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Vulcan Materials Company(Holding Company) VMC

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Market datapartial · fetched 2026-10-23T04:10:56.771Z

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$11.81$22.38$32.96$43.53$230.61$248.05$265.50$282.95$300.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMC spot · $271.26VMC PRICE$2.38$3.16$4.08$5.00$6.05$7.26$8.46$9.66$10.96$12.27$13.58$14.89$16.59$3.35$4.65$5.94$7.49$9.19$10.88$13.17$15.45$18.20$21.55$25.51$31.05$40.48
PutsExpensive1.39×
CallsCheap0.95×
SkewBearish+13.20 pp
Implied moveBearish±$21.62
TiltBearish28.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ292.8429.6%8.8%250.4837.8%8.9%
25Δ288.1628.7%7.4%254.5238.3%7.9%
30Δ284.9428.9%6.5%258.5738.8%6.9%
35Δ281.7329.1%5.7%262.4339.2%6.0%
40Δ278.6929.2%5.0%266.2039.6%5.3%
45Δ275.8729.2%4.4%269.9639.9%4.5%
50Δ273.0429.1%3.8%273.8740.2%3.9%
55Δ270.2129.1%3.2%277.7940.6%3.3%
60Δ267.6728.2%2.7%282.0241.1%2.7%
65Δ265.1527.3%2.3%286.6641.9%2.3%
70Δ262.6326.3%1.8%291.8643.0%1.8%
75Δ260.1125.4%1.4%298.4645.0%1.4%
80Δ257.7323.5%1.1%308.7449.9%1.1%

20Δ

Calls
Pseudo strike
292.84
IV
29.6%
B/E move
8.8%
Puts
Pseudo strike
250.48
IV
37.8%
B/E move
8.9%

25Δ

Calls
Pseudo strike
288.16
IV
28.7%
B/E move
7.4%
Puts
Pseudo strike
254.52
IV
38.3%
B/E move
7.9%

30Δ

Calls
Pseudo strike
284.94
IV
28.9%
B/E move
6.5%
Puts
Pseudo strike
258.57
IV
38.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
281.73
IV
29.1%
B/E move
5.7%
Puts
Pseudo strike
262.43
IV
39.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
278.69
IV
29.2%
B/E move
5.0%
Puts
Pseudo strike
266.20
IV
39.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
275.87
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
269.96
IV
39.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
273.04
IV
29.1%
B/E move
3.8%
Puts
Pseudo strike
273.87
IV
40.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
270.21
IV
29.1%
B/E move
3.2%
Puts
Pseudo strike
277.79
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
267.67
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
282.02
IV
41.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
265.15
IV
27.3%
B/E move
2.3%
Puts
Pseudo strike
286.66
IV
41.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
262.63
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
291.86
IV
43.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
260.11
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
298.46
IV
45.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
257.73
IV
23.5%
B/E move
1.1%
Puts
Pseudo strike
308.74
IV
49.9%
B/E move
1.1%

Options history

No recorded observations