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Viatris Inc. Common Stock VTRS

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-11-12T03:23:56.493Z

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 · 2026-11-12T00:19:26.677843977Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:14:00.055043+00:00

Share price$21.01
1D+1.4%
AH$20.57$20.71$20.84$20.98$21.125:30 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$0.04$0.71$1.38$2.05$2.71$18.13$19.47$20.81$22.15$23.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTRS spot · $21.01VTRS PRICE$0.12$0.16$0.21$0.26$0.31$0.36$0.40$0.52$0.67$0.83$0.99$1.15$1.36$0.13$0.18$0.23$0.28$0.32$0.37$0.48$0.68$0.88$1.07$1.27$1.89$2.52
PutsCheap0.82×
CallsCheap0.57×
SkewBearish+5.52 pp
Implied moveBearish±$0.89
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.9531.0%5.0%20.1133.5%4.9%
25Δ21.8031.0%4.6%20.2733.1%4.4%
30Δ21.6531.1%4.1%20.4332.8%3.8%
35Δ21.5131.1%3.6%20.5932.4%3.3%
40Δ21.3631.1%3.1%20.7532.1%2.8%
45Δ21.2131.2%2.7%20.9131.7%2.3%
50Δ21.0631.2%2.2%21.0933.3%1.9%
55Δ20.8932.7%1.9%21.3237.7%1.8%
60Δ20.6935.3%1.7%21.5542.0%1.6%
65Δ20.4937.9%1.5%21.7746.4%1.5%
70Δ20.2940.5%1.3%22.0050.7%1.4%
75Δ20.1043.1%1.1%22.6756.1%1.1%
80Δ19.8444.5%0.9%23.3561.5%0.9%

20Δ

Calls
Pseudo strike
21.95
IV
31.0%
B/E move
5.0%
Puts
Pseudo strike
20.11
IV
33.5%
B/E move
4.9%

25Δ

Calls
Pseudo strike
21.80
IV
31.0%
B/E move
4.6%
Puts
Pseudo strike
20.27
IV
33.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
21.65
IV
31.1%
B/E move
4.1%
Puts
Pseudo strike
20.43
IV
32.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
21.51
IV
31.1%
B/E move
3.6%
Puts
Pseudo strike
20.59
IV
32.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
21.36
IV
31.1%
B/E move
3.1%
Puts
Pseudo strike
20.75
IV
32.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
21.21
IV
31.2%
B/E move
2.7%
Puts
Pseudo strike
20.91
IV
31.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
21.06
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
21.09
IV
33.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
20.89
IV
32.7%
B/E move
1.9%
Puts
Pseudo strike
21.32
IV
37.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
20.69
IV
35.3%
B/E move
1.7%
Puts
Pseudo strike
21.55
IV
42.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
20.49
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
21.77
IV
46.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
20.29
IV
40.5%
B/E move
1.3%
Puts
Pseudo strike
22.00
IV
50.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
20.10
IV
43.1%
B/E move
1.1%
Puts
Pseudo strike
22.67
IV
56.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
19.84
IV
44.5%
B/E move
0.9%
Puts
Pseudo strike
23.35
IV
61.5%
B/E move
0.9%

Options history

IV · four-Friday blend36.11%
Daily EOD
VTRS33.4%35.7%38.1%2026-10-19: 34.25%2026-10-20: 34.38%2026-10-21: 33.71%2026-10-22: 34.49%2026-10-23: 36.95%2026-10-26: 37.78%2026-10-27: 35.19%2026-10-28: 35.83%2026-10-29: 36.67%2026-10-30: 36.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.25%
34.38%
33.71%
34.49%
36.95%
37.78%
35.19%
35.83%
36.67%
36.11%