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Valmont Industries, Inc. VMI

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Market datapartial · fetched 2026-10-23T00:23:48.451Z

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 · 2026-10-22T23:34:15.521320882Z

FundamentalsAlpha Vantage · unavailable

Share price$435.00
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.$3.04$12.46$21.89$31.31$40.74$379.12$409.29$439.47$469.64$499.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMI spot · $435.00VMI PRICE$4.05$5.20$6.69$8.42$10.18$11.97$13.97$16.23$18.68$21.61$24.86$29.35$35.24$4.82$5.97$7.15$8.72$10.34$12.70$15.27$18.09$21.13$24.44$28.06$32.58$38.02
PutsCheap0.83×
CallsFair0.95×
SkewBullish-0.35 pp
Implied moveBearish±$29.24
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ471.6531.0%9.4%404.3533.7%8.2%
25Δ463.4229.5%7.7%412.5331.3%6.5%
30Δ457.5029.6%6.7%419.1829.3%5.3%
35Δ452.6230.2%6.0%424.1828.7%4.5%
40Δ447.7030.4%5.3%428.9528.2%3.8%
45Δ442.7330.1%4.5%433.4828.6%3.3%
50Δ437.9229.9%3.9%437.9529.3%2.8%
55Δ433.3129.8%3.3%442.6229.8%2.4%
60Δ428.6429.8%2.8%447.4830.0%2.0%
65Δ423.8329.9%2.4%452.5330.0%1.6%
70Δ418.8030.1%2.0%457.7729.8%1.2%
75Δ412.8530.8%1.7%463.7529.9%0.9%
80Δ405.6232.2%1.3%470.5130.2%0.6%

20Δ

Calls
Pseudo strike
471.65
IV
31.0%
B/E move
9.4%
Puts
Pseudo strike
404.35
IV
33.7%
B/E move
8.2%

25Δ

Calls
Pseudo strike
463.42
IV
29.5%
B/E move
7.7%
Puts
Pseudo strike
412.53
IV
31.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
457.50
IV
29.6%
B/E move
6.7%
Puts
Pseudo strike
419.18
IV
29.3%
B/E move
5.3%

35Δ

Calls
Pseudo strike
452.62
IV
30.2%
B/E move
6.0%
Puts
Pseudo strike
424.18
IV
28.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
447.70
IV
30.4%
B/E move
5.3%
Puts
Pseudo strike
428.95
IV
28.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
442.73
IV
30.1%
B/E move
4.5%
Puts
Pseudo strike
433.48
IV
28.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
437.92
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
437.95
IV
29.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
433.31
IV
29.8%
B/E move
3.3%
Puts
Pseudo strike
442.62
IV
29.8%
B/E move
2.4%

60Δ

Calls
Pseudo strike
428.64
IV
29.8%
B/E move
2.8%
Puts
Pseudo strike
447.48
IV
30.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
423.83
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
452.53
IV
30.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
418.80
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
457.77
IV
29.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
412.85
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
463.75
IV
29.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
405.62
IV
32.2%
B/E move
1.3%
Puts
Pseudo strike
470.51
IV
30.2%
B/E move
0.6%

Options history

No recorded observations