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Vontier Corp VNT

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-10-22T23:15:10.920Z

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 · 2026-10-22T23:00:00.002615101Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:12:44.073758+00:00

Share price$34.54
1D+2.2%
AH$33.09$33.48$33.87$34.26$34.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNT
Sold putSold callAH

Vontier Corp options

Live interpolated VNT call and put midpoint premiums by absolute delta.Vontier Corp$0.30$3.21$6.12$9.03$11.94$26.82$30.28$33.74$37.20$40.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNT spot · $34.54VNT PRICE$0.62$1.09$1.11$1.14$1.16$1.19$1.36$1.73$2.10$2.47$2.84$3.21$3.58$0.86$1.12$1.41$1.69$1.98$2.27$2.63$3.31$3.99$4.67$5.35$6.03$11.10
PutsExpensive2.03×
CallsExpensive1.51×
SkewBearish+16.55 pp
Implied moveBearish±$3.98
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4464.2%21.8%29.7373.0%16.4%
25Δ43.7992.8%29.9%30.8268.0%14.0%
30Δ41.8780.2%24.4%31.6966.3%12.3%
35Δ39.9567.6%18.9%32.5664.5%10.6%
40Δ38.0355.0%13.5%33.4362.7%9.0%
45Δ36.1142.4%8.0%34.2960.9%7.3%
50Δ34.7834.9%4.6%35.1859.7%5.8%
55Δ34.2534.6%4.2%36.1160.6%5.0%
60Δ33.7234.3%3.7%37.0461.4%4.3%
65Δ33.1933.9%3.2%37.9762.3%3.6%
70Δ32.6533.6%2.8%38.9063.2%2.9%
75Δ32.1233.2%2.3%39.8364.1%2.1%
80Δ31.5932.9%1.8%44.9888.2%1.9%

20Δ

Calls
Pseudo strike
41.44
IV
64.2%
B/E move
21.8%
Puts
Pseudo strike
29.73
IV
73.0%
B/E move
16.4%

25Δ

Calls
Pseudo strike
43.79
IV
92.8%
B/E move
29.9%
Puts
Pseudo strike
30.82
IV
68.0%
B/E move
14.0%

30Δ

Calls
Pseudo strike
41.87
IV
80.2%
B/E move
24.4%
Puts
Pseudo strike
31.69
IV
66.3%
B/E move
12.3%

35Δ

Calls
Pseudo strike
39.95
IV
67.6%
B/E move
18.9%
Puts
Pseudo strike
32.56
IV
64.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
38.03
IV
55.0%
B/E move
13.5%
Puts
Pseudo strike
33.43
IV
62.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
36.11
IV
42.4%
B/E move
8.0%
Puts
Pseudo strike
34.29
IV
60.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
34.78
IV
34.9%
B/E move
4.6%
Puts
Pseudo strike
35.18
IV
59.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
34.25
IV
34.6%
B/E move
4.2%
Puts
Pseudo strike
36.11
IV
60.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
33.72
IV
34.3%
B/E move
3.7%
Puts
Pseudo strike
37.04
IV
61.4%
B/E move
4.3%

65Δ

Calls
Pseudo strike
33.19
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
37.97
IV
62.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
32.65
IV
33.6%
B/E move
2.8%
Puts
Pseudo strike
38.90
IV
63.2%
B/E move
2.9%

75Δ

Calls
Pseudo strike
32.12
IV
33.2%
B/E move
2.3%
Puts
Pseudo strike
39.83
IV
64.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
31.59
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
44.98
IV
88.2%
B/E move
1.9%

Options history

No recorded observations