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Vital Farms Inc VITL

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-10-24T04:25:38.022Z

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 · 2026-10-23T21:35:30.542227189Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:25:38.286506+00:00

Share price$9.27
1D-1.1%
AH$9.05$9.15$9.25$9.36$9.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVITL
Sold putSold callAH

Vital Farms Inc options

Live interpolated VITL call and put midpoint premiums by absolute delta.Vital Farms Inc$0.19$1.15$2.11$3.06$4.02$5.94$7.70$9.45$11.21$12.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VITL spot · $9.27VITL PRICE$0.49$0.74$0.36$0.45$0.54$0.67$0.82$0.97$1.12$1.42$1.72$2.02$2.43$0.30$0.39$0.49$0.58$0.69$1.25$1.81$1.89$1.96$2.03$2.11$2.83$3.74
PutsExpensive1.51×
CallsExpensive1.88×
SkewBullish-14.46 pp
Implied moveBearish±$2.63
TiltBearish18.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.53187.5%83.5%7.7490.5%19.7%
25Δ19.28256.5%115.9%8.0588.5%17.3%
30Δ10.7783.4%20.1%8.3786.5%14.9%
35Δ10.4583.9%17.6%8.6984.4%12.5%
40Δ10.1384.5%15.1%9.0183.3%10.2%
45Δ9.8386.9%13.3%9.50111.2%11.0%
50Δ9.5690.7%11.9%9.99139.1%11.8%
55Δ9.2894.5%10.6%10.25128.5%9.9%
60Δ9.0098.2%9.2%10.50117.3%7.9%
65Δ8.60105.6%8.2%10.75106.0%5.9%
70Δ8.20113.1%7.1%11.0195.1%4.0%
75Δ7.80120.6%6.0%11.79103.6%3.3%
80Δ7.30131.7%5.0%12.77115.2%2.6%

20Δ

Calls
Pseudo strike
16.53
IV
187.5%
B/E move
83.5%
Puts
Pseudo strike
7.74
IV
90.5%
B/E move
19.7%

25Δ

Calls
Pseudo strike
19.28
IV
256.5%
B/E move
115.9%
Puts
Pseudo strike
8.05
IV
88.5%
B/E move
17.3%

30Δ

Calls
Pseudo strike
10.77
IV
83.4%
B/E move
20.1%
Puts
Pseudo strike
8.37
IV
86.5%
B/E move
14.9%

35Δ

Calls
Pseudo strike
10.45
IV
83.9%
B/E move
17.6%
Puts
Pseudo strike
8.69
IV
84.4%
B/E move
12.5%

40Δ

Calls
Pseudo strike
10.13
IV
84.5%
B/E move
15.1%
Puts
Pseudo strike
9.01
IV
83.3%
B/E move
10.2%

45Δ

Calls
Pseudo strike
9.83
IV
86.9%
B/E move
13.3%
Puts
Pseudo strike
9.50
IV
111.2%
B/E move
11.0%

50Δ

Calls
Pseudo strike
9.56
IV
90.7%
B/E move
11.9%
Puts
Pseudo strike
9.99
IV
139.1%
B/E move
11.8%

55Δ

Calls
Pseudo strike
9.28
IV
94.5%
B/E move
10.6%
Puts
Pseudo strike
10.25
IV
128.5%
B/E move
9.9%

60Δ

Calls
Pseudo strike
9.00
IV
98.2%
B/E move
9.2%
Puts
Pseudo strike
10.50
IV
117.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
8.60
IV
105.6%
B/E move
8.2%
Puts
Pseudo strike
10.75
IV
106.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
8.20
IV
113.1%
B/E move
7.1%
Puts
Pseudo strike
11.01
IV
95.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
7.80
IV
120.6%
B/E move
6.0%
Puts
Pseudo strike
11.79
IV
103.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.30
IV
131.7%
B/E move
5.0%
Puts
Pseudo strike
12.77
IV
115.2%
B/E move
2.6%

Options history

No recorded observations