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Virtus Biotech ETF BBP

i

Market dataready · fetched 2026-11-05T15:37:57.568Z

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 · 2026-11-05T15:31:24.410155807Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:37:55.285433+00:00

Share price$104.71
1D-0.6%
$104.28$104.61$104.94$105.27$105.605:30 AM6:30 AM9:00 AM1:00 PMBBP
Sold putSold call

Virtus Biotech ETF options

Live interpolated BBP call and put midpoint premiums by absolute delta.Virtus Biotech ETF$0.83$2.33$3.83$5.33$6.83$96.46$100.53$104.60$108.67$112.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BBP spot · $104.71BBP PRICE$1.37$1.68$2.05$2.44$2.88$3.35$3.91$4.57$5.33$6.02$6.40$0.99$1.18$1.46$1.82$2.20$2.61$3.03$3.62$4.09$5.49$6.40
Puts——
Calls——
Skew——
Implied moveBearish±$5.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.2540.0%7.1%
25Δ100.1435.6%5.5%
30Δ109.1635.1%5.6%101.3234.8%4.6%
35Δ108.0635.0%4.8%102.3134.9%4.0%
40Δ107.0735.3%4.2%103.2734.8%3.5%
45Δ106.1035.3%3.7%104.2134.7%3.0%
50Δ105.1535.5%3.2%105.1334.2%2.5%
55Δ104.2035.5%2.7%106.0834.9%2.1%
60Δ103.2335.9%2.3%106.9934.1%1.7%
65Δ102.2136.4%2.0%108.4939.3%1.6%
70Δ101.1137.1%1.6%109.7539.6%1.3%
75Δ100.0536.4%1.3%
80Δ99.3033.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.25
IV
40.0%
B/E move
7.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.14
IV
35.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
109.16
IV
35.1%
B/E move
5.6%
Puts
Pseudo strike
101.32
IV
34.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
108.06
IV
35.0%
B/E move
4.8%
Puts
Pseudo strike
102.31
IV
34.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
107.07
IV
35.3%
B/E move
4.2%
Puts
Pseudo strike
103.27
IV
34.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
106.10
IV
35.3%
B/E move
3.7%
Puts
Pseudo strike
104.21
IV
34.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
105.15
IV
35.5%
B/E move
3.2%
Puts
Pseudo strike
105.13
IV
34.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
104.20
IV
35.5%
B/E move
2.7%
Puts
Pseudo strike
106.08
IV
34.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
103.23
IV
35.9%
B/E move
2.3%
Puts
Pseudo strike
106.99
IV
34.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
102.21
IV
36.4%
B/E move
2.0%
Puts
Pseudo strike
108.49
IV
39.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
101.11
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
109.75
IV
39.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
100.05
IV
36.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.30
IV
33.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.58%
Daily close
BBP24.6%29.9%35.3%2026-08-07: 28.11%2026-08-10: 28.42%2026-08-11: 27.81%2026-08-12: 27.15%2026-08-13: 26.10%2026-08-14: 25.34%2026-08-17: 27.05%2026-08-18: 28.95%2026-08-20: 34.55%2026-08-28: 27.37%2026-09-09: 26.62%2026-09-10: 27.17%2026-09-11: 25.61%2026-09-14: 27.29%2026-09-15: 28.12%2026-09-16: 29.72%2026-09-18: 26.47%2026-09-21: 26.71%2026-09-23: 27.41%2026-09-24: 27.92%2026-09-25: 27.80%2026-09-28: 27.81%2026-09-29: 27.79%2026-09-30: 27.09%2026-10-01: 27.65%2026-10-02: 27.35%2026-10-05: 27.82%2026-10-06: 28.17%2026-10-07: 28.06%2026-10-08: 28.75%2026-10-09: 27.71%2026-10-12: 27.86%2026-10-13: 28.44%2026-10-14: 30.70%2026-10-16: 28.25%2026-10-19: 29.30%2026-10-20: 29.42%2026-10-21: 29.74%2026-10-22: 30.23%2026-10-23: 29.54%2026-10-26: 29.79%2026-10-27: 29.93%2026-10-28: 30.08%2026-10-29: 30.15%2026-10-30: 31.58%Aug 7Sep 29Oct 30
45 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
28.11%
28.42%
27.81%
27.15%
26.10%
25.34%
27.05%
28.95%
34.55%
27.37%
26.62%
27.17%
25.61%
27.29%
28.12%
29.72%
26.47%
26.71%
27.41%
27.92%
27.80%
27.81%
27.79%
27.09%
27.65%
27.35%
27.82%
28.17%
28.06%
28.75%
27.71%
27.86%
28.44%
30.70%
28.25%
29.30%
29.42%
29.74%
30.23%
29.54%
29.79%
29.93%
30.08%
30.15%
31.58%