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Vinci Partners Investments Ltd VINP

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-22T21:06:47.027Z

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 · 2026-10-22T20:00:00.348893707Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:45.552705+00:00

Share price$11.46
1D+0.4%
AH$11.33$11.37$11.42$11.47$11.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVINP
Sold putSold callAH

Vinci Partners Investments Ltd options

Live interpolated VINP call and put midpoint premiums by absolute delta.Vinci Partners Investments Ltd$0.15$1.64$3.14$4.63$6.13$7.62$9.73$11.84$13.95$16.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VINP spot · $11.46VINP PRICE$0.45$0.38$0.38$0.51$0.92$1.32$1.73$2.13$2.54$2.94$3.35$3.75$4.16$0.31$0.46$0.67$0.87$1.08$1.29$1.49$1.70$2.19$2.96$3.74$5.70
PutsExpensive1.82×
CallsExpensive1.87×
SkewBullish-23.46 pp
Implied moveBullish±$3.22
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.20152.6%62.8%9.7081.0%18.0%
25Δ14.3892.2%28.7%10.2772.8%14.4%
30Δ13.2571.3%18.8%10.6175.8%13.2%
35Δ12.3462.1%12.1%10.9678.9%12.0%
40Δ11.8675.1%11.5%11.3081.9%10.8%
45Δ11.3888.2%10.8%11.6484.9%9.6%
50Δ10.90101.3%10.2%11.9887.9%8.4%
55Δ10.42114.3%9.5%12.3391.0%7.2%
60Δ9.94127.4%8.9%12.9397.8%6.3%
65Δ9.46140.4%8.2%13.78108.5%5.6%
70Δ8.98153.5%7.6%14.63119.2%5.0%
75Δ8.50166.6%6.9%16.64146.0%4.5%
80Δ8.02179.6%6.3%

20Δ

Calls
Pseudo strike
18.20
IV
152.6%
B/E move
62.8%
Puts
Pseudo strike
9.70
IV
81.0%
B/E move
18.0%

25Δ

Calls
Pseudo strike
14.38
IV
92.2%
B/E move
28.7%
Puts
Pseudo strike
10.27
IV
72.8%
B/E move
14.4%

30Δ

Calls
Pseudo strike
13.25
IV
71.3%
B/E move
18.8%
Puts
Pseudo strike
10.61
IV
75.8%
B/E move
13.2%

35Δ

Calls
Pseudo strike
12.34
IV
62.1%
B/E move
12.1%
Puts
Pseudo strike
10.96
IV
78.9%
B/E move
12.0%

40Δ

Calls
Pseudo strike
11.86
IV
75.1%
B/E move
11.5%
Puts
Pseudo strike
11.30
IV
81.9%
B/E move
10.8%

45Δ

Calls
Pseudo strike
11.38
IV
88.2%
B/E move
10.8%
Puts
Pseudo strike
11.64
IV
84.9%
B/E move
9.6%

50Δ

Calls
Pseudo strike
10.90
IV
101.3%
B/E move
10.2%
Puts
Pseudo strike
11.98
IV
87.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
10.42
IV
114.3%
B/E move
9.5%
Puts
Pseudo strike
12.33
IV
91.0%
B/E move
7.2%

60Δ

Calls
Pseudo strike
9.94
IV
127.4%
B/E move
8.9%
Puts
Pseudo strike
12.93
IV
97.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
9.46
IV
140.4%
B/E move
8.2%
Puts
Pseudo strike
13.78
IV
108.5%
B/E move
5.6%

70Δ

Calls
Pseudo strike
8.98
IV
153.5%
B/E move
7.6%
Puts
Pseudo strike
14.63
IV
119.2%
B/E move
5.0%

75Δ

Calls
Pseudo strike
8.50
IV
166.6%
B/E move
6.9%
Puts
Pseudo strike
16.64
IV
146.0%
B/E move
4.5%

80Δ

Calls
Pseudo strike
8.02
IV
179.6%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations