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Virco Manufacturing Corporation Common Stock VIRC

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Market datapartial · fetched 2026-10-22T14:47:54.239Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:43:01.21822929Z

FundamentalsAlpha Vantage · unavailable

Share price$6.21
1D-0.8%
$6.20$6.23$6.26$6.29$6.325:30 AM6:30 AM9:00 AM1:00 PMVIRC
Sold putSold call

Virco Manufacturing Corporation Common Stock options

Live interpolated VIRC call and put midpoint premiums by absolute delta.Virco Manufacturing Corporation Common Stock$0.35$0.55$0.75$0.94$1.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVIRC PRICE$0.38$0.38$0.49$0.54$0.59$0.64$0.69$0.74$0.79$0.84$0.89$0.93$0.98$1.03$1.08
PutsExpensive3.85×
CallsExpensive2.89×
SkewBearish+32.52 pp
Implied move——
TiltBearish86.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.18226.7%56.8%
25Δ10.09129.3%68.5%3.46213.5%53.1%
30Δ8.60101.1%44.5%3.74200.4%49.4%
35Δ4.02187.2%45.6%
40Δ4.30174.1%41.9%
45Δ4.58160.9%38.2%
50Δ4.86147.7%34.5%
55Δ5.14134.6%30.7%
60Δ5.42121.4%27.0%
65Δ5.70108.3%23.3%
70Δ5.9895.1%19.6%
75Δ6.2682.0%15.8%
80Δ6.5468.8%12.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
226.7%
B/E move
56.8%

25Δ

Calls
Pseudo strike
10.09
IV
129.3%
B/E move
68.5%
Puts
Pseudo strike
3.46
IV
213.5%
B/E move
53.1%

30Δ

Calls
Pseudo strike
8.60
IV
101.1%
B/E move
44.5%
Puts
Pseudo strike
3.74
IV
200.4%
B/E move
49.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
187.2%
B/E move
45.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
174.1%
B/E move
41.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.58
IV
160.9%
B/E move
38.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
147.7%
B/E move
34.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
134.6%
B/E move
30.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.42
IV
121.4%
B/E move
27.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.70
IV
108.3%
B/E move
23.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
95.1%
B/E move
19.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.26
IV
82.0%
B/E move
15.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.54
IV
68.8%
B/E move
12.1%

Options history

No recorded observations