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Viavi Solutions Inc. Common Stock VIAV

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Market datapartial · fetched 2026-10-22T23:58:08.583Z

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 · 2026-10-22T23:45:42.361133175Z

FundamentalsAlpha Vantage · unavailable

Share price$29.05
1D-9.8%
AH$29$31$32$33$345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIAV
Sold putSold callAH

Viavi Solutions Inc. Common Stock options

Live interpolated VIAV call and put midpoint premiums by absolute delta.Viavi Solutions Inc. Common Stock$0.60$2.77$4.94$7.12$9.29$17.93$26.34$34.75$43.17$51.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIAV spot · $29.05VIAV PRICE$0.83$1.12$1.43$1.77$2.16$2.58$3.03$3.55$4.15$4.70$5.75$6.83$8.66$0.87$1.13$1.49$1.84$2.14$2.60$2.96$3.27$3.71$4.45$5.05$5.20$5.42
PutsCheap0.79×
CallsExpensive1.24×
SkewBullish-39.77 pp
Implied moveBalanced±$5.99
TiltBullish7.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.95104.1%36.9%24.5284.3%18.6%
25Δ37.21105.3%32.0%25.6081.8%15.8%
30Δ35.68106.4%27.8%26.4983.5%14.0%
35Δ34.27107.2%24.1%27.3583.3%12.2%
40Δ33.04109.4%21.2%28.2479.6%10.2%
45Δ31.81110.4%18.4%29.0681.1%8.9%
50Δ30.62111.5%15.8%29.8678.3%7.4%
55Δ29.45113.1%13.6%30.5774.3%6.0%
60Δ28.29115.8%11.7%31.3572.4%4.9%
65Δ27.11114.6%9.5%32.3274.5%4.1%
70Δ25.77125.4%8.5%33.1673.5%3.3%
75Δ24.27132.6%7.1%33.5866.4%2.3%
80Δ22.22154.0%6.3%34.0759.8%1.4%

20Δ

Calls
Pseudo strike
38.95
IV
104.1%
B/E move
36.9%
Puts
Pseudo strike
24.52
IV
84.3%
B/E move
18.6%

25Δ

Calls
Pseudo strike
37.21
IV
105.3%
B/E move
32.0%
Puts
Pseudo strike
25.60
IV
81.8%
B/E move
15.8%

30Δ

Calls
Pseudo strike
35.68
IV
106.4%
B/E move
27.8%
Puts
Pseudo strike
26.49
IV
83.5%
B/E move
14.0%

35Δ

Calls
Pseudo strike
34.27
IV
107.2%
B/E move
24.1%
Puts
Pseudo strike
27.35
IV
83.3%
B/E move
12.2%

40Δ

Calls
Pseudo strike
33.04
IV
109.4%
B/E move
21.2%
Puts
Pseudo strike
28.24
IV
79.6%
B/E move
10.2%

45Δ

Calls
Pseudo strike
31.81
IV
110.4%
B/E move
18.4%
Puts
Pseudo strike
29.06
IV
81.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
30.62
IV
111.5%
B/E move
15.8%
Puts
Pseudo strike
29.86
IV
78.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
29.45
IV
113.1%
B/E move
13.6%
Puts
Pseudo strike
30.57
IV
74.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
28.29
IV
115.8%
B/E move
11.7%
Puts
Pseudo strike
31.35
IV
72.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
27.11
IV
114.6%
B/E move
9.5%
Puts
Pseudo strike
32.32
IV
74.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
25.77
IV
125.4%
B/E move
8.5%
Puts
Pseudo strike
33.16
IV
73.5%
B/E move
3.3%

75Δ

Calls
Pseudo strike
24.27
IV
132.6%
B/E move
7.1%
Puts
Pseudo strike
33.58
IV
66.4%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.22
IV
154.0%
B/E move
6.3%
Puts
Pseudo strike
34.07
IV
59.8%
B/E move
1.4%

Options history

No recorded observations