38
IV
81.2%
B/E move
6.7%
Puts
Pseudo strike
30.41
IV
131.0%
B/E move
8.4%

50Δ

Calls
Pseudo strike
30.78
IV
76.9%
B/E move
5.3%
Puts
Pseudo strike
31.11
IV
119.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
30.31
IV
82.9%
B/E move
4.9%
Puts
Pseudo strike
31.68
IV
109.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
29.79
IV
88.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.19
IV
93.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.66
IV
91.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.16
IV
86.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.32
IV
92.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.34%
Daily EOD
VRDN66.1%71.5%76.9%2026-10-19: 72.54%2026-10-20: 73.00%2026-10-21: 66.84%2026-10-22: 71.58%2026-10-23: 76.17%2026-10-26: 74.22%2026-10-27: 71.05%2026-10-28: 74.44%2026-10-29: 73.48%2026-10-30: 73.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.54%
73.00%
66.84%
71.58%
76.17%
74.22%
71.05%
74.44%
73.48%
73.34%