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Visteon Corporation Common Stock VC

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Market dataready · fetched 2026-11-12T00:44:26.373Z

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: 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 · 2026-11-11T21:00:01.9301036Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:44:25.735243+00:00

Share price$80.07
1D-1.1%
AH$79.49$79.92$80.35$80.79$81.225:30 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$0.66$2.38$4.10$5.82$7.54$72.61$76.65$80.69$84.73$88.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VC spot · $80.07VC PRICE$0.85$1.01$1.20$1.39$1.58$1.77$1.96$2.50$3.36$4.22$5.08$5.95$7.04$1.13$1.39$1.65$1.91$2.17$2.45$2.77$3.08$3.39$3.71$4.02$4.33
Puts——
CallsCheap0.91×
Skew——
Implied moveBearish±$4.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.2368.3%12.5%
25Δ85.8157.5%8.4%75.5857.7%7.0%
30Δ84.2752.7%6.7%76.5655.4%6.1%
35Δ83.3249.8%5.8%77.5453.1%5.2%
40Δ82.3746.8%4.8%78.5250.8%4.3%
45Δ81.4143.8%3.9%79.5048.5%3.4%
50Δ80.4640.9%2.9%80.2946.2%2.8%
55Δ79.4741.8%2.4%80.8744.0%2.5%
60Δ78.4446.4%2.2%81.4541.7%2.1%
65Δ77.4151.1%2.0%82.0339.5%1.8%
70Δ76.3955.7%1.8%82.6137.2%1.5%
75Δ75.3660.3%1.5%83.1935.0%1.1%
80Δ74.0461.3%1.3%83.7732.7%0.8%

20Δ

Calls
Pseudo strike
89.23
IV
68.3%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
85.81
IV
57.5%
B/E move
8.4%
Puts
Pseudo strike
75.58
IV
57.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
84.27
IV
52.7%
B/E move
6.7%
Puts
Pseudo strike
76.56
IV
55.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
83.32
IV
49.8%
B/E move
5.8%
Puts
Pseudo strike
77.54
IV
53.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
82.37
IV
46.8%
B/E move
4.8%
Puts
Pseudo strike
78.52
IV
50.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
81.41
IV
43.8%
B/E move
3.9%
Puts
Pseudo strike
79.50
IV
48.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
80.46
IV
40.9%
B/E move
2.9%
Puts
Pseudo strike
80.29
IV
46.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
79.47
IV
41.8%
B/E move
2.4%
Puts
Pseudo strike
80.87
IV
44.0%
B/E move
2.5%

60Δ

Calls
Pseudo strike
78.44
IV
46.4%
B/E move
2.2%
Puts
Pseudo strike
81.45
IV
41.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
77.41
IV
51.1%
B/E move
2.0%
Puts
Pseudo strike
82.03
IV
39.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
76.39
IV
55.7%
B/E move
1.8%
Puts
Pseudo strike
82.61
IV
37.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
75.36
IV
60.3%
B/E move
1.5%
Puts
Pseudo strike
83.19
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
74.04
IV
61.3%
B/E move
1.3%
Puts
Pseudo strike
83.77
IV
32.7%
B/E move
0.8%

Options history

IV · four-Friday blend38.80%
Daily EOD
VC35.8%37.5%39.2%2026-10-19: 38.96%2026-10-20: 37.63%2026-10-21: 36.12%2026-10-22: 38.11%2026-10-23: 37.72%2026-10-26: 37.50%2026-10-27: 36.05%2026-10-28: 37.78%2026-10-29: 38.01%2026-10-30: 38.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.96%
37.63%
36.12%
38.11%
37.72%
37.50%
36.05%
37.78%
38.01%
38.80%