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Viatris Inc. Common Stock VTRS

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Market datapartial · fetched 2026-10-22T15:46:26.137Z

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 · 2026-10-22T15:46:16.304802442Z

FundamentalsAlpha Vantage · unavailable

Share price$18.49
1D+0.8%
$18.32$18.41$18.50$18.59$18.685:30 AM6:30 AM9:00 AM1:00 PMVTRS
Sold putSold call

Viatris Inc. Common Stock options

Live interpolated VTRS call and put midpoint premiums by absolute delta.Viatris Inc. Common Stock$0.15$0.72$1.28$1.85$2.41$15.57$17.04$18.51$19.98$21.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTRS spot · $18.49VTRS PRICE$0.22$0.28$0.37$0.46$0.54$0.64$0.76$0.88$1.00$1.19$1.50$1.80$2.25$0.26$0.33$0.40$0.48$0.60$0.75$0.89$1.03$1.20$1.38$1.56$1.74$2.05
PutsCheap0.85×
CallsCheap0.87×
SkewBullish-1.59 pp
Implied moveBearish±$1.65
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4237.2%11.6%16.8642.6%10.2%
25Δ20.0838.3%10.1%17.2540.2%8.5%
30Δ19.7738.4%8.9%17.5838.5%7.1%
35Δ19.4838.4%7.8%17.9036.7%5.8%
40Δ19.1938.3%6.7%18.1836.8%5.0%
45Δ18.9138.2%5.8%18.4337.6%4.4%
50Δ18.6638.1%5.0%18.6838.4%3.8%
55Δ18.4137.9%4.3%18.9339.2%3.2%
60Δ18.1637.8%3.6%19.2039.0%2.7%
65Δ17.8639.0%3.0%19.4738.4%2.2%
70Δ17.4942.4%2.7%19.7437.7%1.7%
75Δ17.1245.8%2.3%20.0237.1%1.1%
80Δ16.6049.9%1.9%20.3936.6%0.8%

20Δ

Calls
Pseudo strike
20.42
IV
37.2%
B/E move
11.6%
Puts
Pseudo strike
16.86
IV
42.6%
B/E move
10.2%

25Δ

Calls
Pseudo strike
20.08
IV
38.3%
B/E move
10.1%
Puts
Pseudo strike
17.25
IV
40.2%
B/E move
8.5%

30Δ

Calls
Pseudo strike
19.77
IV
38.4%
B/E move
8.9%
Puts
Pseudo strike
17.58
IV
38.5%
B/E move
7.1%

35Δ

Calls
Pseudo strike
19.48
IV
38.4%
B/E move
7.8%
Puts
Pseudo strike
17.90
IV
36.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
19.19
IV
38.3%
B/E move
6.7%
Puts
Pseudo strike
18.18
IV
36.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
18.91
IV
38.2%
B/E move
5.8%
Puts
Pseudo strike
18.43
IV
37.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
18.66
IV
38.1%
B/E move
5.0%
Puts
Pseudo strike
18.68
IV
38.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
18.41
IV
37.9%
B/E move
4.3%
Puts
Pseudo strike
18.93
IV
39.2%
B/E move
3.2%

60Δ

Calls
Pseudo strike
18.16
IV
37.8%
B/E move
3.6%
Puts
Pseudo strike
19.20
IV
39.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
17.86
IV
39.0%
B/E move
3.0%
Puts
Pseudo strike
19.47
IV
38.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
17.49
IV
42.4%
B/E move
2.7%
Puts
Pseudo strike
19.74
IV
37.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
17.12
IV
45.8%
B/E move
2.3%
Puts
Pseudo strike
20.02
IV
37.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
16.60
IV
49.9%
B/E move
1.9%
Puts
Pseudo strike
20.39
IV
36.6%
B/E move
0.8%

Options history

No recorded observations