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Valley National Bancorp Common Stock VLY

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Market datapartial · fetched 2026-10-23T17:40:51.553Z

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 · 2026-10-23T17:40:47.459833728Z

FundamentalsAlpha Vantage · unavailable

Share price$14.10
1D+2.1%
$13.70$13.81$13.91$14.02$14.125:30 AM6:30 AM9:00 AM1:00 PMVLY
Sold putSold call

Valley National Bancorp Common Stock options

Live interpolated VLY call and put midpoint premiums by absolute delta.Valley National Bancorp Common Stock$0.01$0.83$1.64$2.46$3.27$11.66$12.82$13.97$15.12$16.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLY spot · $14.10VLY PRICE$0.10$0.16$0.21$0.27$0.32$0.37$0.43$0.48$0.55$0.62$0.70$0.77$0.84$0.17$0.22$0.27$0.33$0.38$0.46$0.60$0.75$0.89$1.04$1.32$2.02$3.03
PutsCheap0.88×
CallsCheap0.56×
SkewBearish+14.45 pp
Implied moveBearish±$1.03
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.9924.0%7.1%13.0535.7%8.6%
25Δ14.8624.5%6.5%13.2534.9%7.5%
30Δ14.7225.0%5.9%13.4534.0%6.5%
35Δ14.5925.5%5.4%13.6533.2%5.5%
40Δ14.4526.0%4.8%13.8532.3%4.5%
45Δ14.3126.5%4.2%14.0532.0%3.6%
50Δ14.1827.0%3.6%14.2533.5%3.2%
55Δ14.0427.5%3.1%14.4535.0%2.8%
60Δ13.9226.6%2.6%14.6536.5%2.4%
65Δ13.8025.0%2.3%14.8538.0%2.0%
70Δ13.6723.4%1.9%15.1742.1%1.7%
75Δ13.5521.9%1.6%15.8754.8%1.7%
80Δ13.4320.3%1.3%16.9168.6%1.6%

20Δ

Calls
Pseudo strike
14.99
IV
24.0%
B/E move
7.1%
Puts
Pseudo strike
13.05
IV
35.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
14.86
IV
24.5%
B/E move
6.5%
Puts
Pseudo strike
13.25
IV
34.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
14.72
IV
25.0%
B/E move
5.9%
Puts
Pseudo strike
13.45
IV
34.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
14.59
IV
25.5%
B/E move
5.4%
Puts
Pseudo strike
13.65
IV
33.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
14.45
IV
26.0%
B/E move
4.8%
Puts
Pseudo strike
13.85
IV
32.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
14.31
IV
26.5%
B/E move
4.2%
Puts
Pseudo strike
14.05
IV
32.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
14.18
IV
27.0%
B/E move
3.6%
Puts
Pseudo strike
14.25
IV
33.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
14.04
IV
27.5%
B/E move
3.1%
Puts
Pseudo strike
14.45
IV
35.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
13.92
IV
26.6%
B/E move
2.6%
Puts
Pseudo strike
14.65
IV
36.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
13.80
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
14.85
IV
38.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
13.67
IV
23.4%
B/E move
1.9%
Puts
Pseudo strike
15.17
IV
42.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
13.55
IV
21.9%
B/E move
1.6%
Puts
Pseudo strike
15.87
IV
54.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
13.43
IV
20.3%
B/E move
1.3%
Puts
Pseudo strike
16.91
IV
68.6%
B/E move
1.6%

Options history

No recorded observations