IntraAlpha
Create free account Start free

VivoPower PLC VIVO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-10-22T23:59:10.354Z

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 · 2026-10-22T23:57:00.94901241Z

FundamentalsAlpha Vantage · ready · quarter 2024-06-30 · fetched 2026-10-22T23:59:08.724865+00:00

Share price$2.26
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$1.54$3.09$4.63$6.17$-0.16$1.05$2.26$3.48$4.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VIVO spot · $2.26VIVO PRICE$0.11$0.15$0.27$0.38$0.38$0.45$0.43$0.44$0.45$0.46$0.48$0.59$0.70$0.35$0.27$0.20$2.40$5.72$2.75$0.59$1.16$1.73$2.30$2.71
PutsExpensive1.78×
CallsExpensive1.57×
SkewBearish+68.18 pp
Implied moveBearish±$1.02
TiltBearish58.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.25197.7%92.9%1.58312.2%45.5%
25Δ4.06211.2%86.3%1.79223.2%33.0%
30Δ5.79321.0%168.0%2.00134.2%20.6%
35Δ7.46427.6%246.7%3.72517.7%41.6%
40Δ5.01333.2%138.3%7.07632.3%40.3%
45Δ4.81358.7%132.9%4.37400.8%28.0%
50Δ2.94249.2%49.2%2.54162.7%13.7%
55Δ2.71220.8%39.2%3.13200.6%13.0%
60Δ2.47192.3%29.1%3.71238.5%12.4%
65Δ2.23163.9%19.1%4.29276.4%11.7%
70Δ1.99137.1%9.4%4.75283.7%9.9%
75Δ1.85145.1%7.8%
80Δ1.70153.1%6.2%

20Δ

Calls
Pseudo strike
4.25
IV
197.7%
B/E move
92.9%
Puts
Pseudo strike
1.58
IV
312.2%
B/E move
45.5%

25Δ

Calls
Pseudo strike
4.06
IV
211.2%
B/E move
86.3%
Puts
Pseudo strike
1.79
IV
223.2%
B/E move
33.0%

30Δ

Calls
Pseudo strike
5.79
IV
321.0%
B/E move
168.0%
Puts
Pseudo strike
2.00
IV
134.2%
B/E move
20.6%

35Δ

Calls
Pseudo strike
7.46
IV
427.6%
B/E move
246.7%
Puts
Pseudo strike
3.72
IV
517.7%
B/E move
41.6%

40Δ

Calls
Pseudo strike
5.01
IV
333.2%
B/E move
138.3%
Puts
Pseudo strike
7.07
IV
632.3%
B/E move
40.3%

45Δ

Calls
Pseudo strike
4.81
IV
358.7%
B/E move
132.9%
Puts
Pseudo strike
4.37
IV
400.8%
B/E move
28.0%

50Δ

Calls
Pseudo strike
2.94
IV
249.2%
B/E move
49.2%
Puts
Pseudo strike
2.54
IV
162.7%
B/E move
13.7%

55Δ

Calls
Pseudo strike
2.71
IV
220.8%
B/E move
39.2%
Puts
Pseudo strike
3.13
IV
200.6%
B/E move
13.0%

60Δ

Calls
Pseudo strike
2.47
IV
192.3%
B/E move
29.1%
Puts
Pseudo strike
3.71
IV
238.5%
B/E move
12.4%

65Δ

Calls
Pseudo strike
2.23
IV
163.9%
B/E move
19.1%
Puts
Pseudo strike
4.29
IV
276.4%
B/E move
11.7%

70Δ

Calls
Pseudo strike
1.99
IV
137.1%
B/E move
9.4%
Puts
Pseudo strike
4.75
IV
283.7%
B/E move
9.9%

75Δ

Calls
Pseudo strike
1.85
IV
145.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.70
IV
153.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations