IntraAlpha
Create free account Start free

Virco Manufacturing Corporation Common Stock VIRC

i

Market dataready · fetched 2026-11-12T01:46:18.546Z

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 · 2026-11-11T21:00:00.134060056Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T01:46:18.230972+00:00

Share price$6.41
1D+2.6%
AH$6.24$6.28$6.33$6.38$6.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIRC
Sold putSold callAH

Virco Manufacturing Corporation Common Stock options

Live interpolated VIRC call and put midpoint premiums by absolute delta.Virco Manufacturing Corporation Common Stock$0.22$0.46$0.69$0.92$1.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVIRC PRICE$0.25$0.28$0.34$0.41$0.48$0.55$0.61$0.68$0.75$0.81$0.88$0.95$1.02$1.08
PutsExpensive1.72×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.07212.6%25.2%
25Δ8.67208.1%39.2%5.26203.2%23.3%
30Δ5.45193.7%21.5%
35Δ5.63184.3%19.6%
40Δ5.82174.9%17.7%
45Δ6.01165.5%15.8%
50Δ6.19156.0%14.0%
55Δ6.38146.6%12.1%
60Δ6.57137.2%10.2%
65Δ6.76127.7%8.4%
70Δ6.94118.3%6.5%
75Δ7.13108.9%4.6%
80Δ7.3299.4%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
212.6%
B/E move
25.2%

25Δ

Calls
Pseudo strike
8.67
IV
208.1%
B/E move
39.2%
Puts
Pseudo strike
5.26
IV
203.2%
B/E move
23.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.45
IV
193.7%
B/E move
21.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.63
IV
184.3%
B/E move
19.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.82
IV
174.9%
B/E move
17.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.01
IV
165.5%
B/E move
15.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.19
IV
156.0%
B/E move
14.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.38
IV
146.6%
B/E move
12.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.57
IV
137.2%
B/E move
10.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
127.7%
B/E move
8.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.94
IV
118.3%
B/E move
6.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.13
IV
108.9%
B/E move
4.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.32
IV
99.4%
B/E move
2.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations