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Village Farms International Inc VFF

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-10-23T03:16:51.411Z

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 · 2026-10-22T21:23:00.341079249Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:16:51.057085+00:00

Share price$2.70
1D+2.7%
AH$2.68$2.71$2.74$2.77$2.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFF
Sold putSold callAH

Village Farms International Inc options

Live interpolated VFF call and put midpoint premiums by absolute delta.Village Farms International Inc$0.12$0.36$0.60$0.83$1.07$1.63$2.41$3.19$3.97$4.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFF spot · $2.70VFF PRICE$0.38$0.41$0.46$0.51$0.57$0.62$0.67$0.72$0.78$0.83$0.15$0.20$0.25$0.30$0.36$0.41$0.46$0.51$0.60$0.70$0.80$0.90$1.00
PutsExpensive1.13×
CallsExpensive2.86×
SkewBullish-129.06 pp
Implied moveBullish±$0.97
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.2591.1%22.2%
25Δ2.3594.2%20.3%
30Δ2.4697.2%18.4%
35Δ5.76319.9%127.2%2.56100.3%16.5%
40Δ4.78281.2%92.2%2.66103.4%14.6%
45Δ4.45266.1%81.8%2.77106.5%12.7%
50Δ4.12251.0%71.5%2.87109.6%10.8%
55Δ3.79236.0%61.2%2.97112.6%8.8%
60Δ3.45220.9%50.9%3.10110.3%7.5%
65Δ3.12205.8%40.6%3.23105.9%6.5%
70Δ2.79190.7%30.2%3.36101.5%5.4%
75Δ2.46175.7%19.9%3.4997.2%4.3%
80Δ2.13160.6%9.6%3.6292.8%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.25
IV
91.1%
B/E move
22.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.35
IV
94.2%
B/E move
20.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.46
IV
97.2%
B/E move
18.4%

35Δ

Calls
Pseudo strike
5.76
IV
319.9%
B/E move
127.2%
Puts
Pseudo strike
2.56
IV
100.3%
B/E move
16.5%

40Δ

Calls
Pseudo strike
4.78
IV
281.2%
B/E move
92.2%
Puts
Pseudo strike
2.66
IV
103.4%
B/E move
14.6%

45Δ

Calls
Pseudo strike
4.45
IV
266.1%
B/E move
81.8%
Puts
Pseudo strike
2.77
IV
106.5%
B/E move
12.7%

50Δ

Calls
Pseudo strike
4.12
IV
251.0%
B/E move
71.5%
Puts
Pseudo strike
2.87
IV
109.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
3.79
IV
236.0%
B/E move
61.2%
Puts
Pseudo strike
2.97
IV
112.6%
B/E move
8.8%

60Δ

Calls
Pseudo strike
3.45
IV
220.9%
B/E move
50.9%
Puts
Pseudo strike
3.10
IV
110.3%
B/E move
7.5%

65Δ

Calls
Pseudo strike
3.12
IV
205.8%
B/E move
40.6%
Puts
Pseudo strike
3.23
IV
105.9%
B/E move
6.5%

70Δ

Calls
Pseudo strike
2.79
IV
190.7%
B/E move
30.2%
Puts
Pseudo strike
3.36
IV
101.5%
B/E move
5.4%

75Δ

Calls
Pseudo strike
2.46
IV
175.7%
B/E move
19.9%
Puts
Pseudo strike
3.49
IV
97.2%
B/E move
4.3%

80Δ

Calls
Pseudo strike
2.13
IV
160.6%
B/E move
9.6%
Puts
Pseudo strike
3.62
IV
92.8%
B/E move
3.2%

Options history

No recorded observations