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Visteon Corporation Common Stock VC

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Market datapartial · fetched 2026-10-22T20:16:41.805Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:15:26.977023984Z

FundamentalsAlpha Vantage · unavailable

Share price$81.30
1D+0.4%
AH$78.89$79.83$80.76$81.69$82.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVC
Sold putSold callAH

Visteon Corporation Common Stock options

Live interpolated VC call and put midpoint premiums by absolute delta.Visteon Corporation Common Stock$0.75$2.84$4.93$7.02$9.11$68.91$75.29$81.66$88.04$94.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VC spot · $81.30VC PRICE$1.28$1.52$1.92$2.31$2.72$3.14$3.57$4.00$4.50$5.32$6.14$6.96$7.93$0.97$1.40$1.83$2.25$2.68$3.25$3.85$4.44$5.04$5.74$6.66$7.59$8.51
PutsCheap0.85×
CallsExpensive1.28×
SkewBullish-6.30 pp
Implied moveBearish±$7.42
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.0154.2%17.2%75.4434.6%8.4%
25Δ90.0847.5%12.7%76.5435.5%7.6%
30Δ88.3046.5%11.0%77.6336.4%6.8%
35Δ86.5745.5%9.3%78.7237.3%5.9%
40Δ84.8844.6%7.7%79.8238.2%5.1%
45Δ83.6043.1%6.7%80.9238.1%4.5%
50Δ82.3241.6%5.7%82.0337.8%3.8%
55Δ81.0540.1%4.6%83.1437.6%3.2%
60Δ79.7838.9%3.7%84.2437.3%2.6%
65Δ78.5339.0%3.1%85.4036.9%2.0%
70Δ77.2839.1%2.6%86.6636.3%1.6%
75Δ76.0439.2%2.1%87.9335.6%1.2%
80Δ74.6739.4%1.6%89.1935.0%0.8%

20Δ

Calls
Pseudo strike
94.01
IV
54.2%
B/E move
17.2%
Puts
Pseudo strike
75.44
IV
34.6%
B/E move
8.4%

25Δ

Calls
Pseudo strike
90.08
IV
47.5%
B/E move
12.7%
Puts
Pseudo strike
76.54
IV
35.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
88.30
IV
46.5%
B/E move
11.0%
Puts
Pseudo strike
77.63
IV
36.4%
B/E move
6.8%

35Δ

Calls
Pseudo strike
86.57
IV
45.5%
B/E move
9.3%
Puts
Pseudo strike
78.72
IV
37.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
84.88
IV
44.6%
B/E move
7.7%
Puts
Pseudo strike
79.82
IV
38.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
83.60
IV
43.1%
B/E move
6.7%
Puts
Pseudo strike
80.92
IV
38.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
82.32
IV
41.6%
B/E move
5.7%
Puts
Pseudo strike
82.03
IV
37.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
81.05
IV
40.1%
B/E move
4.6%
Puts
Pseudo strike
83.14
IV
37.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
79.78
IV
38.9%
B/E move
3.7%
Puts
Pseudo strike
84.24
IV
37.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
78.53
IV
39.0%
B/E move
3.1%
Puts
Pseudo strike
85.40
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
77.28
IV
39.1%
B/E move
2.6%
Puts
Pseudo strike
86.66
IV
36.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
76.04
IV
39.2%
B/E move
2.1%
Puts
Pseudo strike
87.93
IV
35.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
74.67
IV
39.4%
B/E move
1.6%
Puts
Pseudo strike
89.19
IV
35.0%
B/E move
0.8%

Options history

No recorded observations