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Viavi Solutions Inc. Common Stock VIAV

i

Market dataready · fetched 2026-11-13T18:10:57.157Z

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 · 2026-11-13T18:10:54.464555994Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-13T18:10:56.185840+00:00

Share price$30.66
1D-6.7%
$29.92$30.71$31.51$32.30$33.095:30 AM6:30 AM9:00 AM1:00 PMVIAV
Sold putSold call

Viavi Solutions Inc. Common Stock options

Live interpolated VIAV call and put midpoint premiums by absolute delta.Viavi Solutions Inc. Common Stock$0.31$1.29$2.27$3.26$4.24$24.53$27.78$31.03$34.29$37.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIAV spot · $30.66VIAV PRICE$0.41$0.55$0.70$0.87$1.04$1.25$1.46$1.69$1.93$2.24$2.55$2.95$3.54$0.46$0.61$0.77$0.95$1.14$1.38$1.63$1.88$2.14$2.50$2.94$3.41$3.96
PutsCheap0.77×
CallsCheap0.71×
SkewBullish-4.70 pp
Implied moveBearish±$3.08
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4992.6%13.8%27.8090.8%10.8%
25Δ33.7091.5%11.7%28.4089.9%9.3%
30Δ33.0992.6%10.2%28.9888.9%8.0%
35Δ32.5292.7%8.9%29.4788.2%7.0%
40Δ31.9592.5%7.6%29.9787.5%6.0%
45Δ31.4492.7%6.6%30.4488.0%5.2%
50Δ30.9392.8%5.7%30.9188.6%4.5%
55Δ30.4492.3%4.8%31.3787.3%3.8%
60Δ29.9491.9%4.0%31.8485.7%3.1%
65Δ29.4492.0%3.3%32.3786.2%2.6%
70Δ28.9292.2%2.7%32.9587.9%2.1%
75Δ28.3692.4%2.1%33.5787.7%1.6%
80Δ27.6396.8%1.7%34.2587.5%1.2%

20Δ

Calls
Pseudo strike
34.49
IV
92.6%
B/E move
13.8%
Puts
Pseudo strike
27.80
IV
90.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
33.70
IV
91.5%
B/E move
11.7%
Puts
Pseudo strike
28.40
IV
89.9%
B/E move
9.3%

30Δ

Calls
Pseudo strike
33.09
IV
92.6%
B/E move
10.2%
Puts
Pseudo strike
28.98
IV
88.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
32.52
IV
92.7%
B/E move
8.9%
Puts
Pseudo strike
29.47
IV
88.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
31.95
IV
92.5%
B/E move
7.6%
Puts
Pseudo strike
29.97
IV
87.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
31.44
IV
92.7%
B/E move
6.6%
Puts
Pseudo strike
30.44
IV
88.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
30.93
IV
92.8%
B/E move
5.7%
Puts
Pseudo strike
30.91
IV
88.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
30.44
IV
92.3%
B/E move
4.8%
Puts
Pseudo strike
31.37
IV
87.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
29.94
IV
91.9%
B/E move
4.0%
Puts
Pseudo strike
31.84
IV
85.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
29.44
IV
92.0%
B/E move
3.3%
Puts
Pseudo strike
32.37
IV
86.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
28.92
IV
92.2%
B/E move
2.7%
Puts
Pseudo strike
32.95
IV
87.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
28.36
IV
92.4%
B/E move
2.1%
Puts
Pseudo strike
33.57
IV
87.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
27.63
IV
96.8%
B/E move
1.7%
Puts
Pseudo strike
34.25
IV
87.5%
B/E move
1.2%

Options history

IV · four-Friday blend85.61%
Daily EOD
VIAV79.0%82.6%86.1%2026-10-19: 80.11%2026-10-20: 79.51%2026-10-21: 80.01%2026-10-22: 82.41%2026-10-23: 83.21%2026-10-26: 82.96%2026-10-27: 84.02%2026-10-28: 83.32%2026-10-29: 83.80%2026-10-30: 85.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
80.11%
79.51%
80.01%
82.41%
83.21%
82.96%
84.02%
83.32%
83.80%
85.61%