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Velocity Financial, Inc. VEL

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Market datapartial · fetched 2026-10-23T16:47:58.377Z

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 · 2026-10-23T16:44:14.001133746Z

FundamentalsAlpha Vantage · unavailable

Share price$15.22
1D-0.1%
$14.76$14.90$15.04$15.18$15.315:30 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.$0.07$2.09$4.11$6.12$8.14$7.48$11.46$15.43$19.40$23.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEL spot · $15.22VEL PRICE$0.29$0.37$1.40$1.59$1.77$1.96$2.14$2.33$2.51$2.70$2.88$3.07$3.25$1.40$1.50$1.61$1.72$1.83$1.94$2.05$2.16$2.27$2.38$2.49$2.61$7.56
PutsExpensive3.60×
CallsExpensive3.68×
SkewBullish-9.92 pp
Implied moveBullish±$4.20
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3366.5%22.3%10.41235.4%40.8%
25Δ17.5164.8%17.5%11.06219.9%37.2%
30Δ29.08245.2%100.3%11.70204.3%33.7%
35Δ27.44230.8%90.7%12.35188.8%30.2%
40Δ25.80216.4%81.2%12.99173.3%26.7%
45Δ24.16202.0%71.6%13.63157.7%23.2%
50Δ22.52187.6%62.1%14.28142.2%19.7%
55Δ20.88173.2%52.5%14.92126.7%16.2%
60Δ19.24158.8%43.0%15.57111.1%12.6%
65Δ17.61144.4%33.4%16.2195.6%9.1%
70Δ15.97130.0%23.9%16.8680.1%5.6%
75Δ14.33115.6%14.3%17.5164.7%2.1%
80Δ12.69101.2%4.8%22.48108.2%2.0%

20Δ

Calls
Pseudo strike
18.33
IV
66.5%
B/E move
22.3%
Puts
Pseudo strike
10.41
IV
235.4%
B/E move
40.8%

25Δ

Calls
Pseudo strike
17.51
IV
64.8%
B/E move
17.5%
Puts
Pseudo strike
11.06
IV
219.9%
B/E move
37.2%

30Δ

Calls
Pseudo strike
29.08
IV
245.2%
B/E move
100.3%
Puts
Pseudo strike
11.70
IV
204.3%
B/E move
33.7%

35Δ

Calls
Pseudo strike
27.44
IV
230.8%
B/E move
90.7%
Puts
Pseudo strike
12.35
IV
188.8%
B/E move
30.2%

40Δ

Calls
Pseudo strike
25.80
IV
216.4%
B/E move
81.2%
Puts
Pseudo strike
12.99
IV
173.3%
B/E move
26.7%

45Δ

Calls
Pseudo strike
24.16
IV
202.0%
B/E move
71.6%
Puts
Pseudo strike
13.63
IV
157.7%
B/E move
23.2%

50Δ

Calls
Pseudo strike
22.52
IV
187.6%
B/E move
62.1%
Puts
Pseudo strike
14.28
IV
142.2%
B/E move
19.7%

55Δ

Calls
Pseudo strike
20.88
IV
173.2%
B/E move
52.5%
Puts
Pseudo strike
14.92
IV
126.7%
B/E move
16.2%

60Δ

Calls
Pseudo strike
19.24
IV
158.8%
B/E move
43.0%
Puts
Pseudo strike
15.57
IV
111.1%
B/E move
12.6%

65Δ

Calls
Pseudo strike
17.61
IV
144.4%
B/E move
33.4%
Puts
Pseudo strike
16.21
IV
95.6%
B/E move
9.1%

70Δ

Calls
Pseudo strike
15.97
IV
130.0%
B/E move
23.9%
Puts
Pseudo strike
16.86
IV
80.1%
B/E move
5.6%

75Δ

Calls
Pseudo strike
14.33
IV
115.6%
B/E move
14.3%
Puts
Pseudo strike
17.51
IV
64.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
12.69
IV
101.2%
B/E move
4.8%
Puts
Pseudo strike
22.48
IV
108.2%
B/E move
2.0%

Options history

No recorded observations