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VinFast Auto Ltd. Ordinary Shares VFS

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Market datapartial · fetched 2026-10-22T20:07:32.327Z

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 · 2026-10-22T20:00:00.674140252Z

FundamentalsAlpha Vantage · unavailable

Share price$2.96
1D+1.0%
AH$2.89$2.91$2.93$2.95$2.985:30 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$0.70$1.40$2.10$2.80$0.85$1.57$2.29$3.02$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFS spot · $2.96VFS PRICE$0.06$0.07$0.09$0.10$0.12$0.14$0.15$0.24$0.33$0.42$0.50$0.59$0.68$0.55$0.81$1.08$1.35$1.61$2.28$0.39$0.76$1.12$1.49$1.86$2.23$2.60
PutsExpensive3.95×
CallsExpensive1.12×
SkewBearish+159.50 pp
Implied moveBearish±$0.54
TiltBearish67.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.7467.7%28.2%2.11329.9%47.3%
25Δ3.6164.6%24.6%2.50330.6%43.0%
30Δ3.4961.5%20.9%2.90331.3%38.6%
35Δ3.3758.5%17.3%3.29331.9%34.3%
40Δ3.2455.4%13.6%3.69332.6%29.9%
45Δ3.1252.3%9.9%4.45361.4%26.9%
50Δ3.0049.4%6.4%3.1475.5%6.9%
55Δ2.8952.7%5.8%3.5389.9%6.2%
60Δ2.7856.0%5.1%3.92104.2%5.5%
65Δ2.6859.2%4.5%4.31118.6%4.9%
70Δ2.5762.5%3.9%4.69133.0%4.2%
75Δ2.4765.7%3.3%5.08147.3%3.6%
80Δ2.3669.0%2.6%5.47161.7%2.9%

20Δ

Calls
Pseudo strike
3.74
IV
67.7%
B/E move
28.2%
Puts
Pseudo strike
2.11
IV
329.9%
B/E move
47.3%

25Δ

Calls
Pseudo strike
3.61
IV
64.6%
B/E move
24.6%
Puts
Pseudo strike
2.50
IV
330.6%
B/E move
43.0%

30Δ

Calls
Pseudo strike
3.49
IV
61.5%
B/E move
20.9%
Puts
Pseudo strike
2.90
IV
331.3%
B/E move
38.6%

35Δ

Calls
Pseudo strike
3.37
IV
58.5%
B/E move
17.3%
Puts
Pseudo strike
3.29
IV
331.9%
B/E move
34.3%

40Δ

Calls
Pseudo strike
3.24
IV
55.4%
B/E move
13.6%
Puts
Pseudo strike
3.69
IV
332.6%
B/E move
29.9%

45Δ

Calls
Pseudo strike
3.12
IV
52.3%
B/E move
9.9%
Puts
Pseudo strike
4.45
IV
361.4%
B/E move
26.9%

50Δ

Calls
Pseudo strike
3.00
IV
49.4%
B/E move
6.4%
Puts
Pseudo strike
3.14
IV
75.5%
B/E move
6.9%

55Δ

Calls
Pseudo strike
2.89
IV
52.7%
B/E move
5.8%
Puts
Pseudo strike
3.53
IV
89.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
2.78
IV
56.0%
B/E move
5.1%
Puts
Pseudo strike
3.92
IV
104.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
2.68
IV
59.2%
B/E move
4.5%
Puts
Pseudo strike
4.31
IV
118.6%
B/E move
4.9%

70Δ

Calls
Pseudo strike
2.57
IV
62.5%
B/E move
3.9%
Puts
Pseudo strike
4.69
IV
133.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
2.47
IV
65.7%
B/E move
3.3%
Puts
Pseudo strike
5.08
IV
147.3%
B/E move
3.6%

80Δ

Calls
Pseudo strike
2.36
IV
69.0%
B/E move
2.6%
Puts
Pseudo strike
5.47
IV
161.7%
B/E move
2.9%

Options history

No recorded observations