IntraAlpha
Create free account Start free

Versigent PLC VGNT

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T23:45:09.687Z

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 · 2026-10-22T23:00:00.001866324Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:08.989340+00:00

Share price$42.35
1D-0.4%
AH$42.22$42.52$42.82$43.11$43.415:30 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$0.42$2.09$3.76$5.43$7.10$34.41$38.24$42.07$45.90$49.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VGNT spot · $42.35VGNT PRICE$0.60$0.78$0.96$1.17$1.57$1.97$2.37$2.77$3.17$3.57$4.21$5.41$6.62$1.35$1.37$1.39$1.63$1.98$2.32$2.67$3.01$3.35$3.70$4.64$5.58$6.53
PutsExpensive1.33×
CallsExpensive1.27×
SkewBearish+4.69 pp
Implied moveBearish±$5.04
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3246.6%15.5%35.3191.2%19.8%
25Δ47.1445.4%13.2%37.3374.7%15.1%
30Δ45.9644.3%10.8%39.3558.2%10.4%
35Δ44.8743.6%8.7%40.5152.1%8.2%
40Δ44.1444.9%7.9%41.2651.0%7.3%
45Δ43.4146.2%7.2%42.0049.9%6.3%
50Δ42.6947.5%6.4%42.7548.7%5.3%
55Δ41.9648.8%5.6%43.5047.6%4.4%
60Δ41.2450.1%4.9%44.2546.5%3.4%
65Δ40.5151.4%4.1%45.0045.4%2.5%
70Δ39.5853.7%3.4%46.1346.1%2.0%
75Δ38.1658.6%2.9%47.2746.8%1.6%
80Δ36.7463.6%2.4%48.4147.4%1.1%

20Δ

Calls
Pseudo strike
48.32
IV
46.6%
B/E move
15.5%
Puts
Pseudo strike
35.31
IV
91.2%
B/E move
19.8%

25Δ

Calls
Pseudo strike
47.14
IV
45.4%
B/E move
13.2%
Puts
Pseudo strike
37.33
IV
74.7%
B/E move
15.1%

30Δ

Calls
Pseudo strike
45.96
IV
44.3%
B/E move
10.8%
Puts
Pseudo strike
39.35
IV
58.2%
B/E move
10.4%

35Δ

Calls
Pseudo strike
44.87
IV
43.6%
B/E move
8.7%
Puts
Pseudo strike
40.51
IV
52.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
44.14
IV
44.9%
B/E move
7.9%
Puts
Pseudo strike
41.26
IV
51.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
43.41
IV
46.2%
B/E move
7.2%
Puts
Pseudo strike
42.00
IV
49.9%
B/E move
6.3%

50Δ

Calls
Pseudo strike
42.69
IV
47.5%
B/E move
6.4%
Puts
Pseudo strike
42.75
IV
48.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
41.96
IV
48.8%
B/E move
5.6%
Puts
Pseudo strike
43.50
IV
47.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
41.24
IV
50.1%
B/E move
4.9%
Puts
Pseudo strike
44.25
IV
46.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
40.51
IV
51.4%
B/E move
4.1%
Puts
Pseudo strike
45.00
IV
45.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
39.58
IV
53.7%
B/E move
3.4%
Puts
Pseudo strike
46.13
IV
46.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
38.16
IV
58.6%
B/E move
2.9%
Puts
Pseudo strike
47.27
IV
46.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.74
IV
63.6%
B/E move
2.4%
Puts
Pseudo strike
48.41
IV
47.4%
B/E move
1.1%

Options history

No recorded observations