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Velocity Financial, Inc. VEL

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Market datapartial · fetched 2026-10-22T16:34:49.277Z

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 · 2026-10-22T16:33:21.742166473Z

FundamentalsAlpha Vantage · unavailable

Share price$15.38
1D+3.3%
$14.85$15.00$15.16$15.32$15.475:30 AM6:30 AM9:00 AM1:00 PMVEL
Sold putSold call

Velocity Financial, Inc. options

Live interpolated VEL call and put midpoint premiums by absolute delta.Velocity Financial, Inc.$0.74$1.83$2.91$4.00$5.09$10.11$13.11$16.11$19.12$22.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEL spot · $15.38VEL PRICE$0.89$1.27$1.30$1.30$1.29$1.29$1.28$1.28$1.29$1.61$1.93$2.25$2.57$1.23$1.14$1.04$0.95$0.85$1.08$1.33$1.57$1.82$2.06$2.31$3.04$4.78
PutsExpensive2.38×
CallsExpensive3.15×
SkewBullish-34.08 pp
Implied moveBalanced±$2.61
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.75202.6%99.3%10.75214.2%38.1%
25Δ34.57269.8%133.1%11.80176.5%30.7%
30Δ24.97207.6%70.9%12.85138.8%23.2%
35Δ23.30183.1%60.0%13.90101.0%15.8%
40Δ21.62158.5%49.0%14.9563.3%8.3%
45Δ19.95134.0%38.1%15.3661.7%7.2%
50Δ18.27109.5%27.2%15.7461.9%6.3%
55Δ16.5985.0%16.2%16.1162.1%5.4%
60Δ14.9861.8%5.8%16.4962.3%4.6%
65Δ14.5462.9%5.0%16.8762.5%3.7%
70Δ14.1064.1%4.3%17.2462.7%2.9%
75Δ13.6665.3%3.5%18.0769.7%2.2%
80Δ13.2266.4%2.7%19.8290.9%2.1%

20Δ

Calls
Pseudo strike
29.75
IV
202.6%
B/E move
99.3%
Puts
Pseudo strike
10.75
IV
214.2%
B/E move
38.1%

25Δ

Calls
Pseudo strike
34.57
IV
269.8%
B/E move
133.1%
Puts
Pseudo strike
11.80
IV
176.5%
B/E move
30.7%

30Δ

Calls
Pseudo strike
24.97
IV
207.6%
B/E move
70.9%
Puts
Pseudo strike
12.85
IV
138.8%
B/E move
23.2%

35Δ

Calls
Pseudo strike
23.30
IV
183.1%
B/E move
60.0%
Puts
Pseudo strike
13.90
IV
101.0%
B/E move
15.8%

40Δ

Calls
Pseudo strike
21.62
IV
158.5%
B/E move
49.0%
Puts
Pseudo strike
14.95
IV
63.3%
B/E move
8.3%

45Δ

Calls
Pseudo strike
19.95
IV
134.0%
B/E move
38.1%
Puts
Pseudo strike
15.36
IV
61.7%
B/E move
7.2%

50Δ

Calls
Pseudo strike
18.27
IV
109.5%
B/E move
27.2%
Puts
Pseudo strike
15.74
IV
61.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
16.59
IV
85.0%
B/E move
16.2%
Puts
Pseudo strike
16.11
IV
62.1%
B/E move
5.4%

60Δ

Calls
Pseudo strike
14.98
IV
61.8%
B/E move
5.8%
Puts
Pseudo strike
16.49
IV
62.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
14.54
IV
62.9%
B/E move
5.0%
Puts
Pseudo strike
16.87
IV
62.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
14.10
IV
64.1%
B/E move
4.3%
Puts
Pseudo strike
17.24
IV
62.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
13.66
IV
65.3%
B/E move
3.5%
Puts
Pseudo strike
18.07
IV
69.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
13.22
IV
66.4%
B/E move
2.7%
Puts
Pseudo strike
19.82
IV
90.9%
B/E move
2.1%

Options history

No recorded observations