IntraAlpha
Create free account Start free

VF Corporation VFC

CONSUMER CYCLICAL · APPAREL MANUFACTURING
i

Market dataready · fetched 2026-10-15T20:03:13.373Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.833897711Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:08.552777+00:00

Share price$17.00
1D+1.1%
AH$16.54$16.76$16.98$17.20$17.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFC
Sold putSold callAH

VF Corporation options

Live interpolated VFC call and put midpoint premiums by absolute delta.VF Corporation$0.06$0.60$1.14$1.69$2.23$15.75$16.45$17.15$17.85$18.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $17.00OPTION PRICELive VFC spot · $17.00VFC PRICE$0.12$0.33$0.36$0.32$0.28$0.25$0.21$0.37$0.57$0.77$0.97$1.17$0.66$0.24$0.12$0.13$0.14$0.15$0.16$0.20$0.36$0.52$0.69$0.85$1.01$2.07
PutsExpensive1.60×
CallsExpensive1.30×
SkewBullish-40.41 pp
Implied moveBullish±$0.40
TiltBalanced2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.65162.1%10.4%15.06277.0%12.8%
25Δ18.85263.5%12.8%16.5185.9%3.6%
30Δ18.40240.8%10.4%16.6178.4%3.1%
35Δ18.06196.2%8.1%16.7171.0%2.5%
40Δ17.72151.7%5.9%16.8163.5%2.0%
45Δ17.39107.1%3.7%16.9156.0%1.5%
50Δ17.0562.6%1.5%17.0251.5%1.0%
55Δ16.8375.5%1.2%17.1965.4%1.0%
60Δ16.6498.3%1.2%17.3679.3%0.9%
65Δ16.44121.1%1.3%17.5393.2%0.9%
70Δ16.25143.9%1.3%17.70107.1%0.9%
75Δ16.05166.7%1.3%17.87121.0%0.8%
80Δ16.4280.3%0.5%18.91195.3%0.9%

20Δ

Calls
Pseudo strike
18.65
IV
162.1%
B/E move
10.4%
Puts
Pseudo strike
15.06
IV
277.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
18.85
IV
263.5%
B/E move
12.8%
Puts
Pseudo strike
16.51
IV
85.9%
B/E move
3.6%

30Δ

Calls
Pseudo strike
18.40
IV
240.8%
B/E move
10.4%
Puts
Pseudo strike
16.61
IV
78.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
18.06
IV
196.2%
B/E move
8.1%
Puts
Pseudo strike
16.71
IV
71.0%
B/E move
2.5%

40Δ

Calls
Pseudo strike
17.72
IV
151.7%
B/E move
5.9%
Puts
Pseudo strike
16.81
IV
63.5%
B/E move
2.0%

45Δ

Calls
Pseudo strike
17.39
IV
107.1%
B/E move
3.7%
Puts
Pseudo strike
16.91
IV
56.0%
B/E move
1.5%

50Δ

Calls
Pseudo strike
17.05
IV
62.6%
B/E move
1.5%
Puts
Pseudo strike
17.02
IV
51.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
16.83
IV
75.5%
B/E move
1.2%
Puts
Pseudo strike
17.19
IV
65.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
16.64
IV
98.3%
B/E move
1.2%
Puts
Pseudo strike
17.36
IV
79.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
16.44
IV
121.1%
B/E move
1.3%
Puts
Pseudo strike
17.53
IV
93.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
16.25
IV
143.9%
B/E move
1.3%
Puts
Pseudo strike
17.70
IV
107.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
16.05
IV
166.7%
B/E move
1.3%
Puts
Pseudo strike
17.87
IV
121.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
16.42
IV
80.3%
B/E move
0.5%
Puts
Pseudo strike
18.91
IV
195.3%
B/E move
0.9%