IntraAlpha
Create free account Start free

Vivmark Residential VMRK

i

Market datapartial · fetched 2026-10-22T20:46:36.213Z

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 · 2026-10-22T20:34:59.795282648Z

FundamentalsAlpha Vantage · unavailable

Share price$63.57
1D+2.0%
AH$62.24$62.63$63.03$63.42$63.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMRK
Sold putSold callAH

Vivmark Residential options

Live interpolated VMRK call and put midpoint premiums by absolute delta.Vivmark Residential$0.41$1.68$2.94$4.21$5.48$57.70$60.75$63.80$66.86$69.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMRK spot · $63.57VMRK PRICE$0.94$0.97$1.00$1.03$1.12$1.48$1.85$2.22$2.59$2.95$3.32$3.69$4.05$0.55$0.80$1.06$1.32$1.58$1.83$2.09$2.35$2.68$3.29$3.90$4.51$5.11
PutsExpensive1.08×
CallsExpensive1.29×
SkewBullish-3.29 pp
Implied moveBearish±$3.94
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0053.8%17.9%60.1725.2%6.2%
25Δ71.6445.5%14.2%60.8025.3%5.6%
30Δ69.2837.1%10.6%61.4225.4%5.1%
35Δ66.9228.8%6.9%62.0425.5%4.5%
40Δ64.8922.1%3.8%62.6625.6%3.9%
45Δ64.3122.4%3.5%63.2825.7%3.3%
50Δ63.7322.7%3.2%63.9025.8%2.8%
55Δ63.1523.0%2.8%64.5225.9%2.2%
60Δ62.5623.2%2.5%65.1725.9%1.7%
65Δ61.9823.5%2.1%65.9625.7%1.4%
70Δ61.4023.8%1.8%66.7525.4%1.1%
75Δ60.8224.1%1.5%67.5425.2%0.8%
80Δ60.2324.4%1.1%68.3325.0%0.6%

20Δ

Calls
Pseudo strike
74.00
IV
53.8%
B/E move
17.9%
Puts
Pseudo strike
60.17
IV
25.2%
B/E move
6.2%

25Δ

Calls
Pseudo strike
71.64
IV
45.5%
B/E move
14.2%
Puts
Pseudo strike
60.80
IV
25.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
69.28
IV
37.1%
B/E move
10.6%
Puts
Pseudo strike
61.42
IV
25.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
66.92
IV
28.8%
B/E move
6.9%
Puts
Pseudo strike
62.04
IV
25.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
64.89
IV
22.1%
B/E move
3.8%
Puts
Pseudo strike
62.66
IV
25.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
64.31
IV
22.4%
B/E move
3.5%
Puts
Pseudo strike
63.28
IV
25.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
63.73
IV
22.7%
B/E move
3.2%
Puts
Pseudo strike
63.90
IV
25.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
63.15
IV
23.0%
B/E move
2.8%
Puts
Pseudo strike
64.52
IV
25.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
62.56
IV
23.2%
B/E move
2.5%
Puts
Pseudo strike
65.17
IV
25.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
61.98
IV
23.5%
B/E move
2.1%
Puts
Pseudo strike
65.96
IV
25.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
61.40
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
66.75
IV
25.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
60.82
IV
24.1%
B/E move
1.5%
Puts
Pseudo strike
67.54
IV
25.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
60.23
IV
24.4%
B/E move
1.1%
Puts
Pseudo strike
68.33
IV
25.0%
B/E move
0.6%

Options history

No recorded observations