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Virtus Biotech ETF BBP

i

Market datapartial · fetched 2026-11-07T06:51:21.485Z

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 · 2026-11-07T01:00:00.107144297Z

FundamentalsAlpha Vantage · unavailable

Share price$102.32
1D+2.3%
AH$100.03$100.76$101.50$102.23$102.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBP
Sold putSold callAH

Virtus Biotech ETF options

Live interpolated BBP call and put midpoint premiums by absolute delta.Virtus Biotech 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 PRICEBBP 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 blend31.58%
Daily close
BBP24.6%29.9%35.3%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 10Sep 29Oct 30
44 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%