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Victory Capital Holdings, Inc. Class A Common Stock VCTR

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T16:03:33.670Z

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 · 2026-11-12T16:02:29.914163708Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:03:32.995413+00:00

Share price$125.22
1D+0.3%
$123.36$123.97$124.59$125.20$125.825:30 AM6:30 AM9:00 AM1:00 PMVCTR
Sold putSold call

Victory Capital Holdings, Inc. Class A Common Stock options

Live interpolated VCTR call and put midpoint premiums by absolute delta.Victory Capital Holdings, Inc. Class A Common Stock$1.22$2.96$4.71$6.45$8.19$106.06$114.52$122.97$131.42$139.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCTR spot · $125.22VCTR PRICE$2.45$2.45$2.46$2.47$2.59$2.71$2.83$3.07$3.50$3.92$4.35$4.77$5.20$1.41$1.90$2.39$2.58$2.73$2.89$3.23$3.70$4.17$4.64$5.11$5.58$7.69
PutsCheap0.57×
CallsCheap0.88×
SkewBullish-6.30 pp
Implied moveBearish±$6.05
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.97127.6%21.7%116.2162.5%8.3%
25Δ139.3294.1%13.2%118.0062.9%7.3%
30Δ133.8273.8%8.8%119.7863.3%6.3%
35Δ130.2159.6%6.0%121.3357.7%5.2%
40Δ128.6753.0%4.8%122.8551.2%4.1%
45Δ127.2646.8%3.8%124.3744.8%3.0%
50Δ125.8540.7%2.8%125.5241.4%2.3%
55Δ124.7036.4%2.0%126.4140.1%2.0%
60Δ123.9435.0%1.8%127.3038.8%1.7%
65Δ123.1833.6%1.5%128.1937.6%1.3%
70Δ122.4232.2%1.2%129.0836.3%1.0%
75Δ121.6630.8%1.0%129.9635.0%0.7%
80Δ120.9029.4%0.7%132.2539.6%0.5%

20Δ

Calls
Pseudo strike
149.97
IV
127.6%
B/E move
21.7%
Puts
Pseudo strike
116.21
IV
62.5%
B/E move
8.3%

25Δ

Calls
Pseudo strike
139.32
IV
94.1%
B/E move
13.2%
Puts
Pseudo strike
118.00
IV
62.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
133.82
IV
73.8%
B/E move
8.8%
Puts
Pseudo strike
119.78
IV
63.3%
B/E move
6.3%

35Δ

Calls
Pseudo strike
130.21
IV
59.6%
B/E move
6.0%
Puts
Pseudo strike
121.33
IV
57.7%
B/E move
5.2%

40Δ

Calls
Pseudo strike
128.67
IV
53.0%
B/E move
4.8%
Puts
Pseudo strike
122.85
IV
51.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
127.26
IV
46.8%
B/E move
3.8%
Puts
Pseudo strike
124.37
IV
44.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
125.85
IV
40.7%
B/E move
2.8%
Puts
Pseudo strike
125.52
IV
41.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
124.70
IV
36.4%
B/E move
2.0%
Puts
Pseudo strike
126.41
IV
40.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
123.94
IV
35.0%
B/E move
1.8%
Puts
Pseudo strike
127.30
IV
38.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
123.18
IV
33.6%
B/E move
1.5%
Puts
Pseudo strike
128.19
IV
37.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
122.42
IV
32.2%
B/E move
1.2%
Puts
Pseudo strike
129.08
IV
36.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
121.66
IV
30.8%
B/E move
1.0%
Puts
Pseudo strike
129.96
IV
35.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
120.90
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
132.25
IV
39.6%
B/E move
0.5%

Options history

IV · four-Friday blend39.67%
Daily EOD
VCTR36.3%38.1%39.9%2026-10-19: 36.55%2026-10-20: 36.85%2026-10-21: 37.34%2026-10-22: 37.56%2026-10-23: 38.16%2026-10-26: 38.12%2026-10-27: 38.02%2026-10-28: 37.61%2026-10-29: 37.77%2026-10-30: 39.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.55%
36.85%
37.34%
37.56%
38.16%
38.12%
38.02%
37.61%
37.77%
39.67%