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Volaris VLRS

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-23T00:45:59.961Z

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 · 2026-10-22T23:00:00.003727759Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:45:59.695065+00:00

Share price$5.69
1D+2.3%
AH$5.54$5.61$5.67$5.73$5.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLRS
Sold putSold callAH

Volaris options

Live interpolated VLRS call and put midpoint premiums by absolute delta.Volaris$0.10$1.53$2.95$4.37$5.80$3.34$4.65$5.97$7.28$8.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLRS spot · $5.69VLRS PRICE$0.63$0.63$0.69$0.74$0.80$0.85$0.91$0.96$1.20$1.80$0.28$0.26$0.45$0.64$0.83$1.02$1.21$1.41$1.60$1.79$1.98$3.00$5.38
PutsExpensive2.04×
CallsExpensive2.66×
SkewBullish-34.71 pp
Implied moveBearish±$1.96
TiltBearish36.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.44155.0%26.8%
25Δ5.1176.2%14.8%
30Δ5.3681.4%13.7%
35Δ9.22230.2%73.0%5.6186.6%12.6%
40Δ7.45181.7%42.1%5.8691.8%11.6%
45Δ7.08169.0%36.6%6.1297.0%10.5%
50Δ6.72156.3%31.1%6.37102.2%9.4%
55Δ6.35143.7%25.6%6.62107.3%8.4%
60Δ5.98131.0%20.1%6.87112.5%7.3%
65Δ5.61118.3%14.6%7.13117.7%6.2%
70Δ5.25105.6%9.1%7.38122.9%5.2%
75Δ4.79111.0%5.3%8.44147.8%4.5%
80Δ4.16152.8%4.7%10.83199.9%4.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.44
IV
155.0%
B/E move
26.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.11
IV
76.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
81.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
9.22
IV
230.2%
B/E move
73.0%
Puts
Pseudo strike
5.61
IV
86.6%
B/E move
12.6%

40Δ

Calls
Pseudo strike
7.45
IV
181.7%
B/E move
42.1%
Puts
Pseudo strike
5.86
IV
91.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
7.08
IV
169.0%
B/E move
36.6%
Puts
Pseudo strike
6.12
IV
97.0%
B/E move
10.5%

50Δ

Calls
Pseudo strike
6.72
IV
156.3%
B/E move
31.1%
Puts
Pseudo strike
6.37
IV
102.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
6.35
IV
143.7%
B/E move
25.6%
Puts
Pseudo strike
6.62
IV
107.3%
B/E move
8.4%

60Δ

Calls
Pseudo strike
5.98
IV
131.0%
B/E move
20.1%
Puts
Pseudo strike
6.87
IV
112.5%
B/E move
7.3%

65Δ

Calls
Pseudo strike
5.61
IV
118.3%
B/E move
14.6%
Puts
Pseudo strike
7.13
IV
117.7%
B/E move
6.2%

70Δ

Calls
Pseudo strike
5.25
IV
105.6%
B/E move
9.1%
Puts
Pseudo strike
7.38
IV
122.9%
B/E move
5.2%

75Δ

Calls
Pseudo strike
4.79
IV
111.0%
B/E move
5.3%
Puts
Pseudo strike
8.44
IV
147.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
4.16
IV
152.8%
B/E move
4.7%
Puts
Pseudo strike
10.83
IV
199.9%
B/E move
4.2%

Options history

No recorded observations