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Visteon Corporation Common Stock VC

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Market datapartial · fetched 2026-10-22T19:58:58.212Z

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 · 2026-10-22T19:58:57.44596341Z

FundamentalsAlpha Vantage · unavailable

Share price$81.39
1D+0.2%
$78.89$79.83$80.76$81.69$82.635:30 AM6:30 AM9:00 AM1:00 PMVC
Sold putSold call

Visteon Corporation Common Stock options

Live interpolated VC call and put midpoint premiums by absolute delta.Visteon Corporation Common Stock$0.75$2.90$5.05$7.20$9.35$68.70$75.44$82.17$88.90$95.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VC spot · $81.39VC PRICE$1.28$1.52$1.90$2.30$2.70$3.12$3.54$3.96$4.42$5.22$6.03$6.84$7.64$0.99$1.42$1.85$2.28$2.71$3.30$3.90$4.51$5.12$5.88$6.83$7.78$8.73
PutsCheap0.85×
CallsExpensive1.27×
SkewBullish-5.20 pp
Implied moveBearish±$7.45
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.0654.0%17.1%75.4834.9%8.5%
25Δ90.1647.3%12.6%76.5835.8%7.6%
30Δ88.3546.1%10.9%77.6936.8%6.8%
35Δ86.6345.2%9.3%78.7937.7%6.0%
40Δ84.9344.2%7.7%79.8938.7%5.2%
45Δ83.6742.7%6.6%81.0238.6%4.5%
50Δ82.4141.2%5.6%82.1438.3%3.9%
55Δ81.1539.7%4.6%83.2638.1%3.2%
60Δ79.9038.3%3.6%84.3837.9%2.6%
65Δ78.6838.3%3.1%85.5937.6%2.1%
70Δ77.4538.2%2.6%86.8937.1%1.6%
75Δ76.2338.2%2.1%88.1936.6%1.2%
80Δ75.0138.2%1.6%89.4936.1%0.8%

20Δ

Calls
Pseudo strike
94.06
IV
54.0%
B/E move
17.1%
Puts
Pseudo strike
75.48
IV
34.9%
B/E move
8.5%

25Δ

Calls
Pseudo strike
90.16
IV
47.3%
B/E move
12.6%
Puts
Pseudo strike
76.58
IV
35.8%
B/E move
7.6%

30Δ

Calls
Pseudo strike
88.35
IV
46.1%
B/E move
10.9%
Puts
Pseudo strike
77.69
IV
36.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
86.63
IV
45.2%
B/E move
9.3%
Puts
Pseudo strike
78.79
IV
37.7%
B/E move
6.0%

40Δ

Calls
Pseudo strike
84.93
IV
44.2%
B/E move
7.7%
Puts
Pseudo strike
79.89
IV
38.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
83.67
IV
42.7%
B/E move
6.6%
Puts
Pseudo strike
81.02
IV
38.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
82.41
IV
41.2%
B/E move
5.6%
Puts
Pseudo strike
82.14
IV
38.3%
B/E move
3.9%

55Δ

Calls
Pseudo strike
81.15
IV
39.7%
B/E move
4.6%
Puts
Pseudo strike
83.26
IV
38.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
79.90
IV
38.3%
B/E move
3.6%
Puts
Pseudo strike
84.38
IV
37.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
78.68
IV
38.3%
B/E move
3.1%
Puts
Pseudo strike
85.59
IV
37.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
77.45
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
86.89
IV
37.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
76.23
IV
38.2%
B/E move
2.1%
Puts
Pseudo strike
88.19
IV
36.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
75.01
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
89.49
IV
36.1%
B/E move
0.8%

Options history

No recorded observations