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Vulcan Materials Company(Holding Company) VMC

i

Market dataready · fetched 2026-11-12T15:29:00.470Z

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 · 2026-11-12T15:28:38.80715638Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:27:06.356400+00:00

Share price$283.09
1D-1.6%
$283$284$285$287$2885:30 AM6:30 AM9:00 AM1:00 PMVMC
Sold putSold call

Vulcan Materials Company(Holding Company) options

Live interpolated VMC call and put midpoint premiums by absolute delta.Vulcan Materials Company(Holding Company)$1.38$5.67$9.96$14.24$18.53$261.47$272.13$282.80$293.46$304.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMC spot · $283.09VMC PRICE$1.91$2.42$2.93$3.51$4.46$5.41$6.36$7.31$8.40$10.45$12.50$14.55$17.30$1.84$2.36$2.88$3.40$4.00$5.00$6.00$6.99$7.99$8.99$10.47$12.43$14.38
PutsCheap0.82×
CallsFair1.03×
SkewBullish-5.88 pp
Implied moveBullish±$12.36
TiltBullish5.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ299.3242.0%6.4%270.4438.3%5.1%
25Δ296.0339.9%5.4%272.9236.7%4.4%
30Δ292.7437.8%4.4%275.4035.1%3.7%
35Δ289.6736.2%3.6%277.8833.5%3.0%
40Δ287.6936.6%3.2%280.2632.2%2.4%
45Δ285.7137.0%2.8%282.0332.3%2.1%
50Δ283.7337.4%2.5%283.8032.4%1.9%
55Δ281.7437.8%2.1%285.5732.5%1.6%
60Δ279.6838.4%1.8%287.3432.6%1.3%
65Δ276.9840.0%1.5%289.1032.7%1.1%
70Δ274.2841.6%1.3%291.2232.7%0.8%
75Δ271.5843.3%1.1%293.6832.7%0.6%
80Δ268.2044.8%0.9%296.1432.6%0.5%

20Δ

Calls
Pseudo strike
299.32
IV
42.0%
B/E move
6.4%
Puts
Pseudo strike
270.44
IV
38.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
296.03
IV
39.9%
B/E move
5.4%
Puts
Pseudo strike
272.92
IV
36.7%
B/E move
4.4%

30Δ

Calls
Pseudo strike
292.74
IV
37.8%
B/E move
4.4%
Puts
Pseudo strike
275.40
IV
35.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
289.67
IV
36.2%
B/E move
3.6%
Puts
Pseudo strike
277.88
IV
33.5%
B/E move
3.0%

40Δ

Calls
Pseudo strike
287.69
IV
36.6%
B/E move
3.2%
Puts
Pseudo strike
280.26
IV
32.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
285.71
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
282.03
IV
32.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
283.73
IV
37.4%
B/E move
2.5%
Puts
Pseudo strike
283.80
IV
32.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
281.74
IV
37.8%
B/E move
2.1%
Puts
Pseudo strike
285.57
IV
32.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
279.68
IV
38.4%
B/E move
1.8%
Puts
Pseudo strike
287.34
IV
32.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
276.98
IV
40.0%
B/E move
1.5%
Puts
Pseudo strike
289.10
IV
32.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
274.28
IV
41.6%
B/E move
1.3%
Puts
Pseudo strike
291.22
IV
32.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
271.58
IV
43.3%
B/E move
1.1%
Puts
Pseudo strike
293.68
IV
32.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
268.20
IV
44.8%
B/E move
0.9%
Puts
Pseudo strike
296.14
IV
32.6%
B/E move
0.5%

Options history

IV · four-Friday blend28.21%
Daily close
VMC24.9%29.4%33.9%2026-08-14: 25.65%2026-08-17: 27.34%2026-08-18: 28.51%2026-08-21: 27.20%2026-08-24: 26.75%2026-08-25: 26.69%2026-08-26: 26.48%2026-08-27: 26.63%2026-08-28: 25.89%2026-08-31: 25.98%2026-09-01: 26.37%2026-09-02: 26.27%2026-09-03: 26.75%2026-09-04: 25.51%2026-09-08: 27.84%2026-09-09: 28.52%2026-09-10: 28.98%2026-09-11: 28.64%2026-09-14: 29.09%2026-09-15: 30.38%2026-09-18: 28.31%2026-09-21: 28.85%2026-09-22: 28.63%2026-09-23: 29.06%2026-09-24: 29.24%2026-09-25: 28.91%2026-09-28: 29.32%2026-09-29: 29.80%2026-09-30: 29.58%2026-10-01: 29.66%2026-10-02: 30.20%2026-10-05: 29.87%2026-10-06: 29.69%2026-10-07: 29.77%2026-10-08: 30.05%2026-10-09: 30.30%2026-10-12: 31.40%2026-10-13: 32.64%2026-10-14: 33.25%2026-10-16: 29.72%2026-10-19: 30.29%2026-10-20: 30.38%2026-10-21: 30.73%2026-10-22: 30.18%2026-10-23: 30.23%2026-10-26: 30.73%2026-10-27: 30.56%2026-10-28: 30.64%2026-10-29: 27.85%2026-10-30: 28.21%Aug 14Sep 24Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
25.65%
27.34%
28.51%
27.20%
26.75%
26.69%
26.48%
26.63%
25.89%
25.98%
26.37%
26.27%
26.75%
25.51%
27.84%
28.52%
28.98%
28.64%
29.09%
30.38%
28.31%
28.85%
28.63%
29.06%
29.24%
28.91%
29.32%
29.80%
29.58%
29.66%
30.20%
29.87%
29.69%
29.77%
30.05%
30.30%
31.40%
32.64%
33.25%
29.72%
30.29%
30.38%
30.73%
30.18%
30.23%
30.73%
30.56%
30.64%
27.85%
28.21%