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Vulcan Materials Company(Holding Company) VMC

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Market datapartial · fetched 2026-10-22T23:45:18.451Z

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 · 2026-10-22T23:28:35.251460656Z

FundamentalsAlpha Vantage · unavailable

Share price$271.26
1D+2.5%
AH$262$264$265$267$2695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMC
Sold putSold callAH

Vulcan Materials Company(Holding Company) options

Live interpolated VMC call and put midpoint premiums by absolute delta.Vulcan Materials Company(Holding Company)$1.23$11.85$22.48$33.11$43.74$230.61$248.05$265.50$282.95$300.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMC spot · $271.26VMC PRICE$2.38$3.15$4.08$5.00$6.05$7.25$8.45$9.64$10.94$12.25$13.56$14.87$16.54$3.36$4.65$5.95$7.50$9.20$10.90$13.19$15.48$18.24$21.59$25.59$31.15$40.67
PutsExpensive1.37×
CallsCheap0.93×
SkewBearish+13.10 pp
Implied moveBearish±$21.63
TiltBearish29.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ292.8529.0%8.8%250.4937.1%8.9%
25Δ288.1628.1%7.4%254.5337.6%7.9%
30Δ284.9628.4%6.6%258.5838.2%6.9%
35Δ281.7528.6%5.7%262.4538.6%6.0%
40Δ278.7128.7%5.0%266.2238.9%5.2%
45Δ275.8928.6%4.4%269.9939.2%4.5%
50Δ273.0728.6%3.8%273.9139.6%3.9%
55Δ270.2528.5%3.2%277.8240.0%3.3%
60Δ267.7127.7%2.7%282.0740.5%2.7%
65Δ265.1926.8%2.3%286.7241.2%2.3%
70Δ262.6825.8%1.8%291.9642.4%1.8%
75Δ260.1624.9%1.4%298.5744.4%1.4%
80Δ257.8123.0%1.1%308.9549.3%1.1%

20Δ

Calls
Pseudo strike
292.85
IV
29.0%
B/E move
8.8%
Puts
Pseudo strike
250.49
IV
37.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
288.16
IV
28.1%
B/E move
7.4%
Puts
Pseudo strike
254.53
IV
37.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
284.96
IV
28.4%
B/E move
6.6%
Puts
Pseudo strike
258.58
IV
38.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
281.75
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
262.45
IV
38.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
278.71
IV
28.7%
B/E move
5.0%
Puts
Pseudo strike
266.22
IV
38.9%
B/E move
5.2%

45Δ

Calls
Pseudo strike
275.89
IV
28.6%
B/E move
4.4%
Puts
Pseudo strike
269.99
IV
39.2%
B/E move
4.5%

50Δ

Calls
Pseudo strike
273.07
IV
28.6%
B/E move
3.8%
Puts
Pseudo strike
273.91
IV
39.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
270.25
IV
28.5%
B/E move
3.2%
Puts
Pseudo strike
277.82
IV
40.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
267.71
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
282.07
IV
40.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
265.19
IV
26.8%
B/E move
2.3%
Puts
Pseudo strike
286.72
IV
41.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
262.68
IV
25.8%
B/E move
1.8%
Puts
Pseudo strike
291.96
IV
42.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
260.16
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
298.57
IV
44.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
257.81
IV
23.0%
B/E move
1.1%
Puts
Pseudo strike
308.95
IV
49.3%
B/E move
1.1%

Options history

No recorded observations