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Voyager Therapeutics, Inc. Common Stock VYGR

i

Market dataready · fetched 2026-11-07T01:27:41.133Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T22:24:26.667495089Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:27:40.220050+00:00

Share price$1.83
1D+6.1%
AH$1.71$1.77$1.84$1.91$1.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYGR
Sold putSold callAH

Voyager Therapeutics, Inc. Common Stock options

Live interpolated VYGR call and put midpoint premiums by absolute delta.Voyager Therapeutics, Inc. Common Stock$0.25$1.05$1.85$2.65$3.45$-1.24$-0.13$0.97$2.07$3.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VYGR spot · $1.83VYGR PRICE$0.34$0.43$0.53$0.63$0.72$0.82$0.91$2.60$2.60$2.60$2.60$2.60$2.60$2.60$2.66$2.77$2.88$3.00$3.11$3.22
PutsExpensive3.14×
Calls——
Skew——
Implied moveBearish±$3.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.20711.8%67.4%
25Δ3.32656.0%60.6%
30Δ3.45600.3%53.8%
35Δ3.57544.5%47.0%
40Δ3.95302.4%134.0%3.69488.8%40.2%
45Δ3.80336.5%131.5%3.82433.1%33.4%
50Δ3.66370.5%128.9%3.94377.3%26.6%
55Δ3.52404.6%126.4%4.09340.3%21.7%
60Δ3.37438.6%123.9%4.26319.5%18.4%
65Δ3.23472.7%121.3%4.44298.7%15.1%
70Δ3.09506.7%118.8%4.61277.9%11.9%
75Δ4.78257.0%8.6%
80Δ4.95236.2%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.20
IV
711.8%
B/E move
67.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
656.0%
B/E move
60.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
600.3%
B/E move
53.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.57
IV
544.5%
B/E move
47.0%

40Δ

Calls
Pseudo strike
3.95
IV
302.4%
B/E move
134.0%
Puts
Pseudo strike
3.69
IV
488.8%
B/E move
40.2%

45Δ

Calls
Pseudo strike
3.80
IV
336.5%
B/E move
131.5%
Puts
Pseudo strike
3.82
IV
433.1%
B/E move
33.4%

50Δ

Calls
Pseudo strike
3.66
IV
370.5%
B/E move
128.9%
Puts
Pseudo strike
3.94
IV
377.3%
B/E move
26.6%

55Δ

Calls
Pseudo strike
3.52
IV
404.6%
B/E move
126.4%
Puts
Pseudo strike
4.09
IV
340.3%
B/E move
21.7%

60Δ

Calls
Pseudo strike
3.37
IV
438.6%
B/E move
123.9%
Puts
Pseudo strike
4.26
IV
319.5%
B/E move
18.4%

65Δ

Calls
Pseudo strike
3.23
IV
472.7%
B/E move
121.3%
Puts
Pseudo strike
4.44
IV
298.7%
B/E move
15.1%

70Δ

Calls
Pseudo strike
3.09
IV
506.7%
B/E move
118.8%
Puts
Pseudo strike
4.61
IV
277.9%
B/E move
11.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
257.0%
B/E move
8.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
236.2%
B/E move
5.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations