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Velocity Financial, Inc. VEL

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-12T00:44:42.991Z

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 · 2026-11-12T00:00:00.002930716Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:44:42.487516+00:00

Share price$16.37
1D-2.0%
AH$16.14$16.29$16.44$16.59$16.745:30 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.$0.15$0.70$1.25$1.80$2.35$14.38$15.42$16.46$17.51$18.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VEL spot · $16.37VEL PRICE$0.33$0.45$0.58$0.70$0.82$0.94$1.06$1.18$1.30$1.43$1.55$0.21$0.31$0.41$0.50$0.60$0.69$0.79$0.89$0.98$1.08$1.18$1.27$2.19
PutsExpensive1.18×
Calls——
Skew——
Implied moveBalanced±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.0369.1%9.5%
25Δ15.2567.8%8.7%
30Δ17.3060.3%7.7%15.4766.6%8.0%
35Δ17.0861.0%7.1%15.6965.3%7.2%
40Δ16.8561.8%6.5%15.9164.0%6.5%
45Δ16.6362.5%5.8%16.1262.8%5.7%
50Δ16.4063.3%5.2%16.3461.5%5.0%
55Δ16.1864.0%4.6%16.5660.3%4.2%
60Δ15.9564.8%3.9%16.7859.0%3.5%
65Δ15.7365.5%3.3%17.0057.8%2.8%
70Δ15.5066.2%2.7%17.2256.5%2.0%
75Δ15.2867.0%2.0%17.4455.2%1.3%
80Δ15.0567.7%1.4%18.4265.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.03
IV
69.1%
B/E move
9.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.25
IV
67.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
17.30
IV
60.3%
B/E move
7.7%
Puts
Pseudo strike
15.47
IV
66.6%
B/E move
8.0%

35Δ

Calls
Pseudo strike
17.08
IV
61.0%
B/E move
7.1%
Puts
Pseudo strike
15.69
IV
65.3%
B/E move
7.2%

40Δ

Calls
Pseudo strike
16.85
IV
61.8%
B/E move
6.5%
Puts
Pseudo strike
15.91
IV
64.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
16.63
IV
62.5%
B/E move
5.8%
Puts
Pseudo strike
16.12
IV
62.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
16.40
IV
63.3%
B/E move
5.2%
Puts
Pseudo strike
16.34
IV
61.5%
B/E move
5.0%

55Δ

Calls
Pseudo strike
16.18
IV
64.0%
B/E move
4.6%
Puts
Pseudo strike
16.56
IV
60.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
15.95
IV
64.8%
B/E move
3.9%
Puts
Pseudo strike
16.78
IV
59.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
15.73
IV
65.5%
B/E move
3.3%
Puts
Pseudo strike
17.00
IV
57.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
15.50
IV
66.2%
B/E move
2.7%
Puts
Pseudo strike
17.22
IV
56.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
15.28
IV
67.0%
B/E move
2.0%
Puts
Pseudo strike
17.44
IV
55.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.05
IV
67.7%
B/E move
1.4%
Puts
Pseudo strike
18.42
IV
65.3%
B/E move
0.9%

Options history

IV · four-Friday blend68.63%
Daily EOD
VEL54.3%62.0%69.7%2026-10-19: 55.88%2026-10-20: 59.83%2026-10-21: 62.20%2026-10-22: 64.17%2026-10-23: 61.56%2026-10-26: 65.84%2026-10-27: 65.38%2026-10-28: 65.89%2026-10-29: 55.33%2026-10-30: 68.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.88%
59.83%
62.20%
64.17%
61.56%
65.84%
65.38%
65.89%
55.33%
68.63%