IntraAlpha
Create free account Start free

Veralto Corporation VLTO

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-12T00:49:07.699Z

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 · 2026-11-12T00:00:00.001724905Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:49:07.059413+00:00

Share price$118.77
1D+0.9%
AH$117.07$117.54$118.00$118.46$118.935:30 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$0.38$1.89$3.40$4.91$6.42$110.39$114.40$118.41$122.42$126.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLTO spot · $118.77VLTO PRICE$0.54$0.68$0.81$0.95$1.11$1.42$1.74$2.05$2.37$2.68$3.00$3.32$3.63$0.77$0.97$1.21$1.44$1.68$1.92$2.16$2.39$2.82$3.62$4.41$5.20$5.99
PutsCheap0.82×
CallsCheap0.65×
SkewBearish+8.62 pp
Implied moveBearish±$3.90
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.8227.2%4.7%113.1636.2%5.4%
25Δ122.8425.6%4.0%114.7834.1%4.2%
30Δ121.8624.0%3.3%115.6632.7%3.6%
35Δ120.8822.4%2.6%116.4331.5%3.2%
40Δ119.9521.0%1.9%117.2030.3%2.7%
45Δ119.4220.7%1.7%117.9629.1%2.3%
50Δ118.9020.5%1.6%118.7328.0%1.8%
55Δ118.3820.2%1.4%119.5026.8%1.4%
60Δ117.8620.0%1.2%120.3426.4%1.1%
65Δ117.3419.8%1.1%121.3127.4%0.9%
70Δ116.8219.5%0.9%122.2928.5%0.7%
75Δ116.3019.3%0.7%123.2729.6%0.6%
80Δ115.7819.0%0.5%124.2530.7%0.4%

20Δ

Calls
Pseudo strike
123.82
IV
27.2%
B/E move
4.7%
Puts
Pseudo strike
113.16
IV
36.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
122.84
IV
25.6%
B/E move
4.0%
Puts
Pseudo strike
114.78
IV
34.1%
B/E move
4.2%

30Δ

Calls
Pseudo strike
121.86
IV
24.0%
B/E move
3.3%
Puts
Pseudo strike
115.66
IV
32.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
120.88
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
116.43
IV
31.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
119.95
IV
21.0%
B/E move
1.9%
Puts
Pseudo strike
117.20
IV
30.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
119.42
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
117.96
IV
29.1%
B/E move
2.3%

50Δ

Calls
Pseudo strike
118.90
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
118.73
IV
28.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
118.38
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
119.50
IV
26.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
117.86
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
120.34
IV
26.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
117.34
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
121.31
IV
27.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
116.82
IV
19.5%
B/E move
0.9%
Puts
Pseudo strike
122.29
IV
28.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
116.30
IV
19.3%
B/E move
0.7%
Puts
Pseudo strike
123.27
IV
29.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
115.78
IV
19.0%
B/E move
0.5%
Puts
Pseudo strike
124.25
IV
30.7%
B/E move
0.4%

Options history

IV · four-Friday blend24.08%
Daily EOD
VLTO23.6%26.8%30.0%2026-10-19: 25.97%2026-10-20: 26.12%2026-10-21: 27.45%2026-10-22: 26.66%2026-10-23: 27.04%2026-10-26: 27.13%2026-10-27: 27.40%2026-10-28: 29.53%2026-10-29: 29.26%2026-10-30: 24.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.97%
26.12%
27.45%
26.66%
27.04%
27.13%
27.40%
29.53%
29.26%
24.08%