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VF Corporation VFC

CONSUMER CYCLICAL · APPAREL MANUFACTURING
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Market dataready · fetched 2026-10-16T00:16:23.009Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:41.764885528Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:22.356338+00:00

Share price$17.25
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$0.17$1.52$2.88$4.24$5.60$11.52$13.97$16.41$18.86$21.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFC spot · $17.25VFC PRICE$0.31$0.42$0.54$0.65$0.78$0.89$0.99$1.08$1.23$1.46$1.68$2.00$2.40$0.45$0.57$0.69$0.93$1.17$1.42$1.68$1.97$2.33$2.73$3.17$4.09$5.21
PutsExpensive1.30×
CallsCheap0.90×
SkewBearish+16.10 pp
Implied moveBearish±$2.66
TiltBearish29.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3254.5%19.6%14.8565.9%16.5%
25Δ19.8356.2%17.4%15.4064.0%14.0%
30Δ19.3256.4%15.1%15.9560.7%11.6%
35Δ18.8456.1%13.0%16.3863.1%10.4%
40Δ18.3955.0%11.1%16.8066.1%9.4%
45Δ17.9553.6%9.2%17.2567.3%8.3%
50Δ17.5850.5%7.7%17.7167.0%7.1%
55Δ17.2247.4%6.1%18.1967.2%5.9%
60Δ16.8645.9%4.9%18.7268.1%5.0%
65Δ16.5146.9%4.2%19.2768.6%4.1%
70Δ16.1748.0%3.5%19.8668.7%3.3%
75Δ15.7549.8%2.9%20.8874.9%2.7%
80Δ15.2552.4%2.3%22.1180.3%2.0%

20Δ

Calls
Pseudo strike
20.32
IV
54.5%
B/E move
19.6%
Puts
Pseudo strike
14.85
IV
65.9%
B/E move
16.5%

25Δ

Calls
Pseudo strike
19.83
IV
56.2%
B/E move
17.4%
Puts
Pseudo strike
15.40
IV
64.0%
B/E move
14.0%

30Δ

Calls
Pseudo strike
19.32
IV
56.4%
B/E move
15.1%
Puts
Pseudo strike
15.95
IV
60.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
18.84
IV
56.1%
B/E move
13.0%
Puts
Pseudo strike
16.38
IV
63.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
18.39
IV
55.0%
B/E move
11.1%
Puts
Pseudo strike
16.80
IV
66.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
17.95
IV
53.6%
B/E move
9.2%
Puts
Pseudo strike
17.25
IV
67.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
17.58
IV
50.5%
B/E move
7.7%
Puts
Pseudo strike
17.71
IV
67.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
17.22
IV
47.4%
B/E move
6.1%
Puts
Pseudo strike
18.19
IV
67.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
16.86
IV
45.9%
B/E move
4.9%
Puts
Pseudo strike
18.72
IV
68.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
16.51
IV
46.9%
B/E move
4.2%
Puts
Pseudo strike
19.27
IV
68.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
16.17
IV
48.0%
B/E move
3.5%
Puts
Pseudo strike
19.86
IV
68.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
15.75
IV
49.8%
B/E move
2.9%
Puts
Pseudo strike
20.88
IV
74.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.25
IV
52.4%
B/E move
2.3%
Puts
Pseudo strike
22.11
IV
80.3%
B/E move
2.0%