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Vertex VERX

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-23T02:59:53.821Z

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 · 2026-10-22T21:37:56.461396606Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:59:53.180475+00:00

Share price$14.90
1D+3.3%
AH$14.70$14.89$15.09$15.28$15.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVERX
Sold putSold callAH

Vertex options

Live interpolated VERX call and put midpoint premiums by absolute delta.Vertex$0.20$1.85$3.50$5.16$6.81$9.90$12.24$14.58$16.91$19.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VERX spot · $14.90VERX PRICE$0.38$0.47$0.59$0.70$0.81$0.94$1.08$1.24$1.43$1.62$2.39$2.97$3.11$0.46$0.54$0.64$0.76$0.92$1.09$1.29$1.53$1.76$2.10$2.44$4.18$6.33
PutsExpensive1.34×
CallsExpensive1.17×
SkewBullish-6.40 pp
Implied moveBearish±$2.37
TiltBearish15.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1190.2%30.8%12.3890.7%20.0%
25Δ18.0584.4%24.3%13.1977.5%15.1%
30Δ17.3682.3%20.5%13.6971.9%12.4%
35Δ16.7479.8%17.1%14.1368.3%10.2%
40Δ16.1876.6%14.0%14.4967.7%8.9%
45Δ15.7174.5%11.8%14.8667.2%7.6%
50Δ15.2872.8%9.8%15.2367.2%6.5%
55Δ14.8771.5%8.1%15.6067.6%5.5%
60Δ14.5071.1%6.9%15.9867.9%4.6%
65Δ14.1270.7%5.6%16.4368.6%3.8%
70Δ13.4295.3%6.1%16.8969.4%3.0%
75Δ12.80107.5%5.8%18.6689.7%2.8%
80Δ12.4096.3%4.1%20.83116.0%2.7%

20Δ

Calls
Pseudo strike
19.11
IV
90.2%
B/E move
30.8%
Puts
Pseudo strike
12.38
IV
90.7%
B/E move
20.0%

25Δ

Calls
Pseudo strike
18.05
IV
84.4%
B/E move
24.3%
Puts
Pseudo strike
13.19
IV
77.5%
B/E move
15.1%

30Δ

Calls
Pseudo strike
17.36
IV
82.3%
B/E move
20.5%
Puts
Pseudo strike
13.69
IV
71.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
16.74
IV
79.8%
B/E move
17.1%
Puts
Pseudo strike
14.13
IV
68.3%
B/E move
10.2%

40Δ

Calls
Pseudo strike
16.18
IV
76.6%
B/E move
14.0%
Puts
Pseudo strike
14.49
IV
67.7%
B/E move
8.9%

45Δ

Calls
Pseudo strike
15.71
IV
74.5%
B/E move
11.8%
Puts
Pseudo strike
14.86
IV
67.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
15.28
IV
72.8%
B/E move
9.8%
Puts
Pseudo strike
15.23
IV
67.2%
B/E move
6.5%

55Δ

Calls
Pseudo strike
14.87
IV
71.5%
B/E move
8.1%
Puts
Pseudo strike
15.60
IV
67.6%
B/E move
5.5%

60Δ

Calls
Pseudo strike
14.50
IV
71.1%
B/E move
6.9%
Puts
Pseudo strike
15.98
IV
67.9%
B/E move
4.6%

65Δ

Calls
Pseudo strike
14.12
IV
70.7%
B/E move
5.6%
Puts
Pseudo strike
16.43
IV
68.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
13.42
IV
95.3%
B/E move
6.1%
Puts
Pseudo strike
16.89
IV
69.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.80
IV
107.5%
B/E move
5.8%
Puts
Pseudo strike
18.66
IV
89.7%
B/E move
2.8%

80Δ

Calls
Pseudo strike
12.40
IV
96.3%
B/E move
4.1%
Puts
Pseudo strike
20.83
IV
116.0%
B/E move
2.7%

Options history

No recorded observations