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Vital Farms, Inc. Common Stock VITL

i

Market dataready · fetched 2026-11-13T01:27:58.179Z

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 · 2026-11-13T00:09:33.718276777Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-13T01:27:57.484246+00:00

Share price$9.20
1D-4.6%
AH$8.86$9.05$9.24$9.44$9.635:30 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$0.05$0.45$0.85$1.25$1.65$7.05$8.09$9.13$10.16$11.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PRICELive VITL spot · $9.20VITL PRICE$0.10$0.13$0.17$0.21$0.25$0.29$0.33$0.37$0.41$0.18$0.22$0.26$0.30$0.35$0.46$0.57$0.69$0.80$0.92$1.04$1.29$1.54
PutsCheap0.73×
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.0866.8%10.6%7.95112.5%15.5%
25Δ9.9064.3%9.1%8.21105.3%13.1%
30Δ9.7863.4%8.2%8.4798.0%10.8%
35Δ9.6662.5%7.3%8.7390.7%8.4%
40Δ9.5461.6%6.4%8.9983.5%6.1%
45Δ9.4260.8%5.5%9.1685.1%5.4%
50Δ9.2959.9%4.6%9.3387.2%4.8%
55Δ9.1759.0%3.7%9.5089.2%4.2%
60Δ9.0558.1%2.8%9.6791.3%3.6%
65Δ9.8493.4%3.0%
70Δ10.0295.4%2.4%
75Δ10.3196.9%1.9%
80Δ10.6098.4%1.5%

20Δ

Calls
Pseudo strike
10.08
IV
66.8%
B/E move
10.6%
Puts
Pseudo strike
7.95
IV
112.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
9.90
IV
64.3%
B/E move
9.1%
Puts
Pseudo strike
8.21
IV
105.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
9.78
IV
63.4%
B/E move
8.2%
Puts
Pseudo strike
8.47
IV
98.0%
B/E move
10.8%

35Δ

Calls
Pseudo strike
9.66
IV
62.5%
B/E move
7.3%
Puts
Pseudo strike
8.73
IV
90.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
9.54
IV
61.6%
B/E move
6.4%
Puts
Pseudo strike
8.99
IV
83.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
9.42
IV
60.8%
B/E move
5.5%
Puts
Pseudo strike
9.16
IV
85.1%
B/E move
5.4%

50Δ

Calls
Pseudo strike
9.29
IV
59.9%
B/E move
4.6%
Puts
Pseudo strike
9.33
IV
87.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
9.17
IV
59.0%
B/E move
3.7%
Puts
Pseudo strike
9.50
IV
89.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
9.05
IV
58.1%
B/E move
2.8%
Puts
Pseudo strike
9.67
IV
91.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.84
IV
93.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.02
IV
95.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.31
IV
96.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.60
IV
98.4%
B/E move
1.5%

Options history

IV · four-Friday blend86.87%
Daily EOD
VITL77.8%85.9%94.1%2026-10-19: 81.43%2026-10-20: 78.92%2026-10-21: 82.25%2026-10-22: 92.95%2026-10-23: 89.99%2026-10-26: 85.52%2026-10-27: 82.56%2026-10-28: 82.25%2026-10-29: 84.14%2026-10-30: 86.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
81.43%
78.92%
82.25%
92.95%
89.99%
85.52%
82.56%
82.25%
84.14%
86.87%