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VF Corporation VFC

CONSUMER CYCLICAL · APPAREL MANUFACTURING
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Market dataready · fetched 2026-10-16T22:51:20.565Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.000423898Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:51:19.963586+00:00

Share price$16.85
1D-4.1%
AH$16.41$16.73$17.05$17.37$17.695:30 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$0.11$0.41$0.71$1.01$1.31$14.53$15.69$16.84$18.00$19.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFC spot · $16.85VFC PRICE$0.49$0.65$0.27$0.26$0.31$0.35$0.42$0.50$0.58$0.66$0.81$0.95$1.23$0.14$0.17$0.22$0.26$0.31$0.34$0.38$0.42$0.54$0.67$0.79$0.95$1.13
PutsCheap0.62×
CallsFair0.96×
SkewBullish-32.81 pp
Implied moveBullish±$0.81
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.72217.6%37.7%15.8754.4%6.7%
25Δ21.80222.2%33.3%16.1547.1%5.2%
30Δ18.0371.2%8.7%16.3246.8%4.5%
35Δ17.3648.7%4.6%16.4846.4%3.8%
40Δ17.2047.5%3.9%16.6144.4%3.2%
45Δ17.0446.3%3.2%16.7442.2%2.7%
50Δ16.8946.3%2.8%16.8740.0%2.2%
55Δ16.7646.6%2.4%17.0037.7%1.6%
60Δ16.6247.0%2.0%17.1539.9%1.4%
65Δ16.4747.5%1.7%17.3142.2%1.3%
70Δ16.2949.4%1.4%17.4644.6%1.1%
75Δ16.1051.3%1.2%17.6644.3%0.9%
80Δ15.7958.1%1.0%17.8743.2%0.6%

20Δ

Calls
Pseudo strike
22.72
IV
217.6%
B/E move
37.7%
Puts
Pseudo strike
15.87
IV
54.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
21.80
IV
222.2%
B/E move
33.3%
Puts
Pseudo strike
16.15
IV
47.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
18.03
IV
71.2%
B/E move
8.7%
Puts
Pseudo strike
16.32
IV
46.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
17.36
IV
48.7%
B/E move
4.6%
Puts
Pseudo strike
16.48
IV
46.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
17.20
IV
47.5%
B/E move
3.9%
Puts
Pseudo strike
16.61
IV
44.4%
B/E move
3.2%

45Δ

Calls
Pseudo strike
17.04
IV
46.3%
B/E move
3.2%
Puts
Pseudo strike
16.74
IV
42.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
16.89
IV
46.3%
B/E move
2.8%
Puts
Pseudo strike
16.87
IV
40.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
16.76
IV
46.6%
B/E move
2.4%
Puts
Pseudo strike
17.00
IV
37.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
16.62
IV
47.0%
B/E move
2.0%
Puts
Pseudo strike
17.15
IV
39.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
16.47
IV
47.5%
B/E move
1.7%
Puts
Pseudo strike
17.31
IV
42.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
16.29
IV
49.4%
B/E move
1.4%
Puts
Pseudo strike
17.46
IV
44.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
16.10
IV
51.3%
B/E move
1.2%
Puts
Pseudo strike
17.66
IV
44.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
15.79
IV
58.1%
B/E move
1.0%
Puts
Pseudo strike
17.87
IV
43.2%
B/E move
0.6%