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VivoPower PLC Class A Ordinary Shares VIVO

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T03:21:14.243Z

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 · 2026-11-11T23:03:45.93787039Z

FundamentalsAlpha Vantage · ready · quarter 2025-09-30 · fetched 2026-11-12T03:21:13.899107+00:00

Share price$2.27
1D+13.4%
AH$1.91$2.03$2.14$2.26$2.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVIVO
Sold putSold callAH

VivoPower PLC Class A Ordinary Shares options

Live interpolated VIVO call and put midpoint premiums by absolute delta.VivoPower PLC Class A Ordinary Shares$0.00$1.43$2.85$4.28$5.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVIVO PRICE$0.18$0.22$0.26$0.30$0.34$0.38$0.15$0.19$5.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ2.04181.4%16.7%
35Δ2.13181.8%15.0%
40Δ
45Δ2.43167.1%15.1%
50Δ2.36169.1%13.4%
55Δ2.28171.2%11.7%
60Δ2.20173.3%9.9%6.77800.0%35.0%
65Δ2.12175.3%8.2%
70Δ2.04177.4%6.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.04
IV
181.4%
B/E move
16.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.13
IV
181.8%
B/E move
15.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.43
IV
167.1%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.36
IV
169.1%
B/E move
13.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.28
IV
171.2%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.20
IV
173.3%
B/E move
9.9%
Puts
Pseudo strike
6.77
IV
800.0%
B/E move
35.0%

65Δ

Calls
Pseudo strike
2.12
IV
175.3%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.04
IV
177.4%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend200.42%
Daily EOD
VIVO152.8%184.3%215.7%2026-10-20: 192.37%2026-10-21: 211.39%2026-10-22: 199.16%2026-10-23: 185.96%2026-10-28: 181.08%2026-10-29: 157.15%2026-10-30: 200.42%Oct 20Oct 23Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
192.37%
211.39%
199.16%
185.96%
181.08%
157.15%
200.42%