Fundrise Innovation Fund, LLC VCX
i
Market dataready · fetched 2026-11-12T00:47:16.616Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T00:41:33.155892382Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:47:16.207064+00:00
Fundrise Innovation Fund, LLC options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.63 | 118.0% | 15.1% | |||
| 25Δ | 21.19 | 121.4% | 13.5% | |||
| 30Δ | 26.67 | 121.0% | 16.0% | 21.89 | 110.9% | 11.1% |
| 35Δ | 25.80 | 115.3% | 13.0% | 22.56 | 102.3% | 8.8% |
| 40Δ | 25.31 | 122.7% | 12.0% | 23.07 | 108.6% | 8.1% |
| 45Δ | 24.78 | 127.1% | 10.8% | 23.58 | 114.8% | 7.4% |
| 50Δ | 24.16 | 126.4% | 9.1% | |||
| 55Δ | 23.55 | 127.3% | 7.8% | |||
| 60Δ | 22.95 | 128.8% | 6.7% | |||
| 65Δ | 22.38 | 128.0% | 5.5% | |||
| 70Δ | 21.90 | 119.8% | 4.3% | 26.83 | 126.9% | 3.3% |
| 75Δ | 21.41 | 111.6% | 3.2% | 28.05 | 138.2% | 2.9% |
| 80Δ | 20.91 | 104.0% | 2.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 20.63
- IV
- 118.0%
- B/E move
- 15.1%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.19
- IV
- 121.4%
- B/E move
- 13.5%
30Δ
- Pseudo strike
- 26.67
- IV
- 121.0%
- B/E move
- 16.0%
- Pseudo strike
- 21.89
- IV
- 110.9%
- B/E move
- 11.1%
35Δ
- Pseudo strike
- 25.80
- IV
- 115.3%
- B/E move
- 13.0%
- Pseudo strike
- 22.56
- IV
- 102.3%
- B/E move
- 8.8%
40Δ
- Pseudo strike
- 25.31
- IV
- 122.7%
- B/E move
- 12.0%
- Pseudo strike
- 23.07
- IV
- 108.6%
- B/E move
- 8.1%
45Δ
- Pseudo strike
- 24.78
- IV
- 127.1%
- B/E move
- 10.8%
- Pseudo strike
- 23.58
- IV
- 114.8%
- B/E move
- 7.4%
50Δ
- Pseudo strike
- 24.16
- IV
- 126.4%
- B/E move
- 9.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 23.55
- IV
- 127.3%
- B/E move
- 7.8%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 22.95
- IV
- 128.8%
- B/E move
- 6.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 22.38
- IV
- 128.0%
- B/E move
- 5.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 21.90
- IV
- 119.8%
- B/E move
- 4.3%
- Pseudo strike
- 26.83
- IV
- 126.9%
- B/E move
- 3.3%
75Δ
- Pseudo strike
- 21.41
- IV
- 111.6%
- B/E move
- 3.2%
- Pseudo strike
- 28.05
- IV
- 138.2%
- B/E move
- 2.9%
80Δ
- Pseudo strike
- 20.91
- IV
- 104.0%
- B/E move
- 2.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 70.98% | |
| 75.63% | |
| 70.95% | |
| 70.13% | |
| 81.73% | |
| 72.37% | |
| 75.10% | |
| 68.52% | |
| 77.86% | |
| 71.70% |