IntraAlpha
Create free account Start free

Voyager Therapeutics, Inc. Common Stock VYGR

i

Market datapartial · fetched 2026-11-13T18:52:53.442Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T18:51:38.28304031Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:52:51.518699+00:00

Share price$1.69
1D-1.2%
$1.58$1.61$1.65$1.68$1.725:30 AM6:30 AM9:00 AM1:00 PMVYGR
Sold putSold call

Voyager Therapeutics, Inc. Common Stock options

Live interpolated VYGR call and put midpoint premiums by absolute delta.Voyager Therapeutics, Inc. Common Stock$2.73$3.16$3.60$4.03$4.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVYGR PRICE$2.78$2.93$3.09$3.25$3.40$3.56$3.71$3.87$4.03$4.18$4.34
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.37383.9%65.0%
25Δ3.62363.3%59.3%
30Δ3.87342.7%53.5%
35Δ4.13322.0%47.8%
40Δ4.38301.4%42.0%
45Δ4.64280.8%36.3%
50Δ4.89260.1%30.5%
55Δ5.14239.5%24.8%
60Δ5.40218.9%19.0%
65Δ5.65198.3%13.3%
70Δ5.90177.6%7.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
383.9%
B/E move
65.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.62
IV
363.3%
B/E move
59.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.87
IV
342.7%
B/E move
53.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
322.0%
B/E move
47.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
301.4%
B/E move
42.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
280.8%
B/E move
36.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.89
IV
260.1%
B/E move
30.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
239.5%
B/E move
24.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.40
IV
218.9%
B/E move
19.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
198.3%
B/E move
13.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.90
IV
177.6%
B/E move
7.5%

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

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations