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Vital Farms, Inc. Common Stock VITL

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Market datapartial · fetched 2026-10-23T15:07:36.292Z

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 · 2026-10-23T15:07:00.698914075Z

FundamentalsAlpha Vantage · unavailable

Share price$9.18
1D-2.4%
$9.07$9.17$9.27$9.36$9.465:30 AM6:30 AM9:00 AM1:00 PMVITL
Sold putSold call

Vital Farms, Inc. Common Stock options

Live interpolated VITL call and put midpoint premiums by absolute delta.Vital Farms, Inc. Common Stock$0.14$0.93$1.71$2.50$3.28$5.96$7.71$9.46$11.20$12.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VITL spot · $9.18VITL PRICE$0.22$0.29$0.75$0.69$0.62$0.70$0.84$0.99$1.18$1.49$1.81$2.12$2.67$0.31$0.41$0.52$0.62$0.72$1.12$1.65$1.86$1.92$1.97$2.03$2.16$3.06
PutsExpensive1.40×
CallsExpensive1.93×
SkewBullish-21.72 pp
Implied moveBearish±$2.49
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7588.0%30.5%7.6194.9%20.5%
25Δ11.1284.9%24.3%7.9492.6%18.1%
30Δ17.63230.8%100.2%8.2690.2%15.7%
35Δ14.37170.4%64.0%8.5887.9%13.3%
40Δ11.11109.9%27.8%8.9085.6%10.9%
45Δ9.8191.3%14.4%9.35101.4%10.4%
50Δ9.5194.2%12.8%9.84124.9%10.8%
55Δ9.2297.2%11.2%10.15125.3%9.7%
60Δ8.90101.7%9.8%10.36114.5%8.0%
65Δ8.49110.9%8.7%10.58103.6%6.2%
70Δ8.08120.1%7.7%10.8092.7%4.4%
75Δ7.67129.3%6.6%11.0984.0%2.7%
80Δ7.03147.8%5.7%12.0396.5%2.2%

20Δ

Calls
Pseudo strike
11.75
IV
88.0%
B/E move
30.5%
Puts
Pseudo strike
7.61
IV
94.9%
B/E move
20.5%

25Δ

Calls
Pseudo strike
11.12
IV
84.9%
B/E move
24.3%
Puts
Pseudo strike
7.94
IV
92.6%
B/E move
18.1%

30Δ

Calls
Pseudo strike
17.63
IV
230.8%
B/E move
100.2%
Puts
Pseudo strike
8.26
IV
90.2%
B/E move
15.7%

35Δ

Calls
Pseudo strike
14.37
IV
170.4%
B/E move
64.0%
Puts
Pseudo strike
8.58
IV
87.9%
B/E move
13.3%

40Δ

Calls
Pseudo strike
11.11
IV
109.9%
B/E move
27.8%
Puts
Pseudo strike
8.90
IV
85.6%
B/E move
10.9%

45Δ

Calls
Pseudo strike
9.81
IV
91.3%
B/E move
14.4%
Puts
Pseudo strike
9.35
IV
101.4%
B/E move
10.4%

50Δ

Calls
Pseudo strike
9.51
IV
94.2%
B/E move
12.8%
Puts
Pseudo strike
9.84
IV
124.9%
B/E move
10.8%

55Δ

Calls
Pseudo strike
9.22
IV
97.2%
B/E move
11.2%
Puts
Pseudo strike
10.15
IV
125.3%
B/E move
9.7%

60Δ

Calls
Pseudo strike
8.90
IV
101.7%
B/E move
9.8%
Puts
Pseudo strike
10.36
IV
114.5%
B/E move
8.0%

65Δ

Calls
Pseudo strike
8.49
IV
110.9%
B/E move
8.7%
Puts
Pseudo strike
10.58
IV
103.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
8.08
IV
120.1%
B/E move
7.7%
Puts
Pseudo strike
10.80
IV
92.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
7.67
IV
129.3%
B/E move
6.6%
Puts
Pseudo strike
11.09
IV
84.0%
B/E move
2.7%

80Δ

Calls
Pseudo strike
7.03
IV
147.8%
B/E move
5.7%
Puts
Pseudo strike
12.03
IV
96.5%
B/E move
2.2%

Options history

No recorded observations