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Vicor Corporation Common Stock VICR

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Market datapartial · fetched 2026-10-22T21:06:47.654Z

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 · 2026-10-22T21:06:19.796369638Z

FundamentalsAlpha Vantage · unavailable

Share price$179.79
1D-10.4%
AH$175$182$189$195$2025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVICR
Sold putSold callAH

Vicor Corporation Common Stock options

Live interpolated VICR call and put midpoint premiums by absolute delta.Vicor Corporation Common Stock$3.37$18.80$34.22$49.64$65.07$98.33$162.73$227.13$291.53$355.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VICR spot · $179.79VICR PRICE$5.04$6.90$8.35$10.32$12.78$14.93$17.68$20.18$22.99$27.54$31.10$33.07$38.05$6.54$8.52$11.84$15.10$16.80$19.61$24.61$28.69$32.54$38.98$44.68$52.69$60.62
PutsCheap0.89×
CallsCheap0.85×
SkewBullish-2.39 pp
Implied moveBearish±$42.29
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.65100.9%35.5%148.1399.6%21.2%
25Δ230.02105.0%31.8%155.7097.1%18.1%
30Δ217.3299.3%25.5%161.45104.0%16.8%
35Δ209.1499.9%22.1%168.08106.0%14.9%
40Δ202.50103.1%19.7%174.6998.2%12.2%
45Δ194.91102.2%16.7%180.8495.9%10.3%
50Δ188.15103.6%14.5%187.80100.5%9.2%
55Δ181.38102.3%12.1%194.42100.0%7.8%
60Δ174.73101.1%10.0%200.8397.5%6.4%
65Δ168.01107.0%8.8%209.1499.7%5.4%
70Δ161.27105.8%7.0%216.8598.3%4.2%
75Δ155.7397.0%5.0%226.6299.1%3.3%
80Δ148.5397.7%3.8%236.2497.5%2.3%

20Δ

Calls
Pseudo strike
238.65
IV
100.9%
B/E move
35.5%
Puts
Pseudo strike
148.13
IV
99.6%
B/E move
21.2%

25Δ

Calls
Pseudo strike
230.02
IV
105.0%
B/E move
31.8%
Puts
Pseudo strike
155.70
IV
97.1%
B/E move
18.1%

30Δ

Calls
Pseudo strike
217.32
IV
99.3%
B/E move
25.5%
Puts
Pseudo strike
161.45
IV
104.0%
B/E move
16.8%

35Δ

Calls
Pseudo strike
209.14
IV
99.9%
B/E move
22.1%
Puts
Pseudo strike
168.08
IV
106.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
202.50
IV
103.1%
B/E move
19.7%
Puts
Pseudo strike
174.69
IV
98.2%
B/E move
12.2%

45Δ

Calls
Pseudo strike
194.91
IV
102.2%
B/E move
16.7%
Puts
Pseudo strike
180.84
IV
95.9%
B/E move
10.3%

50Δ

Calls
Pseudo strike
188.15
IV
103.6%
B/E move
14.5%
Puts
Pseudo strike
187.80
IV
100.5%
B/E move
9.2%

55Δ

Calls
Pseudo strike
181.38
IV
102.3%
B/E move
12.1%
Puts
Pseudo strike
194.42
IV
100.0%
B/E move
7.8%

60Δ

Calls
Pseudo strike
174.73
IV
101.1%
B/E move
10.0%
Puts
Pseudo strike
200.83
IV
97.5%
B/E move
6.4%

65Δ

Calls
Pseudo strike
168.01
IV
107.0%
B/E move
8.8%
Puts
Pseudo strike
209.14
IV
99.7%
B/E move
5.4%

70Δ

Calls
Pseudo strike
161.27
IV
105.8%
B/E move
7.0%
Puts
Pseudo strike
216.85
IV
98.3%
B/E move
4.2%

75Δ

Calls
Pseudo strike
155.73
IV
97.0%
B/E move
5.0%
Puts
Pseudo strike
226.62
IV
99.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
148.53
IV
97.7%
B/E move
3.8%
Puts
Pseudo strike
236.24
IV
97.5%
B/E move
2.3%

Options history

No recorded observations