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VISA Inc. V

i

Market dataready · fetched 2026-11-06T13:56:06.119Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T13:52:46.501576658Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T13:56:05.304758+00:00

Share price$415.00
1D+0.3%
$413.53$413.95$414.37$414.79$415.215:30 AM6:30 AM9:00 AM1:00 PMV
Sold putSold call

VISA Inc. options

Live interpolated V call and put midpoint premiums by absolute delta.VISA Inc.$0.20$14.54$28.88$43.22$57.56$392.06$405.67$419.28$432.89$446.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive V spot · $415.00V PRICE$2.43$3.30$4.46$5.81$7.31$9.05$10.87$13.63$20.56$27.44$37.19$53.43$1.75$2.19$2.63$3.14$3.61$4.15$4.66$5.06$5.45$5.81$6.18
Puts——
Calls——
Skew——
Implied moveBullish±$15.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ435.1538.8%5.4%402.8026.8%3.4%
25Δ431.5539.5%4.8%405.8625.2%2.7%
30Δ428.7741.7%4.4%408.4123.7%2.2%
35Δ426.0344.3%4.1%410.4622.8%1.9%
40Δ422.9646.2%3.7%412.3421.7%1.5%
45Δ419.7448.2%3.3%413.9420.9%1.3%
50Δ416.2949.4%2.9%415.4220.0%1.0%
55Δ412.5853.5%2.7%416.7318.7%0.8%
60Δ417.9117.4%0.6%
65Δ403.4061.1%2.2%418.8916.1%0.5%
70Δ396.1471.8%2.1%419.8714.8%0.3%
75Δ385.9486.1%2.0%
80Δ369.48110.3%1.9%

20Δ

Calls
Pseudo strike
435.15
IV
38.8%
B/E move
5.4%
Puts
Pseudo strike
402.80
IV
26.8%
B/E move
3.4%

25Δ

Calls
Pseudo strike
431.55
IV
39.5%
B/E move
4.8%
Puts
Pseudo strike
405.86
IV
25.2%
B/E move
2.7%

30Δ

Calls
Pseudo strike
428.77
IV
41.7%
B/E move
4.4%
Puts
Pseudo strike
408.41
IV
23.7%
B/E move
2.2%

35Δ

Calls
Pseudo strike
426.03
IV
44.3%
B/E move
4.1%
Puts
Pseudo strike
410.46
IV
22.8%
B/E move
1.9%

40Δ

Calls
Pseudo strike
422.96
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
412.34
IV
21.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
419.74
IV
48.2%
B/E move
3.3%
Puts
Pseudo strike
413.94
IV
20.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
416.29
IV
49.4%
B/E move
2.9%
Puts
Pseudo strike
415.42
IV
20.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
412.58
IV
53.5%
B/E move
2.7%
Puts
Pseudo strike
416.73
IV
18.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
417.91
IV
17.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
403.40
IV
61.1%
B/E move
2.2%
Puts
Pseudo strike
418.89
IV
16.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
396.14
IV
71.8%
B/E move
2.1%
Puts
Pseudo strike
419.87
IV
14.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
385.94
IV
86.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
369.48
IV
110.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.62%
Daily close
V16.5%24.1%31.7%2026-08-10: 20.93%2026-08-11: 20.30%2026-08-12: 19.73%2026-08-13: 20.50%2026-08-14: 18.33%2026-08-17: 20.22%2026-08-18: 20.73%2026-08-19: 20.39%2026-08-20: 20.35%2026-08-21: 19.20%2026-08-24: 20.81%2026-08-25: 20.16%2026-08-26: 19.95%2026-08-27: 19.07%2026-08-28: 17.57%2026-08-31: 18.86%2026-09-01: 19.53%2026-09-02: 19.10%2026-09-03: 18.14%2026-09-04: 17.79%2026-09-08: 21.02%2026-09-09: 21.24%2026-09-10: 21.57%2026-09-11: 18.61%2026-09-14: 20.61%2026-09-15: 20.76%2026-09-16: 21.68%2026-09-17: 20.29%2026-09-18: 19.02%2026-09-21: 20.15%2026-09-22: 21.45%2026-09-23: 21.51%2026-09-24: 21.47%2026-09-25: 20.25%2026-09-28: 21.78%2026-09-29: 22.35%2026-09-30: 21.94%2026-10-01: 20.98%2026-10-02: 20.44%2026-10-05: 21.82%2026-10-06: 21.77%2026-10-07: 20.84%2026-10-08: 23.82%2026-10-09: 21.54%2026-10-12: 22.83%2026-10-13: 23.95%2026-10-14: 24.86%2026-10-15: 25.47%2026-10-16: 24.55%2026-10-19: 25.16%2026-10-20: 24.75%2026-10-21: 25.33%2026-10-22: 25.96%2026-10-23: 26.77%2026-10-26: 30.07%2026-10-27: 30.63%2026-10-28: 23.51%2026-10-29: 21.06%2026-10-30: 21.62%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.93%
20.30%
19.73%
20.50%
18.33%
20.22%
20.73%
20.39%
20.35%
19.20%
20.81%
20.16%
19.95%
19.07%
17.57%
18.86%
19.53%
19.10%
18.14%
17.79%
21.02%
21.24%
21.57%
18.61%
20.61%
20.76%
21.68%
20.29%
19.02%
20.15%
21.45%
21.51%
21.47%
20.25%
21.78%
22.35%
21.94%
20.98%
20.44%
21.82%
21.77%
20.84%
23.82%
21.54%
22.83%
23.95%
24.86%
25.47%
24.55%
25.16%
24.75%
25.33%
25.96%
26.77%
30.07%
30.63%
23.51%
21.06%
21.62%