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Valmont Industries, Inc. VMI

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Market datapartial · fetched 2026-10-22T23:21:25.039Z

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 · 2026-10-22T23:00:00.001012253Z

FundamentalsAlpha Vantage · unavailable

Share price$435.87
1D-1.6%
AH$431$434$438$441$4445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMI
Sold putSold callAH

Valmont Industries, Inc. options

Live interpolated VMI call and put midpoint premiums by absolute delta.Valmont Industries, Inc.$2.89$13.68$24.48$35.27$46.07$380.08$409.99$439.89$469.80$499.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMI spot · $435.87VMI PRICE$4.06$5.12$6.55$8.25$9.97$11.71$13.58$15.77$18.00$20.81$23.63$27.75$32.37$4.88$6.07$7.28$8.94$10.60$13.18$15.82$18.84$21.98$25.61$29.40$34.78$42.96
PutsCheap0.86×
CallsCheap0.92×
SkewBearish+1.83 pp
Implied moveBearish±$29.40
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ472.8431.1%9.4%404.8534.1%8.2%
25Δ463.8629.0%7.6%413.0531.7%6.6%
30Δ457.8928.9%6.6%419.8829.8%5.3%
35Δ453.0929.5%5.8%424.8129.3%4.6%
40Δ448.2829.7%5.1%429.7228.9%3.8%
45Δ443.4429.3%4.4%434.3229.6%3.4%
50Δ438.7129.0%3.8%438.9030.4%2.9%
55Δ434.2428.9%3.2%443.8230.8%2.5%
60Δ429.7628.7%2.7%448.8431.1%2.1%
65Δ425.1428.6%2.3%454.2231.2%1.7%
70Δ420.5328.5%1.9%459.7031.3%1.3%
75Δ414.9728.9%1.6%466.5231.7%0.9%
80Δ408.9829.5%1.3%475.9133.6%0.7%

20Δ

Calls
Pseudo strike
472.84
IV
31.1%
B/E move
9.4%
Puts
Pseudo strike
404.85
IV
34.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
463.86
IV
29.0%
B/E move
7.6%
Puts
Pseudo strike
413.05
IV
31.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
457.89
IV
28.9%
B/E move
6.6%
Puts
Pseudo strike
419.88
IV
29.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
453.09
IV
29.5%
B/E move
5.8%
Puts
Pseudo strike
424.81
IV
29.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
448.28
IV
29.7%
B/E move
5.1%
Puts
Pseudo strike
429.72
IV
28.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
443.44
IV
29.3%
B/E move
4.4%
Puts
Pseudo strike
434.32
IV
29.6%
B/E move
3.4%

50Δ

Calls
Pseudo strike
438.71
IV
29.0%
B/E move
3.8%
Puts
Pseudo strike
438.90
IV
30.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
434.24
IV
28.9%
B/E move
3.2%
Puts
Pseudo strike
443.82
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
429.76
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
448.84
IV
31.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
425.14
IV
28.6%
B/E move
2.3%
Puts
Pseudo strike
454.22
IV
31.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
420.53
IV
28.5%
B/E move
1.9%
Puts
Pseudo strike
459.70
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
414.97
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
466.52
IV
31.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
408.98
IV
29.5%
B/E move
1.3%
Puts
Pseudo strike
475.91
IV
33.6%
B/E move
0.7%

Options history

No recorded observations