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Versigent PLC VGNT

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T01:17:08.032Z

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 · 2026-11-12T00:00:00.001487317Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:17:07.542157+00:00

Share price$42.89
1D+0.2%
AH$42.22$42.45$42.68$42.91$43.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVGNT
Sold putSold callAH

Versigent PLC options

Live interpolated VGNT call and put midpoint premiums by absolute delta.Versigent PLC$0.34$1.31$2.28$3.24$4.21$34.83$39.35$43.87$48.39$52.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VGNT spot · $42.89VGNT PRICE$0.45$0.73$1.02$1.30$1.59$1.87$2.16$2.44$2.73$3.01$3.30$1.34$1.46$1.58$1.68$1.79$1.89$1.99$2.10$2.20$2.30$2.41$2.64$3.93
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$3.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.65162.9%20.0%
25Δ44.8440.1%5.6%37.65138.2%15.6%
30Δ44.3942.2%5.2%39.64113.6%11.3%
35Δ43.9344.2%4.8%40.47102.9%9.6%
40Δ43.4846.3%4.4%41.0495.4%8.5%
45Δ43.0248.3%4.0%41.6287.8%7.4%
50Δ42.5650.3%3.6%42.1980.3%6.3%
55Δ42.1152.4%3.2%42.7772.7%5.2%
60Δ41.6554.4%2.8%43.3465.2%4.1%
65Δ41.2056.5%2.4%43.9157.6%3.0%
70Δ40.7458.5%2.0%44.4950.1%1.9%
75Δ40.2960.5%1.6%45.1544.0%0.9%
80Δ46.5249.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.65
IV
162.9%
B/E move
20.0%

25Δ

Calls
Pseudo strike
44.84
IV
40.1%
B/E move
5.6%
Puts
Pseudo strike
37.65
IV
138.2%
B/E move
15.6%

30Δ

Calls
Pseudo strike
44.39
IV
42.2%
B/E move
5.2%
Puts
Pseudo strike
39.64
IV
113.6%
B/E move
11.3%

35Δ

Calls
Pseudo strike
43.93
IV
44.2%
B/E move
4.8%
Puts
Pseudo strike
40.47
IV
102.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
43.48
IV
46.3%
B/E move
4.4%
Puts
Pseudo strike
41.04
IV
95.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
43.02
IV
48.3%
B/E move
4.0%
Puts
Pseudo strike
41.62
IV
87.8%
B/E move
7.4%

50Δ

Calls
Pseudo strike
42.56
IV
50.3%
B/E move
3.6%
Puts
Pseudo strike
42.19
IV
80.3%
B/E move
6.3%

55Δ

Calls
Pseudo strike
42.11
IV
52.4%
B/E move
3.2%
Puts
Pseudo strike
42.77
IV
72.7%
B/E move
5.2%

60Δ

Calls
Pseudo strike
41.65
IV
54.4%
B/E move
2.8%
Puts
Pseudo strike
43.34
IV
65.2%
B/E move
4.1%

65Δ

Calls
Pseudo strike
41.20
IV
56.5%
B/E move
2.4%
Puts
Pseudo strike
43.91
IV
57.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
40.74
IV
58.5%
B/E move
2.0%
Puts
Pseudo strike
44.49
IV
50.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
40.29
IV
60.5%
B/E move
1.6%
Puts
Pseudo strike
45.15
IV
44.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.52
IV
49.9%
B/E move
0.7%

Options history

IV · four-Friday blend47.33%
Daily EOD
VGNT42.1%44.9%47.7%2026-10-19: 42.50%2026-10-20: 43.20%2026-10-21: 43.69%2026-10-22: 43.64%2026-10-23: 43.44%2026-10-26: 46.07%2026-10-27: 46.43%2026-10-28: 46.73%2026-10-29: 44.62%2026-10-30: 47.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.50%
43.20%
43.69%
43.64%
43.44%
46.07%
46.43%
46.73%
44.62%
47.33%