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VinFast Auto Ltd. Ordinary Shares VFS

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-22T20:48:18.440Z

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 · 2026-10-22T20:41:04.591395732Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T20:48:17.820387+00:00

Share price$2.98
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$0.74$1.48$2.22$2.96$0.79$1.53$2.26$3.00$3.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VFS spot · $2.98VFS PRICE$0.06$0.07$0.09$0.10$0.12$0.13$0.15$0.56$0.83$1.10$1.37$1.64$2.51$0.50$0.88$1.25$1.62$2.00$2.37$2.74
PutsExpensive4.10×
CallsExpensive1.06×
SkewBearish+170.46 pp
Implied moveBearish±$0.65
TiltBearish93.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.7566.3%27.7%2.12331.8%47.5%
25Δ3.6363.1%24.2%2.52332.7%43.1%
30Δ3.5159.9%20.7%2.92333.6%38.7%
35Δ3.3956.8%17.2%3.33334.5%34.4%
40Δ3.2753.6%13.7%3.73335.4%30.0%
45Δ3.1550.4%10.3%4.67378.1%27.6%
50Δ3.0447.2%6.8%3.2783.5%7.3%
55Δ3.6698.9%6.6%
60Δ4.05114.3%6.0%
65Δ4.45129.7%5.3%
70Δ4.84145.1%4.6%
75Δ5.23160.4%4.0%
80Δ5.62175.8%3.3%

20Δ

Calls
Pseudo strike
3.75
IV
66.3%
B/E move
27.7%
Puts
Pseudo strike
2.12
IV
331.8%
B/E move
47.5%

25Δ

Calls
Pseudo strike
3.63
IV
63.1%
B/E move
24.2%
Puts
Pseudo strike
2.52
IV
332.7%
B/E move
43.1%

30Δ

Calls
Pseudo strike
3.51
IV
59.9%
B/E move
20.7%
Puts
Pseudo strike
2.92
IV
333.6%
B/E move
38.7%

35Δ

Calls
Pseudo strike
3.39
IV
56.8%
B/E move
17.2%
Puts
Pseudo strike
3.33
IV
334.5%
B/E move
34.4%

40Δ

Calls
Pseudo strike
3.27
IV
53.6%
B/E move
13.7%
Puts
Pseudo strike
3.73
IV
335.4%
B/E move
30.0%

45Δ

Calls
Pseudo strike
3.15
IV
50.4%
B/E move
10.3%
Puts
Pseudo strike
4.67
IV
378.1%
B/E move
27.6%

50Δ

Calls
Pseudo strike
3.04
IV
47.2%
B/E move
6.8%
Puts
Pseudo strike
3.27
IV
83.5%
B/E move
7.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
98.9%
B/E move
6.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
114.3%
B/E move
6.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
129.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
145.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
160.4%
B/E move
4.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
175.8%
B/E move
3.3%

Options history

No recorded observations