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Voyager Therapeutics, Inc. Common Stock VYGR

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Market datapartial · fetched 2026-10-22T21:28:50.442Z

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 · 2026-10-22T20:26:14.63308485Z

FundamentalsAlpha Vantage · unavailable

Share price$1.86
1D-9.7%
AH$1.73$1.82$1.91$2.00$2.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYGR
Sold putSold callAH

Voyager Therapeutics, Inc. Common Stock options

Live interpolated VYGR call and put midpoint premiums by absolute delta.Voyager Therapeutics, Inc. Common Stock$0.00$0.69$1.37$2.05$2.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVYGR PRICE$0.08$0.09$0.10$0.12$0.13$0.15$2.48$2.49$2.50$2.51$2.52$2.53$2.54
PutsExpensive5.24×
CallsExpensive1.23×
SkewBearish+485.71 pp
Implied move——
TiltBearish92.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.99157.1%65.0%3.05778.2%69.0%
25Δ2.80145.4%55.3%3.19723.3%62.2%
30Δ2.60133.6%45.5%3.33668.3%55.3%
35Δ2.41121.8%35.8%3.47613.4%48.4%
40Δ2.21110.0%26.1%3.61558.4%41.5%
45Δ2.0198.2%16.3%3.75503.5%34.6%
50Δ3.89448.5%27.7%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.99
IV
157.1%
B/E move
65.0%
Puts
Pseudo strike
3.05
IV
778.2%
B/E move
69.0%

25Δ

Calls
Pseudo strike
2.80
IV
145.4%
B/E move
55.3%
Puts
Pseudo strike
3.19
IV
723.3%
B/E move
62.2%

30Δ

Calls
Pseudo strike
2.60
IV
133.6%
B/E move
45.5%
Puts
Pseudo strike
3.33
IV
668.3%
B/E move
55.3%

35Δ

Calls
Pseudo strike
2.41
IV
121.8%
B/E move
35.8%
Puts
Pseudo strike
3.47
IV
613.4%
B/E move
48.4%

40Δ

Calls
Pseudo strike
2.21
IV
110.0%
B/E move
26.1%
Puts
Pseudo strike
3.61
IV
558.4%
B/E move
41.5%

45Δ

Calls
Pseudo strike
2.01
IV
98.2%
B/E move
16.3%
Puts
Pseudo strike
3.75
IV
503.5%
B/E move
34.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.89
IV
448.5%
B/E move
27.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations