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Vinci Compass Investments Ltd. Class A Common Shares VINP

i

Market datapartial · fetched 2026-11-12T03:14:33.667Z

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 · 2026-11-11T22:39:28.660527927Z

FundamentalsAlpha Vantage · unavailable

Share price$8.50
1D+0.9%
AH$8.50$8.61$8.73$8.85$8.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVINP
Sold putSold callAH

Vinci Compass Investments Ltd. Class A Common Shares options

Live interpolated VINP call and put midpoint premiums by absolute delta.Vinci Compass Investments Ltd. Class A Common Shares$0.23$1.55$2.86$4.18$5.50$5.33$6.57$7.80$9.04$10.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VINP spot · $8.50VINP PRICE$0.38$0.38$0.38$0.46$0.57$0.67$0.77$0.87$0.98$1.08$1.18$1.29$0.38$0.38$0.55$0.77$0.99$1.21$1.43$1.66$1.88$2.27$3.23$4.19$5.12
PutsExpensive2.16×
Calls——
Skew——
Implied moveBearish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.77321.4%78.2%6.44252.4%28.6%
25Δ12.54248.4%52.0%7.30175.8%18.5%
30Δ10.31175.3%25.7%7.75162.4%15.2%
35Δ9.76162.3%20.3%8.09168.1%13.9%
40Δ9.48159.1%18.2%8.42173.7%12.6%
45Δ9.21156.0%16.2%8.75179.4%11.3%
50Δ8.93152.8%14.1%9.08185.0%10.0%
55Δ8.65149.6%12.0%9.41190.7%8.8%
60Δ8.37146.4%10.0%9.74196.3%7.5%
65Δ8.09143.2%7.9%10.23207.2%6.3%
70Δ7.82140.0%5.9%11.26235.8%5.6%
75Δ7.54136.8%3.8%12.28264.5%4.9%
80Δ13.30267.9%3.8%

20Δ

Calls
Pseudo strike
14.77
IV
321.4%
B/E move
78.2%
Puts
Pseudo strike
6.44
IV
252.4%
B/E move
28.6%

25Δ

Calls
Pseudo strike
12.54
IV
248.4%
B/E move
52.0%
Puts
Pseudo strike
7.30
IV
175.8%
B/E move
18.5%

30Δ

Calls
Pseudo strike
10.31
IV
175.3%
B/E move
25.7%
Puts
Pseudo strike
7.75
IV
162.4%
B/E move
15.2%

35Δ

Calls
Pseudo strike
9.76
IV
162.3%
B/E move
20.3%
Puts
Pseudo strike
8.09
IV
168.1%
B/E move
13.9%

40Δ

Calls
Pseudo strike
9.48
IV
159.1%
B/E move
18.2%
Puts
Pseudo strike
8.42
IV
173.7%
B/E move
12.6%

45Δ

Calls
Pseudo strike
9.21
IV
156.0%
B/E move
16.2%
Puts
Pseudo strike
8.75
IV
179.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
8.93
IV
152.8%
B/E move
14.1%
Puts
Pseudo strike
9.08
IV
185.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
8.65
IV
149.6%
B/E move
12.0%
Puts
Pseudo strike
9.41
IV
190.7%
B/E move
8.8%

60Δ

Calls
Pseudo strike
8.37
IV
146.4%
B/E move
10.0%
Puts
Pseudo strike
9.74
IV
196.3%
B/E move
7.5%

65Δ

Calls
Pseudo strike
8.09
IV
143.2%
B/E move
7.9%
Puts
Pseudo strike
10.23
IV
207.2%
B/E move
6.3%

70Δ

Calls
Pseudo strike
7.82
IV
140.0%
B/E move
5.9%
Puts
Pseudo strike
11.26
IV
235.8%
B/E move
5.6%

75Δ

Calls
Pseudo strike
7.54
IV
136.8%
B/E move
3.8%
Puts
Pseudo strike
12.28
IV
264.5%
B/E move
4.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.30
IV
267.9%
B/E move
3.8%

Options history

IV · four-Friday blend156.14%
Daily EOD
VINP156.0%156.1%156.3%2026-10-26: 156.14%Oct 26
1 observations2026-10-26 — 2026-10-26
Table
DateIV (%)
156.14%