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Vital Farms, Inc. Common Stock VITL

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Market datapartial · fetched 2026-10-22T23:57:41.652Z

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 · 2026-10-22T22:52:17.321733128Z

FundamentalsAlpha Vantage · unavailable

Share price$9.39
1D+14.3%
AH$8.07$8.44$8.81$9.19$9.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVITL
Sold putSold callAH

Vital Farms, Inc. Common Stock options

Live interpolated VITL call and put midpoint premiums by absolute delta.Vital Farms, Inc. Common Stock$0.00$2.71$5.41$8.12$10.82$5.52$7.21$8.89$10.58$12.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VITL spot · $9.39VITL PRICE$0.24$0.31$0.38$0.47$0.56$0.66$0.79$0.92$1.04$1.21$1.39$1.58$1.76$0.30$0.41$0.51$0.62$0.82$1.15$1.49$2.13$2.85$3.57$5.15$10.04
PutsExpensive1.74×
CallsExpensive1.34×
SkewBearish+37.66 pp
Implied moveBearish±$2.27
TiltBearish43.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.1590.9%32.0%7.8883.9%19.3%
25Δ11.5687.7%26.5%8.2084.0%17.1%
30Δ10.9984.7%21.0%8.5184.1%14.8%
35Δ10.6584.4%18.4%8.8284.2%12.6%
40Δ10.3184.1%15.8%9.1789.3%11.1%
45Δ9.9883.9%13.3%9.55100.7%10.6%
50Δ9.6984.2%11.6%9.93112.2%10.1%
55Δ9.4184.5%10.0%10.65124.9%9.3%
60Δ9.1284.8%8.3%11.45138.0%8.5%
65Δ8.8384.1%6.9%12.25151.0%7.6%
70Δ8.5482.5%5.8%13.93170.9%6.6%
75Δ8.2580.9%4.6%18.79240.7%6.8%
80Δ7.9579.3%3.5%

20Δ

Calls
Pseudo strike
12.15
IV
90.9%
B/E move
32.0%
Puts
Pseudo strike
7.88
IV
83.9%
B/E move
19.3%

25Δ

Calls
Pseudo strike
11.56
IV
87.7%
B/E move
26.5%
Puts
Pseudo strike
8.20
IV
84.0%
B/E move
17.1%

30Δ

Calls
Pseudo strike
10.99
IV
84.7%
B/E move
21.0%
Puts
Pseudo strike
8.51
IV
84.1%
B/E move
14.8%

35Δ

Calls
Pseudo strike
10.65
IV
84.4%
B/E move
18.4%
Puts
Pseudo strike
8.82
IV
84.2%
B/E move
12.6%

40Δ

Calls
Pseudo strike
10.31
IV
84.1%
B/E move
15.8%
Puts
Pseudo strike
9.17
IV
89.3%
B/E move
11.1%

45Δ

Calls
Pseudo strike
9.98
IV
83.9%
B/E move
13.3%
Puts
Pseudo strike
9.55
IV
100.7%
B/E move
10.6%

50Δ

Calls
Pseudo strike
9.69
IV
84.2%
B/E move
11.6%
Puts
Pseudo strike
9.93
IV
112.2%
B/E move
10.1%

55Δ

Calls
Pseudo strike
9.41
IV
84.5%
B/E move
10.0%
Puts
Pseudo strike
10.65
IV
124.9%
B/E move
9.3%

60Δ

Calls
Pseudo strike
9.12
IV
84.8%
B/E move
8.3%
Puts
Pseudo strike
11.45
IV
138.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
8.83
IV
84.1%
B/E move
6.9%
Puts
Pseudo strike
12.25
IV
151.0%
B/E move
7.6%

70Δ

Calls
Pseudo strike
8.54
IV
82.5%
B/E move
5.8%
Puts
Pseudo strike
13.93
IV
170.9%
B/E move
6.6%

75Δ

Calls
Pseudo strike
8.25
IV
80.9%
B/E move
4.6%
Puts
Pseudo strike
18.79
IV
240.7%
B/E move
6.8%

80Δ

Calls
Pseudo strike
7.95
IV
79.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations