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Vir Biotechnology, Inc. Common Stock VIR

i

Market dataready · fetched 2026-11-04T02:45:00.214Z

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 · 2026-11-03T23:36:02.62738529Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:44:59.799639+00:00

Share price$11.26
1D+0.0%
AH$11.12$11.18$11.25$11.31$11.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIR
Sold putSold callAH

Vir Biotechnology, Inc. Common Stock options

Live interpolated VIR call and put midpoint premiums by absolute delta.Vir Biotechnology, Inc. Common Stock$0.45$1.28$2.12$2.95$3.78$8.79$10.03$11.28$12.53$13.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VIR spot · $11.26VIR PRICE$0.64$0.69$0.75$0.85$0.95$1.06$1.24$1.41$1.59$2.13$0.54$0.60$0.66$0.86$1.08$1.31$1.83$2.45$2.65$2.85$3.54
Puts——
Calls——
Skew——
Implied moveBearish±$1.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ10.23105.7%13.9%
35Δ13.09131.2%22.0%10.5896.0%11.4%
40Δ12.45115.8%16.7%10.9386.2%8.8%
45Δ11.91103.6%12.5%11.2588.4%7.7%
50Δ11.5899.4%10.4%11.5693.3%6.9%
55Δ11.2695.2%8.4%11.8798.2%6.2%
60Δ10.9491.8%6.6%12.43114.2%5.9%
65Δ10.6591.8%5.5%13.08130.6%5.6%
70Δ10.3591.7%4.5%13.41122.8%4.4%
75Δ10.0691.6%3.5%13.74115.0%3.2%
80Δ9.45104.7%2.8%14.54120.7%2.3%

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
10.23
IV
105.7%
B/E move
13.9%

35Δ

Calls
Pseudo strike
13.09
IV
131.2%
B/E move
22.0%
Puts
Pseudo strike
10.58
IV
96.0%
B/E move
11.4%

40Δ

Calls
Pseudo strike
12.45
IV
115.8%
B/E move
16.7%
Puts
Pseudo strike
10.93
IV
86.2%
B/E move
8.8%

45Δ

Calls
Pseudo strike
11.91
IV
103.6%
B/E move
12.5%
Puts
Pseudo strike
11.25
IV
88.4%
B/E move
7.7%

50Δ

Calls
Pseudo strike
11.58
IV
99.4%
B/E move
10.4%
Puts
Pseudo strike
11.56
IV
93.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
11.26
IV
95.2%
B/E move
8.4%
Puts
Pseudo strike
11.87
IV
98.2%
B/E move
6.2%

60Δ

Calls
Pseudo strike
10.94
IV
91.8%
B/E move
6.6%
Puts
Pseudo strike
12.43
IV
114.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
10.65
IV
91.8%
B/E move
5.5%
Puts
Pseudo strike
13.08
IV
130.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
10.35
IV
91.7%
B/E move
4.5%
Puts
Pseudo strike
13.41
IV
122.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.06
IV
91.6%
B/E move
3.5%
Puts
Pseudo strike
13.74
IV
115.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
9.45
IV
104.7%
B/E move
2.8%
Puts
Pseudo strike
14.54
IV
120.7%
B/E move
2.3%

Options history

IV · four-Friday blend85.97%
Daily EOD
VIR74.1%90.9%107.6%2026-10-19: 105.32%2026-10-20: 90.73%2026-10-21: 79.44%2026-10-22: 88.73%2026-10-23: 93.19%2026-10-26: 97.11%2026-10-27: 97.65%2026-10-28: 86.38%2026-10-29: 76.45%2026-10-30: 85.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
105.32%
90.73%
79.44%
88.73%
93.19%
97.11%
97.65%
86.38%
76.45%
85.97%