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Valley National Bancorp VLY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T21:19:31.189Z

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 · 2026-10-23T20:25:24.882051466Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T21:19:30.927875+00:00

Share price$13.60
1D-1.4%
AH$13.56$13.71$13.87$14.02$14.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLY
Sold putSold callAH

Valley National Bancorp options

Live interpolated VLY call and put midpoint premiums by absolute delta.Valley National Bancorp$0.06$0.81$1.56$2.31$3.06$11.34$12.52$13.70$14.87$16.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLY spot · $13.60VLY PRICE$0.16$0.24$0.31$0.39$0.46$0.55$0.71$0.88$1.04$1.21$1.59$1.97$2.84$0.14$0.15$0.17$0.20$0.22$0.24$0.26$0.28$0.31$0.33$0.35$0.37$0.40
PutsCheap0.41×
CallsExpensive1.20×
SkewBullish-33.94 pp
Implied moveBullish±$0.98
TiltBullish56.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8635.3%10.4%12.5834.8%8.5%
25Δ14.6837.5%9.7%13.0126.8%5.5%
30Δ14.5039.8%8.9%13.1025.4%5.0%
35Δ14.3342.0%8.2%13.1923.9%4.5%
40Δ14.1544.3%7.4%13.2722.5%4.0%
45Δ13.9646.6%6.7%13.3621.1%3.5%
50Δ13.7249.6%6.1%13.4519.6%3.0%
55Δ13.4852.6%5.6%13.5418.2%2.5%
60Δ13.2355.7%5.0%13.6316.8%2.1%
65Δ12.9958.8%4.4%13.7215.3%1.6%
70Δ12.5566.8%4.0%13.8013.9%1.1%
75Δ12.1174.8%3.6%13.8912.5%0.6%
80Δ11.2599.1%3.6%13.9811.0%0.1%

20Δ

Calls
Pseudo strike
14.86
IV
35.3%
B/E move
10.4%
Puts
Pseudo strike
12.58
IV
34.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
14.68
IV
37.5%
B/E move
9.7%
Puts
Pseudo strike
13.01
IV
26.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
14.50
IV
39.8%
B/E move
8.9%
Puts
Pseudo strike
13.10
IV
25.4%
B/E move
5.0%

35Δ

Calls
Pseudo strike
14.33
IV
42.0%
B/E move
8.2%
Puts
Pseudo strike
13.19
IV
23.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
14.15
IV
44.3%
B/E move
7.4%
Puts
Pseudo strike
13.27
IV
22.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
13.96
IV
46.6%
B/E move
6.7%
Puts
Pseudo strike
13.36
IV
21.1%
B/E move
3.5%

50Δ

Calls
Pseudo strike
13.72
IV
49.6%
B/E move
6.1%
Puts
Pseudo strike
13.45
IV
19.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
13.48
IV
52.6%
B/E move
5.6%
Puts
Pseudo strike
13.54
IV
18.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
13.23
IV
55.7%
B/E move
5.0%
Puts
Pseudo strike
13.63
IV
16.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.99
IV
58.8%
B/E move
4.4%
Puts
Pseudo strike
13.72
IV
15.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
12.55
IV
66.8%
B/E move
4.0%
Puts
Pseudo strike
13.80
IV
13.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
12.11
IV
74.8%
B/E move
3.6%
Puts
Pseudo strike
13.89
IV
12.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
11.25
IV
99.1%
B/E move
3.6%
Puts
Pseudo strike
13.98
IV
11.0%
B/E move
0.1%

Options history

No recorded observations