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Valmont Industries, Inc. VMI

i

Market dataready · fetched 2026-11-12T02:58:16.520Z

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 · 2026-11-12T00:00:00.000828735Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:50:40.201051+00:00

Share price$424.83
1D-0.8%
AH$421$423$425$427$4295:30 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.$2.31$8.68$15.05$21.42$27.80$385.85$406.77$427.68$448.60$469.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMI spot · $424.83VMI PRICE$3.18$3.00$4.15$5.30$6.45$7.73$9.21$10.69$12.17$14.91$17.64$21.02$25.88$3.13$4.22$5.39$6.63$7.88$8.96$10.01$11.06$12.97$15.63$18.30$21.95$25.96
PutsCheap0.80×
CallsCheap0.65×
SkewBearish+1.53 pp
Implied moveBearish±$19.22
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ452.1644.2%7.2%404.1639.3%5.6%
25Δ439.8230.7%4.2%408.1340.3%4.9%
30Δ437.1031.9%3.9%411.9640.6%4.3%
35Δ434.3733.0%3.5%415.6540.2%3.7%
40Δ431.6534.2%3.1%419.3439.8%3.1%
45Δ428.8434.9%2.8%422.5038.2%2.7%
50Δ425.8835.0%2.4%425.5436.3%2.2%
55Δ422.9335.1%2.1%428.5834.4%1.7%
60Δ419.9735.2%1.7%431.9134.1%1.4%
65Δ416.2736.6%1.5%435.4835.3%1.2%
70Δ412.5838.0%1.3%439.0636.4%1.0%
75Δ408.2839.7%1.1%443.5837.4%0.8%
80Δ402.5942.5%0.9%448.4438.4%0.6%

20Δ

Calls
Pseudo strike
452.16
IV
44.2%
B/E move
7.2%
Puts
Pseudo strike
404.16
IV
39.3%
B/E move
5.6%

25Δ

Calls
Pseudo strike
439.82
IV
30.7%
B/E move
4.2%
Puts
Pseudo strike
408.13
IV
40.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
437.10
IV
31.9%
B/E move
3.9%
Puts
Pseudo strike
411.96
IV
40.6%
B/E move
4.3%

35Δ

Calls
Pseudo strike
434.37
IV
33.0%
B/E move
3.5%
Puts
Pseudo strike
415.65
IV
40.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
431.65
IV
34.2%
B/E move
3.1%
Puts
Pseudo strike
419.34
IV
39.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
428.84
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
422.50
IV
38.2%
B/E move
2.7%

50Δ

Calls
Pseudo strike
425.88
IV
35.0%
B/E move
2.4%
Puts
Pseudo strike
425.54
IV
36.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
422.93
IV
35.1%
B/E move
2.1%
Puts
Pseudo strike
428.58
IV
34.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
419.97
IV
35.2%
B/E move
1.7%
Puts
Pseudo strike
431.91
IV
34.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
416.27
IV
36.6%
B/E move
1.5%
Puts
Pseudo strike
435.48
IV
35.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
412.58
IV
38.0%
B/E move
1.3%
Puts
Pseudo strike
439.06
IV
36.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
408.28
IV
39.7%
B/E move
1.1%
Puts
Pseudo strike
443.58
IV
37.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
402.59
IV
42.5%
B/E move
0.9%
Puts
Pseudo strike
448.44
IV
38.4%
B/E move
0.6%

Options history

IV · four-Friday blend31.13%
Daily EOD
VMI29.0%31.4%33.8%2026-10-19: 33.50%2026-10-20: 29.51%2026-10-21: 29.30%2026-10-22: 29.99%2026-10-23: 30.00%2026-10-26: 30.59%2026-10-27: 29.89%2026-10-28: 30.11%2026-10-29: 29.86%2026-10-30: 31.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.50%
29.51%
29.30%
29.99%
30.00%
30.59%
29.89%
30.11%
29.86%
31.13%