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Virtus Biotech Clinical Trials ETF BBC

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Market datapartial · fetched 2026-11-03T22:58:33.808Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBBC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

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

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%