VIRT · Virtu Financial, Inc.

Track VIRT — free Ask ALVIS about VIRT

$59.75 +0.08 (+0.13%) At close · Jul 24

Market Cap

$9.26B

155.09M

Options Chain

15-min delayed Underlying $59.75 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 20 contracts

Put / call OI

0.41

Call-heavy positioning

Open interest

1,382

contracts outstanding

Volume

traded today

Max pain

$60.00

$0.25 above spot

ATM implied vol

34.9%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Nov 20 117d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	73.3%	0.983	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 73.3% Delta 0.983 ≈98% ITM Gamma 0.003 Theta -0.01 Vega 0.007 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	58.5%	0.971	—		$0.05	-0.064	75%	1	1
Call · $45 In the money Last — Breakeven — Implied vol 58.5% Delta 0.971 ≈97% ITM Gamma 0.007 Theta -0.013 Vega 0.014 Open interest 0 Model this call Put · $45 Last $0.05 Breakeven $44.95 Implied vol 75% Delta -0.064 ≈6% ITM Gamma 0.01 Theta -0.029 Vega 0.024 Open interest 1 Model this put
42	1	53%	0.907	$10.00		$0.37	-0.078	49.2%	16	233
Call · $50 In the money Last $10.00 Breakeven $60.00 Implied vol 53% Delta 0.907 ≈91% ITM Gamma 0.019 Theta -0.029 Vega 0.026 Open interest 42 Model this call Put · $50 Last $0.37 Breakeven $49.63 Implied vol 49.2% Delta -0.078 ≈8% ITM Gamma 0.018 Theta -0.021 Vega 0.026 Open interest 233 Model this put
15	13	47.4%	0.764	$4.00		$1.06	-0.205	40.8%	2	108
Call · $55 In the money Last $4.00 Breakeven $59.00 Implied vol 47.4% Delta 0.764 ≈76% ITM Gamma 0.041 Theta -0.046 Vega 0.053 Open interest 15 Model this call Put · $55 Last $1.06 Breakeven $53.94 Implied vol 40.8% Delta -0.205 ≈20% ITM Gamma 0.044 Theta -0.035 Vega 0.041 Open interest 108 Model this put
Underlying $59.75
136	2	38.6%	0.509	$2.67		$4.33	-0.498	31.1%	1	40
Call · $60 Last $2.67 Breakeven $62.67 Implied vol 38.6% Delta 0.509 ≈51% ITM Gamma 0.065 Theta -0.049 Vega 0.064 Open interest 136 Model this call Put · $60 In the money Last $4.33 Breakeven $55.67 Implied vol 31.1% Delta -0.498 ≈50% ITM Gamma 0.081 Theta -0.037 Vega 0.064 Open interest 40 Model this put
434	28	42.2%	0.248	$0.92		$3.50	-0.758	41.5%	11	17
Call · $65 Last $0.92 Breakeven $65.92 Implied vol 42.2% Delta 0.248 ≈25% ITM Gamma 0.047 Theta -0.042 Vega 0.045 Open interest 434 Model this call Put · $65 In the money Last $3.50 Breakeven $61.50 Implied vol 41.5% Delta -0.758 ≈76% ITM Gamma 0.048 Theta -0.038 Vega 0.045 Open interest 17 Model this put
301	2	54.9%	0.159	$0.40		—	-0.877	48.2%	—	0
Call · $70 Last $0.40 Breakeven $70.40 Implied vol 54.9% Delta 0.159 ≈16% ITM Gamma 0.028 Theta -0.041 Vega 0.047 Open interest 301 Model this call Put · $70 In the money Last — Breakeven — Implied vol 48.2% Delta -0.877 ≈88% ITM Gamma 0.027 Theta -0.027 Vega 0.031 Open interest 0 Model this put
53	2	49.9%	0.053	$0.15		$12.70	-0.9	62.4%	1	0
Call · $75 Last $0.15 Breakeven $75.15 Implied vol 49.9% Delta 0.053 ≈5% ITM Gamma 0.013 Theta -0.016 Vega 0.019 Open interest 53 Model this call Put · $75 In the money Last $12.70 Breakeven $62.30 Implied vol 62.4% Delta -0.9 ≈90% ITM Gamma 0.018 Theta -0.03 Vega 0.031 Open interest 0 Model this put
2	2	66.4%	0.062	$0.76		—	-0.92	74.1%	—	0
Call · $80 Last $0.76 Breakeven $80.76 Implied vol 66.4% Delta 0.062 ≈6% ITM Gamma 0.011 Theta -0.025 Vega 0.019 Open interest 2 Model this call Put · $80 In the money Last — Breakeven — Implied vol 74.1% Delta -0.92 ≈92% ITM Gamma 0.013 Theta -0.031 Vega 0.029 Open interest 0 Model this put
0	—	—	—	—		—	-0.934	82.1%	—	0
Call · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol 82.1% Delta -0.934 ≈93% ITM Gamma 0.01 Theta -0.029 Vega 0.019 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1592386 CUSIP 928254101 13F (30d) 86 filings 86 filers Visit website Investor relations