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Vir Biotechnology, Inc. Common Stock VIR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T06:53:39.736Z

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 · 2026-11-07T00:45:46.298331268Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:53:37.720251+00:00

Share price$12.32
1D+7.6%
AH$11.07$11.43$11.78$12.13$12.495:30 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$0.18$1.16$2.13$3.10$4.08$9.56$10.98$12.40$13.82$15.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VIR spot · $12.32VIR PRICE$0.29$0.36$0.43$0.50$0.64$0.78$0.92$1.06$1.23$1.41$1.58$0.31$0.41$0.58$0.75$0.93$1.03$1.13$1.22$2.97$3.43$3.80
Puts——
Calls——
Skew——
Implied moveBearish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.66100.0%16.0%
25Δ14.0690.3%16.4%11.01102.9%13.9%
30Δ13.7088.3%14.1%11.33108.9%12.8%
35Δ13.3485.4%11.8%11.64114.9%11.6%
40Δ12.9982.8%9.5%11.96120.8%10.5%
45Δ12.7486.0%8.6%12.25114.6%8.9%
50Δ12.4989.2%7.7%12.54106.4%7.3%
55Δ12.2492.3%6.8%12.8398.2%5.7%
60Δ11.9895.3%5.9%14.30182.5%8.0%
65Δ11.6994.6%4.9%14.93181.6%6.6%
70Δ11.4193.9%4.0%15.48172.3%5.2%
75Δ11.1293.2%3.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.66
IV
100.0%
B/E move
16.0%

25Δ

Calls
Pseudo strike
14.06
IV
90.3%
B/E move
16.4%
Puts
Pseudo strike
11.01
IV
102.9%
B/E move
13.9%

30Δ

Calls
Pseudo strike
13.70
IV
88.3%
B/E move
14.1%
Puts
Pseudo strike
11.33
IV
108.9%
B/E move
12.8%

35Δ

Calls
Pseudo strike
13.34
IV
85.4%
B/E move
11.8%
Puts
Pseudo strike
11.64
IV
114.9%
B/E move
11.6%

40Δ

Calls
Pseudo strike
12.99
IV
82.8%
B/E move
9.5%
Puts
Pseudo strike
11.96
IV
120.8%
B/E move
10.5%

45Δ

Calls
Pseudo strike
12.74
IV
86.0%
B/E move
8.6%
Puts
Pseudo strike
12.25
IV
114.6%
B/E move
8.9%

50Δ

Calls
Pseudo strike
12.49
IV
89.2%
B/E move
7.7%
Puts
Pseudo strike
12.54
IV
106.4%
B/E move
7.3%

55Δ

Calls
Pseudo strike
12.24
IV
92.3%
B/E move
6.8%
Puts
Pseudo strike
12.83
IV
98.2%
B/E move
5.7%

60Δ

Calls
Pseudo strike
11.98
IV
95.3%
B/E move
5.9%
Puts
Pseudo strike
14.30
IV
182.5%
B/E move
8.0%

65Δ

Calls
Pseudo strike
11.69
IV
94.6%
B/E move
4.9%
Puts
Pseudo strike
14.93
IV
181.6%
B/E move
6.6%

70Δ

Calls
Pseudo strike
11.41
IV
93.9%
B/E move
4.0%
Puts
Pseudo strike
15.48
IV
172.3%
B/E move
5.2%

75Δ

Calls
Pseudo strike
11.12
IV
93.2%
B/E move
3.1%
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 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%