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Vornado Realty Trust VNO

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Market datapartial · fetched 2026-10-23T03:02:22.419Z

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 · 2026-10-22T23:00:00.000973111Z

FundamentalsAlpha Vantage · unavailable

Share price$34.34
1D+5.0%
AH$32.54$33.12$33.70$34.28$34.855:30 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$0.49$1.82$3.15$4.48$5.81$28.51$31.23$33.95$36.68$39.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNO spot · $34.34VNO PRICE$0.72$0.71$0.87$1.09$1.08$1.21$1.35$1.49$1.66$1.88$2.08$2.20$2.32$0.64$0.84$1.03$1.22$1.64$2.01$2.24$2.28$2.24$2.21$5.15$3.49$5.43
PutsExpensive1.63×
CallsExpensive1.29×
SkewBearish+8.01 pp
Implied moveBearish±$3.59
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.7272.5%23.6%30.6154.5%12.7%
25Δ39.0856.1%15.9%31.4553.6%10.9%
30Δ37.4450.2%11.5%32.2351.8%9.1%
35Δ37.0152.8%10.9%32.9649.3%7.5%
40Δ35.7641.8%7.3%33.5753.4%7.0%
45Δ35.1639.5%5.9%34.1855.7%6.3%
50Δ34.6737.3%4.9%34.8252.6%5.1%
55Δ34.2135.2%3.9%35.2347.3%4.0%
60Δ33.7833.9%3.2%35.5541.0%3.0%
65Δ33.3833.1%2.7%35.8834.8%2.0%
70Δ32.9932.2%2.1%38.5364.3%2.8%
75Δ32.7329.4%1.7%37.4338.6%1.2%
80Δ32.4726.7%1.3%39.4447.8%1.0%

20Δ

Calls
Pseudo strike
41.72
IV
72.5%
B/E move
23.6%
Puts
Pseudo strike
30.61
IV
54.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
39.08
IV
56.1%
B/E move
15.9%
Puts
Pseudo strike
31.45
IV
53.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
37.44
IV
50.2%
B/E move
11.5%
Puts
Pseudo strike
32.23
IV
51.8%
B/E move
9.1%

35Δ

Calls
Pseudo strike
37.01
IV
52.8%
B/E move
10.9%
Puts
Pseudo strike
32.96
IV
49.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
35.76
IV
41.8%
B/E move
7.3%
Puts
Pseudo strike
33.57
IV
53.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
35.16
IV
39.5%
B/E move
5.9%
Puts
Pseudo strike
34.18
IV
55.7%
B/E move
6.3%

50Δ

Calls
Pseudo strike
34.67
IV
37.3%
B/E move
4.9%
Puts
Pseudo strike
34.82
IV
52.6%
B/E move
5.1%

55Δ

Calls
Pseudo strike
34.21
IV
35.2%
B/E move
3.9%
Puts
Pseudo strike
35.23
IV
47.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
33.78
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
35.55
IV
41.0%
B/E move
3.0%

65Δ

Calls
Pseudo strike
33.38
IV
33.1%
B/E move
2.7%
Puts
Pseudo strike
35.88
IV
34.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
32.99
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
38.53
IV
64.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
32.73
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
37.43
IV
38.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
32.47
IV
26.7%
B/E move
1.3%
Puts
Pseudo strike
39.44
IV
47.8%
B/E move
1.0%

Options history

No recorded observations