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Viatris Inc. Common Stock VTRS

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Market datapartial · fetched 2026-10-22T21:54:28.047Z

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 · 2026-10-22T20:00:03.581914354Z

FundamentalsAlpha Vantage · unavailable

Share price$18.48
1D+0.7%
AH$18.32$18.41$18.50$18.59$18.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTRS
Sold putSold callAH

Viatris Inc. Common Stock options

Live interpolated VTRS call and put midpoint premiums by absolute delta.Viatris Inc. Common Stock$0.15$0.69$1.23$1.77$2.31$15.60$17.05$18.49$19.94$21.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTRS spot · $18.48VTRS PRICE$0.21$0.27$0.36$0.44$0.53$0.62$0.72$0.82$0.92$1.08$1.41$1.75$2.15$0.26$0.33$0.40$0.48$0.57$0.68$0.79$0.90$1.04$1.22$1.40$1.58$2.03
PutsCheap0.81×
CallsCheap0.84×
SkewBullish-1.95 pp
Implied moveBearish±$1.52
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3736.5%11.4%16.8941.8%10.0%
25Δ20.0037.1%9.7%17.2540.1%8.5%
30Δ19.7237.2%8.7%17.5738.4%7.1%
35Δ19.4437.2%7.6%17.8936.6%5.8%
40Δ19.1637.3%6.5%18.1535.8%4.9%
45Δ18.8937.0%5.6%18.3935.4%4.2%
50Δ18.6636.2%4.9%18.6234.9%3.5%
55Δ18.4235.5%4.1%18.8534.5%2.9%
60Δ18.1834.7%3.4%19.0934.2%2.3%
65Δ17.9135.2%2.8%19.3534.0%1.9%
70Δ17.5339.7%2.5%19.6133.8%1.5%
75Δ17.1544.1%2.2%19.8733.7%1.0%
80Δ16.6747.5%1.9%20.3736.6%0.7%

20Δ

Calls
Pseudo strike
20.37
IV
36.5%
B/E move
11.4%
Puts
Pseudo strike
16.89
IV
41.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
20.00
IV
37.1%
B/E move
9.7%
Puts
Pseudo strike
17.25
IV
40.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
19.72
IV
37.2%
B/E move
8.7%
Puts
Pseudo strike
17.57
IV
38.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
19.44
IV
37.2%
B/E move
7.6%
Puts
Pseudo strike
17.89
IV
36.6%
B/E move
5.8%

40Δ

Calls
Pseudo strike
19.16
IV
37.3%
B/E move
6.5%
Puts
Pseudo strike
18.15
IV
35.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
18.89
IV
37.0%
B/E move
5.6%
Puts
Pseudo strike
18.39
IV
35.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
18.66
IV
36.2%
B/E move
4.9%
Puts
Pseudo strike
18.62
IV
34.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
18.42
IV
35.5%
B/E move
4.1%
Puts
Pseudo strike
18.85
IV
34.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
18.18
IV
34.7%
B/E move
3.4%
Puts
Pseudo strike
19.09
IV
34.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
17.91
IV
35.2%
B/E move
2.8%
Puts
Pseudo strike
19.35
IV
34.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
17.53
IV
39.7%
B/E move
2.5%
Puts
Pseudo strike
19.61
IV
33.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
17.15
IV
44.1%
B/E move
2.2%
Puts
Pseudo strike
19.87
IV
33.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
16.67
IV
47.5%
B/E move
1.9%
Puts
Pseudo strike
20.37
IV
36.6%
B/E move
0.7%

Options history

No recorded observations