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VinFast Auto Ltd. Ordinary Shares VFS

i

Market datapartial · fetched 2026-11-12T06:53:38.864Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:47:02.73050345Z

FundamentalsAlpha Vantage · unavailable

Share price$3.15
1D-4.5%
AH$3.08$3.12$3.17$3.21$3.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVFS
Sold putSold callAH

VinFast Auto Ltd. Ordinary Shares options

Live interpolated VFS call and put midpoint premiums by absolute delta.VinFast Auto Ltd. Ordinary Shares$0.04$0.27$0.51$0.75$0.99$2.57$2.81$3.05$3.29$3.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VFS spot · $3.15VFS PRICE$0.16$0.18$0.21$0.23$0.26$0.28$0.33$0.53$0.72$0.92$0.06$0.07$0.07$0.13$0.20$0.26$0.33$0.40$0.47$0.54$0.61$0.67$0.74
PutsExpensive1.49×
Calls——
Skew——
Implied moveBearish±$0.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.52156.5%22.0%
25Δ2.73120.4%15.3%
30Δ2.9584.2%8.7%
35Δ4.02153.8%32.8%3.0678.0%6.6%
40Δ3.84148.0%28.0%3.1581.4%6.1%
45Δ3.67142.2%23.2%3.2484.8%5.5%
50Δ3.49136.4%18.4%3.3288.2%5.0%
55Δ3.32130.7%13.6%3.4191.5%4.4%
60Δ3.14124.9%8.8%3.4994.9%3.9%
65Δ2.96126.9%4.8%3.5898.3%3.4%
70Δ2.76164.8%4.5%3.66101.7%2.8%
75Δ2.55202.6%4.2%3.75105.1%2.3%
80Δ2.35240.4%3.9%3.83108.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.52
IV
156.5%
B/E move
22.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
120.4%
B/E move
15.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.95
IV
84.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
4.02
IV
153.8%
B/E move
32.8%
Puts
Pseudo strike
3.06
IV
78.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
3.84
IV
148.0%
B/E move
28.0%
Puts
Pseudo strike
3.15
IV
81.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
3.67
IV
142.2%
B/E move
23.2%
Puts
Pseudo strike
3.24
IV
84.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
3.49
IV
136.4%
B/E move
18.4%
Puts
Pseudo strike
3.32
IV
88.2%
B/E move
5.0%

55Δ

Calls
Pseudo strike
3.32
IV
130.7%
B/E move
13.6%
Puts
Pseudo strike
3.41
IV
91.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.14
IV
124.9%
B/E move
8.8%
Puts
Pseudo strike
3.49
IV
94.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
2.96
IV
126.9%
B/E move
4.8%
Puts
Pseudo strike
3.58
IV
98.3%
B/E move
3.4%

70Δ

Calls
Pseudo strike
2.76
IV
164.8%
B/E move
4.5%
Puts
Pseudo strike
3.66
IV
101.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
2.55
IV
202.6%
B/E move
4.2%
Puts
Pseudo strike
3.75
IV
105.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
2.35
IV
240.4%
B/E move
3.9%
Puts
Pseudo strike
3.83
IV
108.5%
B/E move
1.7%

Options history

IV · four-Friday blend165.73%
Daily EOD
VFS101.4%137.3%173.1%2026-10-19: 106.34%2026-10-20: 122.29%2026-10-21: 168.19%2026-10-22: 134.17%2026-10-23: 120.26%2026-10-26: 156.80%2026-10-30: 165.73%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
106.34%
122.29%
168.19%
134.17%
120.26%
156.80%
165.73%