IntraAlpha
Create free account Start free

Voyager Therapeutics, Inc. Common Stock VYGR

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-08T09:15:42.953Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T09:15:14.287781+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$3.45$-1.22$-0.12$0.98$2.08$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$2.99$3.11$3.22
PutsExpensive3.15×
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
20Δ3.19717.4%68.0%
25Δ3.31661.7%61.1%
30Δ3.44606.0%54.2%
35Δ3.56550.3%47.3%
40Δ3.95307.4%134.0%3.69494.6%40.5%
45Δ3.80342.0%131.5%3.82438.9%33.6%
50Δ3.66376.6%128.9%3.94383.2%26.7%
55Δ3.52411.2%126.4%4.09345.8%21.8%
60Δ3.37445.7%123.9%4.26324.6%18.5%
65Δ3.23480.3%121.3%4.43303.5%15.2%
70Δ3.09514.9%118.8%4.61282.3%11.9%
75Δ4.78261.1%8.6%
80Δ4.95240.0%5.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
717.4%
B/E move
68.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
661.7%
B/E move
61.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
606.0%
B/E move
54.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
550.3%
B/E move
47.3%

40Δ

Calls
Pseudo strike
3.95
IV
307.4%
B/E move
134.0%
Puts
Pseudo strike
3.69
IV
494.6%
B/E move
40.5%

45Δ

Calls
Pseudo strike
3.80
IV
342.0%
B/E move
131.5%
Puts
Pseudo strike
3.82
IV
438.9%
B/E move
33.6%

50Δ

Calls
Pseudo strike
3.66
IV
376.6%
B/E move
128.9%
Puts
Pseudo strike
3.94
IV
383.2%
B/E move
26.7%

55Δ

Calls
Pseudo strike
3.52
IV
411.2%
B/E move
126.4%
Puts
Pseudo strike
4.09
IV
345.8%
B/E move
21.8%

60Δ

Calls
Pseudo strike
3.37
IV
445.7%
B/E move
123.9%
Puts
Pseudo strike
4.26
IV
324.6%
B/E move
18.5%

65Δ

Calls
Pseudo strike
3.23
IV
480.3%
B/E move
121.3%
Puts
Pseudo strike
4.43
IV
303.5%
B/E move
15.2%

70Δ

Calls
Pseudo strike
3.09
IV
514.9%
B/E move
118.8%
Puts
Pseudo strike
4.61
IV
282.3%
B/E move
11.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.78
IV
261.1%
B/E move
8.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.95
IV
240.0%
B/E move
5.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations