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Victory Portfolios II VictoryShares Free Cash Flow ETF VFLO

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Market datapartial · fetched 2026-10-22T16:41:01.683Z

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 · 2026-10-22T16:40:48.43669744Z

FundamentalsAlpha Vantage · unavailable

Share price$54.60
1D+0.4%
$54.33$54.44$54.55$54.66$54.775:30 AM6:30 AM9:00 AM1:00 PMVFLO
Sold putSold call

Victory Portfolios II VictoryShares Free Cash Flow ETF options

Live interpolated VFLO call and put midpoint premiums by absolute delta.Victory Portfolios II VictoryShares Free Cash Flow ETF$0.67$1.58$2.49$3.40$4.30$46.37$50.50$54.63$58.76$62.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFLO spot · $54.59VFLO PRICE$0.77$1.72$2.45$2.45$2.45$2.45$1.22$1.99$2.46$2.48$2.50$2.58$2.65$2.45$2.45$2.45$2.45$2.45$2.45$2.48$2.51$2.54$2.58$2.62$4.04
PutsExpensive1.79×
CallsExpensive1.65×
SkewBullish-0.43 pp
Implied moveBearish±$3.68
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5336.5%10.5%
25Δ63.7673.3%19.9%47.5092.8%17.5%
30Δ65.4795.4%24.4%50.1674.4%12.6%
35Δ60.8675.4%16.0%51.9361.7%9.4%
40Δ58.1361.4%11.0%53.3451.3%6.8%
45Δ56.4551.2%7.9%54.3243.6%5.0%
50Δ54.7019.0%2.4%55.0837.4%3.6%
55Δ54.2627.9%3.0%55.5932.9%2.7%
60Δ53.8331.7%3.1%56.0628.7%1.9%
65Δ53.4027.8%2.4%56.3425.8%1.5%
70Δ52.9923.9%1.6%56.6322.8%1.0%
75Δ52.7021.5%1.2%56.9219.9%0.5%
80Δ52.4119.0%0.9%58.4424.2%0.4%

20Δ

Calls
Pseudo strike
59.53
IV
36.5%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.76
IV
73.3%
B/E move
19.9%
Puts
Pseudo strike
47.50
IV
92.8%
B/E move
17.5%

30Δ

Calls
Pseudo strike
65.47
IV
95.4%
B/E move
24.4%
Puts
Pseudo strike
50.16
IV
74.4%
B/E move
12.6%

35Δ

Calls
Pseudo strike
60.86
IV
75.4%
B/E move
16.0%
Puts
Pseudo strike
51.93
IV
61.7%
B/E move
9.4%

40Δ

Calls
Pseudo strike
58.13
IV
61.4%
B/E move
11.0%
Puts
Pseudo strike
53.34
IV
51.3%
B/E move
6.8%

45Δ

Calls
Pseudo strike
56.45
IV
51.2%
B/E move
7.9%
Puts
Pseudo strike
54.32
IV
43.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
54.70
IV
19.0%
B/E move
2.4%
Puts
Pseudo strike
55.08
IV
37.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
54.26
IV
27.9%
B/E move
3.0%
Puts
Pseudo strike
55.59
IV
32.9%
B/E move
2.7%

60Δ

Calls
Pseudo strike
53.83
IV
31.7%
B/E move
3.1%
Puts
Pseudo strike
56.06
IV
28.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
53.40
IV
27.8%
B/E move
2.4%
Puts
Pseudo strike
56.34
IV
25.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
52.99
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
56.63
IV
22.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
52.70
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
56.92
IV
19.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
52.41
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
58.44
IV
24.2%
B/E move
0.4%

Options history

No recorded observations