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Visteon Corporation Common Stock VC

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Market datapartial · fetched 2026-10-23T16:47:02.224Z

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 · 2026-10-23T16:46:49.545053609Z

FundamentalsAlpha Vantage · unavailable

Share price$74.89
1D-6.1%
$74$75$77$79$805:30 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$0.69$2.76$4.82$6.88$8.95$61.49$69.59$77.68$85.77$93.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VC spot · $74.89VC PRICE$1.24$1.51$1.81$2.10$2.40$2.70$2.99$3.40$3.93$4.45$4.98$5.51$6.18$0.91$1.18$1.48$1.78$2.08$2.37$2.86$3.54$4.23$4.91$5.60$6.68$8.35
PutsCheap0.69×
CallsExpensive1.25×
SkewBullish-7.47 pp
Implied moveBullish±$5.85
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.4058.2%18.4%69.0037.4%9.1%
25Δ83.9552.6%14.1%70.4636.1%7.5%
30Δ81.6849.3%11.5%71.4635.0%6.6%
35Δ79.6546.2%9.2%72.4733.9%5.6%
40Δ78.3443.7%7.8%73.4832.9%4.7%
45Δ77.0241.2%6.4%74.4831.8%3.7%
50Δ75.7038.7%5.1%75.4831.6%3.0%
55Δ74.5637.0%4.1%76.4632.2%2.6%
60Δ73.6136.3%3.5%77.4532.8%2.2%
65Δ72.6735.5%3.0%78.4333.5%1.8%
70Δ71.7334.7%2.4%79.4234.1%1.4%
75Δ70.7833.9%1.9%80.7835.2%1.1%
80Δ69.7333.2%1.3%82.6737.0%0.8%

20Δ

Calls
Pseudo strike
87.40
IV
58.2%
B/E move
18.4%
Puts
Pseudo strike
69.00
IV
37.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
83.95
IV
52.6%
B/E move
14.1%
Puts
Pseudo strike
70.46
IV
36.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
81.68
IV
49.3%
B/E move
11.5%
Puts
Pseudo strike
71.46
IV
35.0%
B/E move
6.6%

35Δ

Calls
Pseudo strike
79.65
IV
46.2%
B/E move
9.2%
Puts
Pseudo strike
72.47
IV
33.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
78.34
IV
43.7%
B/E move
7.8%
Puts
Pseudo strike
73.48
IV
32.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
77.02
IV
41.2%
B/E move
6.4%
Puts
Pseudo strike
74.48
IV
31.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
75.70
IV
38.7%
B/E move
5.1%
Puts
Pseudo strike
75.48
IV
31.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
74.56
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
76.46
IV
32.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
73.61
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
77.45
IV
32.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
72.67
IV
35.5%
B/E move
3.0%
Puts
Pseudo strike
78.43
IV
33.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
71.73
IV
34.7%
B/E move
2.4%
Puts
Pseudo strike
79.42
IV
34.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
70.78
IV
33.9%
B/E move
1.9%
Puts
Pseudo strike
80.78
IV
35.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
69.73
IV
33.2%
B/E move
1.3%
Puts
Pseudo strike
82.67
IV
37.0%
B/E move
0.8%

Options history

No recorded observations