IntraAlpha
Create free account Start free

Viridian Therapeutics, Inc. Common Stock VRDN

i

Market datapartial · fetched 2026-10-22T21:23:51.542Z

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 · 2026-10-22T20:00:01.956270797Z

FundamentalsAlpha Vantage · unavailable

Share price$22.82
1D+0.1%
AH$22.70$22.91$23.12$23.32$23.535:30 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$0.45$1.35$2.25$3.15$4.05$14.72$18.53$22.34$26.15$29.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRDN spot · $22.82VRDN PRICE$0.55$0.70$0.95$1.25$1.89$1.87$2.36$2.59$2.45$2.53$2.71$3.08$3.59$2.40$2.40$2.42$2.28$2.43$2.45$2.45$2.45$2.53$2.61$2.71$3.20$3.79
PutsExpensive1.63×
CallsExpensive1.28×
SkewBearish+14.99 pp
Implied moveBalanced±$4.81
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.9986.0%29.5%16.33234.4%39.0%
25Δ27.4881.7%23.5%18.39188.3%30.0%
30Δ26.7486.0%21.3%20.03154.0%22.8%
35Δ26.2293.6%20.4%21.25122.7%16.8%
40Δ27.07127.6%26.9%22.18110.1%13.5%
45Δ24.6199.3%16.0%22.9394.9%10.3%
50Δ24.02110.2%15.6%23.4583.0%8.0%
55Δ23.03103.8%12.3%23.9571.6%5.8%
60Δ22.2382.9%8.2%24.3164.8%4.5%
65Δ21.6372.9%5.9%24.6658.6%3.4%
70Δ21.1067.7%4.4%25.0152.5%2.3%
75Δ20.5266.4%3.4%25.6252.9%1.7%
80Δ19.8368.1%2.6%26.3353.2%1.2%

20Δ

Calls
Pseudo strike
28.99
IV
86.0%
B/E move
29.5%
Puts
Pseudo strike
16.33
IV
234.4%
B/E move
39.0%

25Δ

Calls
Pseudo strike
27.48
IV
81.7%
B/E move
23.5%
Puts
Pseudo strike
18.39
IV
188.3%
B/E move
30.0%

30Δ

Calls
Pseudo strike
26.74
IV
86.0%
B/E move
21.3%
Puts
Pseudo strike
20.03
IV
154.0%
B/E move
22.8%

35Δ

Calls
Pseudo strike
26.22
IV
93.6%
B/E move
20.4%
Puts
Pseudo strike
21.25
IV
122.7%
B/E move
16.8%

40Δ

Calls
Pseudo strike
27.07
IV
127.6%
B/E move
26.9%
Puts
Pseudo strike
22.18
IV
110.1%
B/E move
13.5%

45Δ

Calls
Pseudo strike
24.61
IV
99.3%
B/E move
16.0%
Puts
Pseudo strike
22.93
IV
94.9%
B/E move
10.3%

50Δ

Calls
Pseudo strike
24.02
IV
110.2%
B/E move
15.6%
Puts
Pseudo strike
23.45
IV
83.0%
B/E move
8.0%

55Δ

Calls
Pseudo strike
23.03
IV
103.8%
B/E move
12.3%
Puts
Pseudo strike
23.95
IV
71.6%
B/E move
5.8%

60Δ

Calls
Pseudo strike
22.23
IV
82.9%
B/E move
8.2%
Puts
Pseudo strike
24.31
IV
64.8%
B/E move
4.5%

65Δ

Calls
Pseudo strike
21.63
IV
72.9%
B/E move
5.9%
Puts
Pseudo strike
24.66
IV
58.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
21.10
IV
67.7%
B/E move
4.4%
Puts
Pseudo strike
25.01
IV
52.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
20.52
IV
66.4%
B/E move
3.4%
Puts
Pseudo strike
25.62
IV
52.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
19.83
IV
68.1%
B/E move
2.6%
Puts
Pseudo strike
26.33
IV
53.2%
B/E move
1.2%

Options history

No recorded observations