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Vornado Realty Trust VNO

i

Market dataready · fetched 2026-11-12T03:01:56.245Z

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 · 2026-11-12T00:00:00.000946228Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:01:55.900114+00:00

Share price$35.20
1D-0.5%
AH$35.10$35.21$35.33$35.45$35.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNO
Sold putSold callAH

Vornado Realty Trust options

Live interpolated VNO call and put midpoint premiums by absolute delta.Vornado Realty Trust$0.24$1.07$1.89$2.72$3.54$32.25$33.87$35.48$37.10$38.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VNO spot · $35.20VNO PRICE$0.38$0.33$0.44$0.54$0.63$0.63$0.64$0.65$2.26$2.78$3.31$0.38$0.42$0.48$0.51$0.55$0.64$0.85$1.06$1.27$1.41$1.51$1.60$1.70
PutsCheap0.93×
Calls——
Skew——
Implied moveBearish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.5765.0%10.6%32.7359.5%8.1%
25Δ36.8440.1%5.6%33.4850.4%6.1%
30Δ36.5441.2%5.0%34.0444.2%4.6%
35Δ36.2342.2%4.5%34.4039.6%3.7%
40Δ35.9441.8%3.9%34.7535.0%2.8%
45Δ35.6736.8%3.1%35.0832.5%2.2%
50Δ35.4131.7%2.4%35.3535.1%2.0%
55Δ35.1526.7%1.7%35.6337.6%1.8%
60Δ35.9040.2%1.6%
65Δ36.1239.3%1.4%
70Δ33.6359.3%1.9%36.3236.5%1.1%
75Δ32.9963.0%1.6%36.5133.6%0.8%
80Δ32.3666.7%1.3%36.7030.7%0.6%

20Δ

Calls
Pseudo strike
38.57
IV
65.0%
B/E move
10.6%
Puts
Pseudo strike
32.73
IV
59.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
36.84
IV
40.1%
B/E move
5.6%
Puts
Pseudo strike
33.48
IV
50.4%
B/E move
6.1%

30Δ

Calls
Pseudo strike
36.54
IV
41.2%
B/E move
5.0%
Puts
Pseudo strike
34.04
IV
44.2%
B/E move
4.6%

35Δ

Calls
Pseudo strike
36.23
IV
42.2%
B/E move
4.5%
Puts
Pseudo strike
34.40
IV
39.6%
B/E move
3.7%

40Δ

Calls
Pseudo strike
35.94
IV
41.8%
B/E move
3.9%
Puts
Pseudo strike
34.75
IV
35.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
35.67
IV
36.8%
B/E move
3.1%
Puts
Pseudo strike
35.08
IV
32.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
35.41
IV
31.7%
B/E move
2.4%
Puts
Pseudo strike
35.35
IV
35.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
35.15
IV
26.7%
B/E move
1.7%
Puts
Pseudo strike
35.63
IV
37.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.90
IV
40.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.12
IV
39.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
33.63
IV
59.3%
B/E move
1.9%
Puts
Pseudo strike
36.32
IV
36.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
32.99
IV
63.0%
B/E move
1.6%
Puts
Pseudo strike
36.51
IV
33.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
32.36
IV
66.7%
B/E move
1.3%
Puts
Pseudo strike
36.70
IV
30.7%
B/E move
0.6%

Options history

IV · four-Friday blend36.52%
Daily EOD
VNO35.9%40.6%45.3%2026-10-19: 39.91%2026-10-20: 41.78%2026-10-21: 39.68%2026-10-22: 42.68%2026-10-23: 40.18%2026-10-26: 40.12%2026-10-27: 41.71%2026-10-28: 44.65%2026-10-29: 39.43%2026-10-30: 36.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.91%
41.78%
39.68%
42.68%
40.18%
40.12%
41.71%
44.65%
39.43%
36.52%