Vivmark Residential VMRK
REAL ESTATE · REIT - RESIDENTIALi
Market dataready · fetched 2026-10-23T00:23:07.405Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002188492Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:23:05.711221+00:00
Share price$63.57
1D+2.0%
Sold putSold callAH
Vivmark Residential options
PutsExpensive1.08×
CallsExpensive1.29×
SkewBullish-3.32 pp
Implied moveBearish±$3.94
TiltBearish6.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 74.00 | 53.9% | 17.9% | 60.17 | 25.2% | 6.2% |
| 25Δ | 71.64 | 45.6% | 14.2% | 60.80 | 25.3% | 5.6% |
| 30Δ | 69.28 | 37.2% | 10.6% | 61.42 | 25.4% | 5.1% |
| 35Δ | 66.92 | 28.8% | 6.9% | 62.04 | 25.5% | 4.5% |
| 40Δ | 64.89 | 22.1% | 3.8% | 62.66 | 25.6% | 3.9% |
| 45Δ | 64.31 | 22.4% | 3.5% | 63.28 | 25.7% | 3.3% |
| 50Δ | 63.73 | 22.7% | 3.2% | 63.90 | 25.8% | 2.8% |
| 55Δ | 63.15 | 23.0% | 2.8% | 64.52 | 25.9% | 2.2% |
| 60Δ | 62.56 | 23.2% | 2.5% | 65.17 | 25.9% | 1.7% |
| 65Δ | 61.98 | 23.5% | 2.1% | 65.96 | 25.7% | 1.4% |
| 70Δ | 61.40 | 23.8% | 1.8% | 66.75 | 25.4% | 1.1% |
| 75Δ | 60.82 | 24.1% | 1.5% | 67.54 | 25.2% | 0.8% |
| 80Δ | 60.23 | 24.4% | 1.1% | 68.33 | 25.0% | 0.6% |
20Δ
- Pseudo strike
- 74.00
- IV
- 53.9%
- B/E move
- 17.9%
- Pseudo strike
- 60.17
- IV
- 25.2%
- B/E move
- 6.2%
25Δ
- Pseudo strike
- 71.64
- IV
- 45.6%
- B/E move
- 14.2%
- Pseudo strike
- 60.80
- IV
- 25.3%
- B/E move
- 5.6%
30Δ
- Pseudo strike
- 69.28
- IV
- 37.2%
- B/E move
- 10.6%
- Pseudo strike
- 61.42
- IV
- 25.4%
- B/E move
- 5.1%
35Δ
- Pseudo strike
- 66.92
- IV
- 28.8%
- B/E move
- 6.9%
- Pseudo strike
- 62.04
- IV
- 25.5%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 64.89
- IV
- 22.1%
- B/E move
- 3.8%
- Pseudo strike
- 62.66
- IV
- 25.6%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 64.31
- IV
- 22.4%
- B/E move
- 3.5%
- Pseudo strike
- 63.28
- IV
- 25.7%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 63.73
- IV
- 22.7%
- B/E move
- 3.2%
- Pseudo strike
- 63.90
- IV
- 25.8%
- B/E move
- 2.8%
55Δ
- Pseudo strike
- 63.15
- IV
- 23.0%
- B/E move
- 2.8%
- Pseudo strike
- 64.52
- IV
- 25.9%
- B/E move
- 2.2%
60Δ
- Pseudo strike
- 62.56
- IV
- 23.2%
- B/E move
- 2.5%
- Pseudo strike
- 65.17
- IV
- 25.9%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 61.98
- IV
- 23.5%
- B/E move
- 2.1%
- Pseudo strike
- 65.96
- IV
- 25.7%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 61.40
- IV
- 23.8%
- B/E move
- 1.8%
- Pseudo strike
- 66.75
- IV
- 25.4%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 60.82
- IV
- 24.1%
- B/E move
- 1.5%
- Pseudo strike
- 67.54
- IV
- 25.2%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 60.23
- IV
- 24.4%
- B/E move
- 1.1%
- Pseudo strike
- 68.33
- IV
- 25.0%
- B/E move
- 0.6%
Options history
No recorded observations