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Voyager Therapeutics Inc VYGR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-24T15:16:17.268Z

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 · 2026-10-23T23:52:49.74056826Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:16:17.242389+00:00

Share price$1.83
1D-0.3%
AH$1.73$1.75$1.77$1.79$1.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYGR
Sold putSold callAH

Voyager Therapeutics Inc options

Live interpolated VYGR call and put midpoint premiums by absolute delta.Voyager Therapeutics Inc$0.00$0.69$1.37$2.06$2.75$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVYGR PRICE$0.08$0.10$0.13$0.15$0.18$0.20$2.48$2.49$2.50$2.51$2.52$2.53$2.54$2.55
PutsExpensive4.91×
CallsExpensive1.35×
SkewBearish+446.63 pp
Implied move——
TiltBearish92.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.99166.6%67.6%3.02792.7%70.4%
25Δ2.82162.9%59.8%3.16738.8%63.4%
30Δ2.65159.2%51.9%3.29684.9%56.5%
35Δ2.48155.5%44.0%3.43630.9%49.5%
40Δ2.31151.8%36.2%3.57577.0%42.6%
45Δ2.14148.1%28.3%3.71523.1%35.7%
50Δ3.84469.2%28.7%
55Δ3.98415.3%21.8%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.99
IV
166.6%
B/E move
67.6%
Puts
Pseudo strike
3.02
IV
792.7%
B/E move
70.4%

25Δ

Calls
Pseudo strike
2.82
IV
162.9%
B/E move
59.8%
Puts
Pseudo strike
3.16
IV
738.8%
B/E move
63.4%

30Δ

Calls
Pseudo strike
2.65
IV
159.2%
B/E move
51.9%
Puts
Pseudo strike
3.29
IV
684.9%
B/E move
56.5%

35Δ

Calls
Pseudo strike
2.48
IV
155.5%
B/E move
44.0%
Puts
Pseudo strike
3.43
IV
630.9%
B/E move
49.5%

40Δ

Calls
Pseudo strike
2.31
IV
151.8%
B/E move
36.2%
Puts
Pseudo strike
3.57
IV
577.0%
B/E move
42.6%

45Δ

Calls
Pseudo strike
2.14
IV
148.1%
B/E move
28.3%
Puts
Pseudo strike
3.71
IV
523.1%
B/E move
35.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.84
IV
469.2%
B/E move
28.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
415.3%
B/E move
21.8%

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