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Veralto Corporation VLTO

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-10-22T21:23:54.019Z

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 · 2026-10-22T21:05:22.920160357Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:23:51.259725+00:00

Share price$104.50
1D+2.5%
AH$102.11$102.86$103.61$104.36$105.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLTO
Sold putSold callAH

Veralto Corporation options

Live interpolated VLTO call and put midpoint premiums by absolute delta.Veralto Corporation$0.75$3.30$5.85$8.39$10.94$91.29$97.45$103.62$109.79$115.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLTO spot · $104.50VLTO PRICE$1.03$1.38$1.73$2.19$2.70$3.20$3.71$4.19$4.66$5.13$5.61$6.20$8.57$1.24$1.65$2.06$2.54$3.01$3.48$4.02$4.82$5.63$6.43$7.40$8.80$10.20
PutsExpensive1.67×
CallsExpensive1.37×
SkewBearish+2.31 pp
Implied moveBearish±$7.73
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.7528.5%8.9%96.8334.5%8.5%
25Δ111.5430.1%8.1%98.4434.7%7.4%
30Δ110.3231.7%7.2%100.0434.9%6.2%
35Δ109.0832.4%6.5%101.3534.1%5.4%
40Δ107.8232.6%5.8%102.6633.4%4.6%
45Δ106.5632.9%5.0%103.9732.6%3.8%
50Δ105.3033.2%4.3%105.2732.0%3.1%
55Δ104.1932.2%3.7%106.5532.1%2.7%
60Δ103.1230.8%3.1%107.8232.2%2.2%
65Δ102.0629.4%2.6%109.0932.3%1.8%
70Δ101.0028.0%2.0%110.5032.4%1.3%
75Δ99.8427.0%1.5%112.2532.6%1.0%
80Δ97.2931.8%1.3%114.0132.9%0.7%

20Δ

Calls
Pseudo strike
112.75
IV
28.5%
B/E move
8.9%
Puts
Pseudo strike
96.83
IV
34.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
111.54
IV
30.1%
B/E move
8.1%
Puts
Pseudo strike
98.44
IV
34.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
110.32
IV
31.7%
B/E move
7.2%
Puts
Pseudo strike
100.04
IV
34.9%
B/E move
6.2%

35Δ

Calls
Pseudo strike
109.08
IV
32.4%
B/E move
6.5%
Puts
Pseudo strike
101.35
IV
34.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
107.82
IV
32.6%
B/E move
5.8%
Puts
Pseudo strike
102.66
IV
33.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
106.56
IV
32.9%
B/E move
5.0%
Puts
Pseudo strike
103.97
IV
32.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
105.30
IV
33.2%
B/E move
4.3%
Puts
Pseudo strike
105.27
IV
32.0%
B/E move
3.1%

55Δ

Calls
Pseudo strike
104.19
IV
32.2%
B/E move
3.7%
Puts
Pseudo strike
106.55
IV
32.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
103.12
IV
30.8%
B/E move
3.1%
Puts
Pseudo strike
107.82
IV
32.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
102.06
IV
29.4%
B/E move
2.6%
Puts
Pseudo strike
109.09
IV
32.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
101.00
IV
28.0%
B/E move
2.0%
Puts
Pseudo strike
110.50
IV
32.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
99.84
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
112.25
IV
32.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
97.29
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
114.01
IV
32.9%
B/E move
0.7%

Options history

No recorded observations