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Vontier Corporation VNT

i

Market dataready · fetched 2026-11-12T02:55:49.906Z

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 · 2026-11-12T00:00:00.001869189Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T02:55:49.543701+00:00

Share price$43.78
1D+2.1%
AH$42.80$43.12$43.43$43.75$44.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNT
Sold putSold callAH

Vontier Corporation options

Live interpolated VNT call and put midpoint premiums by absolute delta.Vontier Corporation$0.21$1.90$3.59$5.28$6.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVNT PRICE$0.39$0.41$0.42$0.55$0.77$0.99$1.22$1.44$1.66$1.88$2.10$2.42$3.43$4.45$5.47$6.48
PutsCheap0.67×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3662.1%11.4%40.4561.4%8.9%
25Δ46.8148.3%7.9%41.0361.1%8.0%
30Δ45.2634.4%4.3%41.6160.9%7.2%
35Δ42.1860.6%6.4%
40Δ42.7660.3%5.6%
45Δ43.3460.0%4.8%
50Δ43.9159.7%4.0%
55Δ44.4959.5%3.2%
60Δ45.1360.0%2.4%
65Δ46.2766.4%2.1%
70Δ47.4172.9%1.9%
75Δ48.5679.4%1.6%
80Δ49.7085.9%1.3%

20Δ

Calls
Pseudo strike
48.36
IV
62.1%
B/E move
11.4%
Puts
Pseudo strike
40.45
IV
61.4%
B/E move
8.9%

25Δ

Calls
Pseudo strike
46.81
IV
48.3%
B/E move
7.9%
Puts
Pseudo strike
41.03
IV
61.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
45.26
IV
34.4%
B/E move
4.3%
Puts
Pseudo strike
41.61
IV
60.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.18
IV
60.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.76
IV
60.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.34
IV
60.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.91
IV
59.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.49
IV
59.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.13
IV
60.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.27
IV
66.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.41
IV
72.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.56
IV
79.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.70
IV
85.9%
B/E move
1.3%

Options history

IV · four-Friday blend38.83%
Daily EOD
VNT34.0%39.5%45.0%2026-10-19: 37.67%2026-10-21: 36.90%2026-10-22: 38.77%2026-10-23: 37.23%2026-10-26: 34.76%2026-10-27: 38.83%2026-10-28: 44.26%2026-10-29: 38.70%2026-10-30: 38.83%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.67%
36.90%
38.77%
37.23%
34.76%
38.83%
44.26%
38.70%
38.83%