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Viavi Solutions Inc. Common Stock VIAV

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Market datapartial · fetched 2026-10-23T04:26:00.149Z

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$4.95$7.12$9.30$17.98$26.38$34.78$43.17$51.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$8.67$0.87$1.13$1.49$1.84$2.13$2.60$2.96$3.26$3.70$4.45$5.05$5.20$5.36
PutsCheap0.81×
CallsExpensive1.27×
SkewBullish-40.61 pp
Implied moveBalanced±$5.99
TiltBullish7.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.95106.0%36.9%24.5285.8%18.6%
25Δ37.21107.2%31.9%25.6083.3%15.8%
30Δ35.68108.3%27.8%26.4984.9%14.0%
35Δ34.27109.1%24.1%27.3484.7%12.2%
40Δ33.04111.3%21.2%28.2381.0%10.2%
45Δ31.81112.4%18.4%29.0682.5%8.9%
50Δ30.62113.5%15.8%29.8579.7%7.4%
55Δ29.45115.2%13.6%30.5675.6%6.0%
60Δ28.29117.9%11.7%31.3473.6%4.9%
65Δ27.11116.7%9.5%32.3175.8%4.1%
70Δ25.76127.7%8.5%33.1574.8%3.3%
75Δ24.27135.1%7.1%33.5867.5%2.3%
80Δ22.21157.0%6.3%34.0160.4%1.4%

20Δ

Calls
Pseudo strike
38.95
IV
106.0%
B/E move
36.9%
Puts
Pseudo strike
24.52
IV
85.8%
B/E move
18.6%

25Δ

Calls
Pseudo strike
37.21
IV
107.2%
B/E move
31.9%
Puts
Pseudo strike
25.60
IV
83.3%
B/E move
15.8%

30Δ

Calls
Pseudo strike
35.68
IV
108.3%
B/E move
27.8%
Puts
Pseudo strike
26.49
IV
84.9%
B/E move
14.0%

35Δ

Calls
Pseudo strike
34.27
IV
109.1%
B/E move
24.1%
Puts
Pseudo strike
27.34
IV
84.7%
B/E move
12.2%

40Δ

Calls
Pseudo strike
33.04
IV
111.3%
B/E move
21.2%
Puts
Pseudo strike
28.23
IV
81.0%
B/E move
10.2%

45Δ

Calls
Pseudo strike
31.81
IV
112.4%
B/E move
18.4%
Puts
Pseudo strike
29.06
IV
82.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
30.62
IV
113.5%
B/E move
15.8%
Puts
Pseudo strike
29.85
IV
79.7%
B/E move
7.4%

55Δ

Calls
Pseudo strike
29.45
IV
115.2%
B/E move
13.6%
Puts
Pseudo strike
30.56
IV
75.6%
B/E move
6.0%

60Δ

Calls
Pseudo strike
28.29
IV
117.9%
B/E move
11.7%
Puts
Pseudo strike
31.34
IV
73.6%
B/E move
4.9%

65Δ

Calls
Pseudo strike
27.11
IV
116.7%
B/E move
9.5%
Puts
Pseudo strike
32.31
IV
75.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
25.76
IV
127.7%
B/E move
8.5%
Puts
Pseudo strike
33.15
IV
74.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
24.27
IV
135.1%
B/E move
7.1%
Puts
Pseudo strike
33.58
IV
67.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
22.21
IV
157.0%
B/E move
6.3%
Puts
Pseudo strike
34.01
IV
60.4%
B/E move
1.4%

Options history

No recorded observations