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Viatris Inc. Common Stock VTRS

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Market datapartial · fetched 2026-10-22T18:29:07.456Z

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 · 2026-10-22T18:28:34.276836824Z

FundamentalsAlpha Vantage · unavailable

Share price$18.54
1D+1.1%
$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$0.14$0.77$1.41$2.04$2.68$15.65$17.10$18.56$20.02$21.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTRS spot · $18.54VTRS PRICE$0.21$0.27$0.35$0.43$0.51$0.61$0.74$0.87$0.99$1.14$1.41$1.67$1.96$0.26$0.34$0.43$0.51$0.63$0.77$0.90$1.04$1.23$1.43$1.62$1.98$2.50
PutsCheap0.90×
CallsCheap0.83×
SkewBearish+2.66 pp
Implied moveBearish±$1.64
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4035.7%11.1%16.9242.5%10.1%
25Δ20.0336.2%9.5%17.2741.2%8.7%
30Δ19.7536.2%8.4%17.6040.0%7.4%
35Δ19.4836.1%7.4%17.9338.7%6.0%
40Δ19.2036.1%6.3%18.2038.7%5.2%
45Δ18.9336.1%5.4%18.4639.0%4.6%
50Δ18.6936.4%4.8%18.7239.3%3.9%
55Δ18.4536.7%4.2%18.9839.6%3.2%
60Δ18.2037.1%3.5%19.2739.5%2.7%
65Δ17.9437.6%3.0%19.5639.4%2.2%
70Δ17.6139.5%2.5%19.8539.3%1.7%
75Δ17.2741.3%2.1%20.2841.0%1.3%
80Δ16.9043.1%1.7%20.8644.5%1.0%

20Δ

Calls
Pseudo strike
20.40
IV
35.7%
B/E move
11.1%
Puts
Pseudo strike
16.92
IV
42.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
20.03
IV
36.2%
B/E move
9.5%
Puts
Pseudo strike
17.27
IV
41.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
19.75
IV
36.2%
B/E move
8.4%
Puts
Pseudo strike
17.60
IV
40.0%
B/E move
7.4%

35Δ

Calls
Pseudo strike
19.48
IV
36.1%
B/E move
7.4%
Puts
Pseudo strike
17.93
IV
38.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
19.20
IV
36.1%
B/E move
6.3%
Puts
Pseudo strike
18.20
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
18.93
IV
36.1%
B/E move
5.4%
Puts
Pseudo strike
18.46
IV
39.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
18.69
IV
36.4%
B/E move
4.8%
Puts
Pseudo strike
18.72
IV
39.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
18.45
IV
36.7%
B/E move
4.2%
Puts
Pseudo strike
18.98
IV
39.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
18.20
IV
37.1%
B/E move
3.5%
Puts
Pseudo strike
19.27
IV
39.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
17.94
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
19.56
IV
39.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
17.61
IV
39.5%
B/E move
2.5%
Puts
Pseudo strike
19.85
IV
39.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
17.27
IV
41.3%
B/E move
2.1%
Puts
Pseudo strike
20.28
IV
41.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
16.90
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
20.86
IV
44.5%
B/E move
1.0%

Options history

No recorded observations