IntraAlpha
Create free account Start free

Virco Manufacturing Corporation Common Stock VIRC

i

Market datapartial · fetched 2026-10-22T20:47:22.161Z

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 · 2026-10-22T20:00:00.134356816Z

FundamentalsAlpha Vantage · unavailable

Share price$6.27
1D+0.2%
AH$6.20$6.23$6.26$6.29$6.325:30 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$0.35$0.61$0.87$1.14$1.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVIRC PRICE$0.38$0.38$0.40$0.50$0.60$0.70$0.81$0.91$1.01$1.12$1.22$1.32$0.38
PutsExpensive5.23×
CallsExpensive3.33×
SkewBearish+56.62 pp
Implied move——
TiltBullish92.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.69167.2%31.2%
25Δ10.07179.5%66.6%
30Δ8.63140.7%43.6%
35Δ7.45109.6%25.2%
40Δ7.21107.6%22.9%
45Δ6.96105.6%20.6%
50Δ6.72103.6%18.3%
55Δ6.47101.6%16.1%
60Δ6.2299.6%13.8%
65Δ5.9897.7%11.5%
70Δ5.7395.7%9.3%
75Δ5.4993.7%7.0%
80Δ5.2491.7%4.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
167.2%
B/E move
31.2%

25Δ

Calls
Pseudo strike
10.07
IV
179.5%
B/E move
66.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.63
IV
140.7%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.45
IV
109.6%
B/E move
25.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
7.21
IV
107.6%
B/E move
22.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
6.96
IV
105.6%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.72
IV
103.6%
B/E move
18.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.47
IV
101.6%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.22
IV
99.6%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.98
IV
97.7%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.73
IV
95.7%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.49
IV
93.7%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.24
IV
91.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations