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VinFast Auto Ltd. Ordinary Shares VFS

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Market datapartial · fetched 2026-10-23T01:24:08.583Z

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 · 2026-10-22T21:29:48.717650026Z

FundamentalsAlpha Vantage · unavailable

Share price$2.95
1D+1.7%
AH$2.89$2.91$2.94$2.96$2.995:30 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$0.00$0.68$1.36$2.04$2.71$0.89$1.60$2.32$3.04$3.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFS spot · $2.95VFS PRICE$0.06$0.07$0.09$0.11$0.12$0.14$0.17$0.26$0.35$0.44$0.53$0.62$0.71$0.54$0.81$1.07$1.34$1.60$2.17$0.33$0.69$1.06$1.42$1.79$2.15$2.52
PutsExpensive3.88×
CallsExpensive1.19×
SkewBearish+152.11 pp
Implied moveBearish±$0.49
TiltBearish65.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.7368.6%28.5%2.10330.1%47.2%
25Δ3.6165.5%24.7%2.49330.6%42.9%
30Δ3.4862.5%21.0%2.88331.2%38.6%
35Δ3.3559.4%17.3%3.28331.8%34.2%
40Δ3.2356.4%13.5%3.67332.3%29.9%
45Δ3.1053.3%9.8%4.33353.9%26.6%
50Δ2.9851.7%6.7%3.0871.6%6.6%
55Δ2.8756.3%6.0%3.4685.4%6.0%
60Δ2.7660.9%5.4%3.8599.3%5.3%
65Δ2.6565.5%4.7%4.23113.1%4.7%
70Δ2.5470.2%4.1%4.62127.0%4.0%
75Δ2.4374.8%3.4%5.00140.8%3.4%
80Δ2.3279.4%2.8%5.39154.7%2.7%

20Δ

Calls
Pseudo strike
3.73
IV
68.6%
B/E move
28.5%
Puts
Pseudo strike
2.10
IV
330.1%
B/E move
47.2%

25Δ

Calls
Pseudo strike
3.61
IV
65.5%
B/E move
24.7%
Puts
Pseudo strike
2.49
IV
330.6%
B/E move
42.9%

30Δ

Calls
Pseudo strike
3.48
IV
62.5%
B/E move
21.0%
Puts
Pseudo strike
2.88
IV
331.2%
B/E move
38.6%

35Δ

Calls
Pseudo strike
3.35
IV
59.4%
B/E move
17.3%
Puts
Pseudo strike
3.28
IV
331.8%
B/E move
34.2%

40Δ

Calls
Pseudo strike
3.23
IV
56.4%
B/E move
13.5%
Puts
Pseudo strike
3.67
IV
332.3%
B/E move
29.9%

45Δ

Calls
Pseudo strike
3.10
IV
53.3%
B/E move
9.8%
Puts
Pseudo strike
4.33
IV
353.9%
B/E move
26.6%

50Δ

Calls
Pseudo strike
2.98
IV
51.7%
B/E move
6.7%
Puts
Pseudo strike
3.08
IV
71.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
2.87
IV
56.3%
B/E move
6.0%
Puts
Pseudo strike
3.46
IV
85.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
2.76
IV
60.9%
B/E move
5.4%
Puts
Pseudo strike
3.85
IV
99.3%
B/E move
5.3%

65Δ

Calls
Pseudo strike
2.65
IV
65.5%
B/E move
4.7%
Puts
Pseudo strike
4.23
IV
113.1%
B/E move
4.7%

70Δ

Calls
Pseudo strike
2.54
IV
70.2%
B/E move
4.1%
Puts
Pseudo strike
4.62
IV
127.0%
B/E move
4.0%

75Δ

Calls
Pseudo strike
2.43
IV
74.8%
B/E move
3.4%
Puts
Pseudo strike
5.00
IV
140.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
2.32
IV
79.4%
B/E move
2.8%
Puts
Pseudo strike
5.39
IV
154.7%
B/E move
2.7%

Options history

No recorded observations