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VivoPower PLC VIVO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-22T23:23:36.411Z

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 · 2026-10-22T22:34:30.299312675Z

FundamentalsAlpha Vantage · ready · quarter 2024-06-30 · fetched 2026-10-22T23:23:34.168223+00:00

Share price$2.32
1D+11.4%
AH$1.96$2.11$2.26$2.42$2.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIVO
Sold putSold callAH

VivoPower PLC options

Live interpolated VIVO call and put midpoint premiums by absolute delta.VivoPower PLC$0.00$1.41$2.82$4.24$5.65$-0.29$0.96$2.21$3.45$4.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIVO spot · $2.32VIVO PRICE$0.11$0.15$0.27$0.38$0.38$0.48$0.28$0.32$0.36$0.40$0.45$0.51$0.60$0.33$0.25$1.24$2.53$5.24$1.16$0.98$1.56$2.14$2.63
PutsExpensive1.91×
CallsExpensive1.35×
SkewBearish+121.04 pp
Implied moveBearish±$1.26
TiltBearish58.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.25191.0%88.0%1.62300.5%44.4%
25Δ4.05203.4%81.2%1.86201.6%30.8%
30Δ5.86317.2%164.3%2.77340.5%34.0%
35Δ7.28411.4%229.8%3.88522.5%41.8%
40Δ4.93320.3%128.7%6.66588.8%38.6%
45Δ4.84367.9%129.4%2.94286.3%23.5%
50Δ2.49131.6%19.5%2.94200.9%15.5%
55Δ2.39128.6%16.7%3.53240.9%14.8%
60Δ2.28125.5%14.0%4.13280.9%14.2%
65Δ2.18122.4%11.3%4.66303.0%12.8%
70Δ2.07119.3%8.5%
75Δ1.96117.1%6.2%
80Δ1.84116.7%4.9%

20Δ

Calls
Pseudo strike
4.25
IV
191.0%
B/E move
88.0%
Puts
Pseudo strike
1.62
IV
300.5%
B/E move
44.4%

25Δ

Calls
Pseudo strike
4.05
IV
203.4%
B/E move
81.2%
Puts
Pseudo strike
1.86
IV
201.6%
B/E move
30.8%

30Δ

Calls
Pseudo strike
5.86
IV
317.2%
B/E move
164.3%
Puts
Pseudo strike
2.77
IV
340.5%
B/E move
34.0%

35Δ

Calls
Pseudo strike
7.28
IV
411.4%
B/E move
229.8%
Puts
Pseudo strike
3.88
IV
522.5%
B/E move
41.8%

40Δ

Calls
Pseudo strike
4.93
IV
320.3%
B/E move
128.7%
Puts
Pseudo strike
6.66
IV
588.8%
B/E move
38.6%

45Δ

Calls
Pseudo strike
4.84
IV
367.9%
B/E move
129.4%
Puts
Pseudo strike
2.94
IV
286.3%
B/E move
23.5%

50Δ

Calls
Pseudo strike
2.49
IV
131.6%
B/E move
19.5%
Puts
Pseudo strike
2.94
IV
200.9%
B/E move
15.5%

55Δ

Calls
Pseudo strike
2.39
IV
128.6%
B/E move
16.7%
Puts
Pseudo strike
3.53
IV
240.9%
B/E move
14.8%

60Δ

Calls
Pseudo strike
2.28
IV
125.5%
B/E move
14.0%
Puts
Pseudo strike
4.13
IV
280.9%
B/E move
14.2%

65Δ

Calls
Pseudo strike
2.18
IV
122.4%
B/E move
11.3%
Puts
Pseudo strike
4.66
IV
303.0%
B/E move
12.8%

70Δ

Calls
Pseudo strike
2.07
IV
119.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.96
IV
117.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.84
IV
116.7%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations