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Velocity Financial, Inc. VEL

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Market datapartial · fetched 2026-10-22T22:54:00.502Z

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 · 2026-10-22T22:30:00.003328066Z

FundamentalsAlpha Vantage · unavailable

Share price$15.21
1D+2.1%
AH$14.85$15.00$15.16$15.32$15.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEL
Sold putSold callAH

Velocity Financial, Inc. options

Live interpolated VEL call and put midpoint premiums by absolute delta.Velocity Financial, Inc.$0.19$1.12$2.04$2.97$3.90$10.05$12.73$15.41$18.09$20.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEL spot · $15.21VEL PRICE$0.29$0.37$1.30$1.28$1.25$1.23$1.21$1.19$1.40$1.82$2.23$2.65$3.07$1.25$1.18$1.11$1.04$0.96$1.04$1.30$1.56$1.82$2.07$2.33$2.59$3.63
PutsExpensive2.44×
CallsExpensive2.58×
SkewBullish-9.42 pp
Implied moveBearish±$2.51
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3265.5%22.4%10.63217.4%38.4%
25Δ17.5163.8%17.6%11.59183.1%31.6%
30Δ24.96211.7%72.7%12.56148.8%24.7%
35Δ23.14184.2%60.5%13.52114.5%17.9%
40Δ21.32156.7%48.4%14.4980.2%11.1%
45Δ19.50129.2%36.3%15.1862.0%7.1%
50Δ17.67101.8%24.1%15.5662.1%6.2%
55Δ15.8574.3%12.0%15.9562.3%5.4%
60Δ14.7264.9%6.0%16.3362.5%4.6%
65Δ14.2171.2%5.4%16.7162.7%3.7%
70Δ13.6977.5%4.7%17.1062.8%2.9%
75Δ13.1883.8%4.1%17.4863.0%2.1%
80Δ12.6690.0%3.4%18.6070.6%1.6%

20Δ

Calls
Pseudo strike
18.32
IV
65.5%
B/E move
22.4%
Puts
Pseudo strike
10.63
IV
217.4%
B/E move
38.4%

25Δ

Calls
Pseudo strike
17.51
IV
63.8%
B/E move
17.6%
Puts
Pseudo strike
11.59
IV
183.1%
B/E move
31.6%

30Δ

Calls
Pseudo strike
24.96
IV
211.7%
B/E move
72.7%
Puts
Pseudo strike
12.56
IV
148.8%
B/E move
24.7%

35Δ

Calls
Pseudo strike
23.14
IV
184.2%
B/E move
60.5%
Puts
Pseudo strike
13.52
IV
114.5%
B/E move
17.9%

40Δ

Calls
Pseudo strike
21.32
IV
156.7%
B/E move
48.4%
Puts
Pseudo strike
14.49
IV
80.2%
B/E move
11.1%

45Δ

Calls
Pseudo strike
19.50
IV
129.2%
B/E move
36.3%
Puts
Pseudo strike
15.18
IV
62.0%
B/E move
7.1%

50Δ

Calls
Pseudo strike
17.67
IV
101.8%
B/E move
24.1%
Puts
Pseudo strike
15.56
IV
62.1%
B/E move
6.2%

55Δ

Calls
Pseudo strike
15.85
IV
74.3%
B/E move
12.0%
Puts
Pseudo strike
15.95
IV
62.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
14.72
IV
64.9%
B/E move
6.0%
Puts
Pseudo strike
16.33
IV
62.5%
B/E move
4.6%

65Δ

Calls
Pseudo strike
14.21
IV
71.2%
B/E move
5.4%
Puts
Pseudo strike
16.71
IV
62.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.69
IV
77.5%
B/E move
4.7%
Puts
Pseudo strike
17.10
IV
62.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.18
IV
83.8%
B/E move
4.1%
Puts
Pseudo strike
17.48
IV
63.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.66
IV
90.0%
B/E move
3.4%
Puts
Pseudo strike
18.60
IV
70.6%
B/E move
1.6%

Options history

No recorded observations