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Via Transportation, Inc. VIA

i

Market dataready · fetched 2026-11-12T02:40:29.877Z

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 · 2026-11-12T00:21:46.241560871Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:40:29.520761+00:00

Share price$41.96
1D-4.2%
AH$41.25$42.19$43.13$44.07$45.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIA
Sold putSold callAH

Via Transportation, Inc. options

Live interpolated VIA call and put midpoint premiums by absolute delta.Via Transportation, Inc.$0.56$2.15$3.73$5.32$6.91$33.38$37.90$42.43$46.96$51.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIA spot · $41.96VIA PRICE$0.73$0.86$0.98$1.25$1.60$1.94$2.28$2.62$2.97$3.31$4.22$5.33$6.45$0.81$0.94$1.07$1.25$1.46$1.68$1.89$2.11$2.32$2.54$2.75$2.96$3.18
PutsCheap0.68×
CallsCheap0.77×
SkewBullish-23.52 pp
Implied moveBullish±$4.17
TiltBullish16.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.47111.1%19.6%36.50109.9%14.9%
25Δ47.5598.7%15.4%37.9596.1%11.8%
30Δ45.6486.3%11.1%39.4082.3%8.7%
35Δ44.5282.8%9.1%40.2974.8%7.0%
40Δ43.8083.6%8.2%40.7971.7%6.3%
45Δ43.0884.5%7.3%41.2968.7%5.6%
50Δ42.3685.4%6.4%41.7965.6%4.9%
55Δ41.6486.2%5.5%42.2862.5%4.3%
60Δ40.9187.1%4.6%42.7859.4%3.6%
65Δ40.1988.0%3.7%43.2856.3%2.9%
70Δ39.0494.6%3.1%43.7853.2%2.2%
75Δ37.73103.2%2.6%44.2850.2%1.5%
80Δ36.41111.9%2.1%44.7747.1%0.9%

20Δ

Calls
Pseudo strike
49.47
IV
111.1%
B/E move
19.6%
Puts
Pseudo strike
36.50
IV
109.9%
B/E move
14.9%

25Δ

Calls
Pseudo strike
47.55
IV
98.7%
B/E move
15.4%
Puts
Pseudo strike
37.95
IV
96.1%
B/E move
11.8%

30Δ

Calls
Pseudo strike
45.64
IV
86.3%
B/E move
11.1%
Puts
Pseudo strike
39.40
IV
82.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
44.52
IV
82.8%
B/E move
9.1%
Puts
Pseudo strike
40.29
IV
74.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
43.80
IV
83.6%
B/E move
8.2%
Puts
Pseudo strike
40.79
IV
71.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
43.08
IV
84.5%
B/E move
7.3%
Puts
Pseudo strike
41.29
IV
68.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
42.36
IV
85.4%
B/E move
6.4%
Puts
Pseudo strike
41.79
IV
65.6%
B/E move
4.9%

55Δ

Calls
Pseudo strike
41.64
IV
86.2%
B/E move
5.5%
Puts
Pseudo strike
42.28
IV
62.5%
B/E move
4.3%

60Δ

Calls
Pseudo strike
40.91
IV
87.1%
B/E move
4.6%
Puts
Pseudo strike
42.78
IV
59.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
40.19
IV
88.0%
B/E move
3.7%
Puts
Pseudo strike
43.28
IV
56.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
39.04
IV
94.6%
B/E move
3.1%
Puts
Pseudo strike
43.78
IV
53.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
37.73
IV
103.2%
B/E move
2.6%
Puts
Pseudo strike
44.28
IV
50.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
36.41
IV
111.9%
B/E move
2.1%
Puts
Pseudo strike
44.77
IV
47.1%
B/E move
0.9%

Options history

IV · four-Friday blend64.80%
Daily EOD
VIA61.9%64.2%66.5%2026-10-19: 62.23%2026-10-20: 63.22%2026-10-21: 62.27%2026-10-22: 63.23%2026-10-23: 65.90%2026-10-26: 65.02%2026-10-27: 64.58%2026-10-28: 64.32%2026-10-29: 66.21%2026-10-30: 64.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.23%
63.22%
62.27%
63.23%
65.90%
65.02%
64.58%
64.32%
66.21%
64.80%