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Vertex, Inc. Class A Common Stock VERX

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Market dataready · fetched 2026-11-12T16:42:03.018Z

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 · 2026-11-12T16:42:00.453155782Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:42:02.455783+00:00

Share price$17.89
1D+0.4%
$17.79$17.89$18.00$18.10$18.205:30 AM6:30 AM9:00 AM1:00 PMVERX
Sold putSold call

Vertex, Inc. Class A Common Stock options

Live interpolated VERX call and put midpoint premiums by absolute delta.Vertex, Inc. Class A Common Stock$0.33$0.79$1.25$1.71$2.17$14.34$16.30$18.27$20.23$22.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VERX spot · $17.89VERX PRICE$0.38$0.38$0.39$0.44$0.52$0.60$0.68$0.88$1.07$1.27$1.49$1.77$2.04$0.38$0.38$0.38$0.45$0.52$0.60$0.67$0.78$0.89$1.01$1.12$1.24
Puts——
CallsCheap0.64×
Skew——
Implied moveBalanced±$1.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.79138.3%23.9%15.67116.9%14.5%
25Δ20.07101.3%14.3%16.4490.5%10.2%
30Δ19.3183.8%10.1%17.0371.0%7.0%
35Δ18.8475.4%7.8%17.2668.1%6.0%
40Δ18.5672.9%6.6%17.5065.3%5.1%
45Δ18.2870.5%5.5%17.7362.4%4.2%
50Δ18.0068.2%4.4%17.9759.5%3.3%
55Δ17.7272.8%4.0%18.1758.0%2.8%
60Δ17.4577.4%3.5%18.3656.7%2.4%
65Δ17.1881.9%3.1%18.5555.4%1.9%
70Δ16.8785.5%2.7%18.7454.0%1.5%
75Δ16.5187.2%2.2%18.9452.7%1.1%
80Δ16.1588.8%1.7%

20Δ

Calls
Pseudo strike
21.79
IV
138.3%
B/E move
23.9%
Puts
Pseudo strike
15.67
IV
116.9%
B/E move
14.5%

25Δ

Calls
Pseudo strike
20.07
IV
101.3%
B/E move
14.3%
Puts
Pseudo strike
16.44
IV
90.5%
B/E move
10.2%

30Δ

Calls
Pseudo strike
19.31
IV
83.8%
B/E move
10.1%
Puts
Pseudo strike
17.03
IV
71.0%
B/E move
7.0%

35Δ

Calls
Pseudo strike
18.84
IV
75.4%
B/E move
7.8%
Puts
Pseudo strike
17.26
IV
68.1%
B/E move
6.0%

40Δ

Calls
Pseudo strike
18.56
IV
72.9%
B/E move
6.6%
Puts
Pseudo strike
17.50
IV
65.3%
B/E move
5.1%

45Δ

Calls
Pseudo strike
18.28
IV
70.5%
B/E move
5.5%
Puts
Pseudo strike
17.73
IV
62.4%
B/E move
4.2%

50Δ

Calls
Pseudo strike
18.00
IV
68.2%
B/E move
4.4%
Puts
Pseudo strike
17.97
IV
59.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
17.72
IV
72.8%
B/E move
4.0%
Puts
Pseudo strike
18.17
IV
58.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
17.45
IV
77.4%
B/E move
3.5%
Puts
Pseudo strike
18.36
IV
56.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
17.18
IV
81.9%
B/E move
3.1%
Puts
Pseudo strike
18.55
IV
55.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.87
IV
85.5%
B/E move
2.7%
Puts
Pseudo strike
18.74
IV
54.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.51
IV
87.2%
B/E move
2.2%
Puts
Pseudo strike
18.94
IV
52.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
16.15
IV
88.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.61%
Daily EOD
VERX58.2%65.8%73.5%2026-10-19: 59.21%2026-10-20: 72.41%2026-10-21: 72.16%2026-10-22: 67.57%2026-10-23: 65.85%2026-10-26: 64.68%2026-10-27: 69.14%2026-10-28: 69.00%2026-10-29: 66.56%2026-10-30: 68.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.21%
72.41%
72.16%
67.57%
65.85%
64.68%
69.14%
69.00%
66.56%
68.61%