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Vicor Corporation Common Stock VICR

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Market datapartial · fetched 2026-10-22T23:29:01.503Z

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 · 2026-10-22T23:23:06.685203868Z

FundamentalsAlpha Vantage · unavailable

Share price$179.00
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$3.48$18.16$32.84$47.52$62.20$97.87$162.40$226.92$291.45$355.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VICR spot · $179.00VICR PRICE$5.07$6.93$8.41$10.42$12.90$15.08$17.95$20.29$23.51$28.06$31.56$33.59$40.40$6.40$8.28$11.57$14.77$16.66$18.99$23.59$28.06$31.45$37.36$43.07$49.53$57.97
PutsCheap0.87×
CallsCheap0.87×
SkewBullish-7.09 pp
Implied moveBearish±$41.54
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.51102.1%36.1%147.8298.2%21.0%
25Δ229.70106.0%32.2%155.3195.3%17.9%
30Δ217.05100.6%26.0%160.92102.3%16.6%
35Δ208.86101.5%22.5%167.39104.5%14.7%
40Δ202.16104.8%20.1%173.8798.0%12.2%
45Δ194.47103.9%17.1%179.8793.8%10.1%
50Δ187.71106.1%14.9%186.5197.4%9.0%
55Δ180.66103.5%12.3%193.2398.5%7.7%
60Δ174.00104.4%10.3%199.2395.2%6.3%
65Δ167.15110.0%9.1%207.0496.4%5.2%
70Δ160.30108.4%7.2%214.6595.7%4.1%
75Δ154.5899.4%5.1%222.9494.7%3.1%
80Δ145.98106.0%4.1%232.9494.5%2.2%

20Δ

Calls
Pseudo strike
238.51
IV
102.1%
B/E move
36.1%
Puts
Pseudo strike
147.82
IV
98.2%
B/E move
21.0%

25Δ

Calls
Pseudo strike
229.70
IV
106.0%
B/E move
32.2%
Puts
Pseudo strike
155.31
IV
95.3%
B/E move
17.9%

30Δ

Calls
Pseudo strike
217.05
IV
100.6%
B/E move
26.0%
Puts
Pseudo strike
160.92
IV
102.3%
B/E move
16.6%

35Δ

Calls
Pseudo strike
208.86
IV
101.5%
B/E move
22.5%
Puts
Pseudo strike
167.39
IV
104.5%
B/E move
14.7%

40Δ

Calls
Pseudo strike
202.16
IV
104.8%
B/E move
20.1%
Puts
Pseudo strike
173.87
IV
98.0%
B/E move
12.2%

45Δ

Calls
Pseudo strike
194.47
IV
103.9%
B/E move
17.1%
Puts
Pseudo strike
179.87
IV
93.8%
B/E move
10.1%

50Δ

Calls
Pseudo strike
187.71
IV
106.1%
B/E move
14.9%
Puts
Pseudo strike
186.51
IV
97.4%
B/E move
9.0%

55Δ

Calls
Pseudo strike
180.66
IV
103.5%
B/E move
12.3%
Puts
Pseudo strike
193.23
IV
98.5%
B/E move
7.7%

60Δ

Calls
Pseudo strike
174.00
IV
104.4%
B/E move
10.3%
Puts
Pseudo strike
199.23
IV
95.2%
B/E move
6.3%

65Δ

Calls
Pseudo strike
167.15
IV
110.0%
B/E move
9.1%
Puts
Pseudo strike
207.04
IV
96.4%
B/E move
5.2%

70Δ

Calls
Pseudo strike
160.30
IV
108.4%
B/E move
7.2%
Puts
Pseudo strike
214.65
IV
95.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
154.58
IV
99.4%
B/E move
5.1%
Puts
Pseudo strike
222.94
IV
94.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
145.98
IV
106.0%
B/E move
4.1%
Puts
Pseudo strike
232.94
IV
94.5%
B/E move
2.2%

Options history

No recorded observations