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Virtus Biotech Clinical Trials ETF BBC

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Market dataready · fetched 2026-11-03T21:53:54.619Z

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 · 2026-11-03T21:10:00.003982339Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:53:54.382013+00:00

Share price$42.81
1D+0.1%
AH$42.69$42.83$42.97$43.11$43.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBC
Sold putSold callAH

Virtus Biotech Clinical Trials ETF options

Live interpolated BBC call and put midpoint premiums by absolute delta.Virtus Biotech Clinical Trials ETF$0.46$1.60$2.74$3.89$5.03$36.83$39.82$42.81$45.80$48.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBC spot · $42.81BBC PRICE$0.59$0.72$0.92$1.03$1.21$1.44$1.71$2.05$2.41$2.76$3.19$3.71$4.15$0.69$0.82$0.98$1.20$1.45$1.74$2.04$2.39$2.80$3.24$3.58$4.03$4.70
PutsExpensive1.52×
CallsExpensive1.29×
SkewNeutral-0.03 pp
Implied moveBearish±$3.75
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2960.4%14.2%38.6262.6%11.4%
25Δ46.8255.2%11.1%39.8056.4%9.0%
30Δ46.0155.7%9.6%40.6552.6%7.3%
35Δ44.9850.2%7.5%41.3551.3%6.2%
40Δ44.3148.9%6.3%41.9551.7%5.4%
45Δ43.7048.7%5.4%42.5551.5%4.7%
50Δ43.1349.4%4.8%43.1551.3%4.0%
55Δ42.5450.7%4.2%43.7651.4%3.4%
60Δ41.9552.1%3.6%44.4151.7%2.8%
65Δ41.3351.8%3.0%45.0651.9%2.3%
70Δ40.6752.1%2.5%45.6349.8%1.8%
75Δ39.9653.1%2.0%46.2948.4%1.3%
80Δ39.3051.3%1.5%47.1148.6%0.9%

20Δ

Calls
Pseudo strike
48.29
IV
60.4%
B/E move
14.2%
Puts
Pseudo strike
38.62
IV
62.6%
B/E move
11.4%

25Δ

Calls
Pseudo strike
46.82
IV
55.2%
B/E move
11.1%
Puts
Pseudo strike
39.80
IV
56.4%
B/E move
9.0%

30Δ

Calls
Pseudo strike
46.01
IV
55.7%
B/E move
9.6%
Puts
Pseudo strike
40.65
IV
52.6%
B/E move
7.3%

35Δ

Calls
Pseudo strike
44.98
IV
50.2%
B/E move
7.5%
Puts
Pseudo strike
41.35
IV
51.3%
B/E move
6.2%

40Δ

Calls
Pseudo strike
44.31
IV
48.9%
B/E move
6.3%
Puts
Pseudo strike
41.95
IV
51.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
43.70
IV
48.7%
B/E move
5.4%
Puts
Pseudo strike
42.55
IV
51.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
43.13
IV
49.4%
B/E move
4.8%
Puts
Pseudo strike
43.15
IV
51.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
42.54
IV
50.7%
B/E move
4.2%
Puts
Pseudo strike
43.76
IV
51.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
41.95
IV
52.1%
B/E move
3.6%
Puts
Pseudo strike
44.41
IV
51.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
41.33
IV
51.8%
B/E move
3.0%
Puts
Pseudo strike
45.06
IV
51.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.67
IV
52.1%
B/E move
2.5%
Puts
Pseudo strike
45.63
IV
49.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
39.96
IV
53.1%
B/E move
2.0%
Puts
Pseudo strike
46.29
IV
48.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
39.30
IV
51.3%
B/E move
1.5%
Puts
Pseudo strike
47.11
IV
48.6%
B/E move
0.9%

Options history

IV · four-Friday blend44.04%
Daily close
BBC36.6%44.2%51.9%2026-08-05: 42.63%2026-08-06: 41.99%2026-08-07: 41.39%2026-08-10: 42.00%2026-08-11: 41.33%2026-08-12: 39.44%2026-08-13: 38.12%2026-08-14: 37.66%2026-08-17: 39.70%2026-08-20: 47.17%2026-08-21: 41.12%2026-08-24: 41.64%2026-08-26: 41.33%2026-08-27: 41.03%2026-08-28: 40.26%2026-08-31: 40.44%2026-09-01: 40.10%2026-09-02: 40.61%2026-09-03: 38.88%2026-09-04: 38.55%2026-09-08: 40.90%2026-09-09: 39.99%2026-09-10: 40.06%2026-09-11: 38.62%2026-09-14: 40.76%2026-09-15: 43.51%2026-09-16: 46.09%2026-09-17: 49.43%2026-09-18: 39.03%2026-09-21: 39.43%2026-09-22: 39.97%2026-09-23: 40.05%2026-09-24: 41.85%2026-09-25: 41.40%2026-09-28: 41.34%2026-09-29: 41.33%2026-09-30: 41.11%2026-10-01: 39.74%2026-10-02: 40.32%2026-10-05: 40.18%2026-10-06: 41.88%2026-10-07: 42.29%2026-10-08: 42.56%2026-10-09: 41.61%2026-10-12: 43.73%2026-10-13: 43.72%2026-10-14: 46.73%2026-10-15: 50.82%2026-10-16: 41.22%2026-10-19: 42.86%2026-10-20: 43.56%2026-10-21: 43.20%2026-10-22: 43.82%2026-10-23: 43.18%2026-10-26: 42.34%2026-10-27: 44.66%2026-10-28: 43.09%2026-10-29: 42.42%2026-10-30: 44.04%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
42.63%
41.99%
41.39%
42.00%
41.33%
39.44%
38.12%
37.66%
39.70%
47.17%
41.12%
41.64%
41.33%
41.03%
40.26%
40.44%
40.10%
40.61%
38.88%
38.55%
40.90%
39.99%
40.06%
38.62%
40.76%
43.51%
46.09%
49.43%
39.03%
39.43%
39.97%
40.05%
41.85%
41.40%
41.34%
41.33%
41.11%
39.74%
40.32%
40.18%
41.88%
42.29%
42.56%
41.61%
43.73%
43.72%
46.73%
50.82%
41.22%
42.86%
43.56%
43.20%
43.82%
43.18%
42.34%
44.66%
43.09%
42.42%
44.04%