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Vodafone Group PLC ADR VOD

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-21T17:00:33.210Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:37.124845769Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:00:25.124874+00:00

Share price$15.82
1D+0.2%
$15.78$15.81$15.83$15.86$15.885:30 AM6:30 AM9:00 AM1:00 PMVOD
Sold putSold call

Vodafone Group PLC ADR options

Live interpolated VOD call and put midpoint premiums by absolute delta.Vodafone Group PLC ADR$0.20$1.53$2.86$4.19$5.52$13.13$14.38$15.63$16.88$18.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOD spot · $15.82VOD PRICE$0.34$0.50$0.50$0.47$0.42$0.38$0.39$0.40$0.42$0.43$0.47$1.66$1.33$0.48$0.51$0.35$0.45$0.56$0.53$0.48$0.43$0.79$1.89$2.56$1.43$5.14
PutsExpensive6.53×
CallsExpensive7.20×
SkewBearish+31.40 pp
Implied moveBearish±$0.87
TiltBearish33.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.54283.6%25.7%13.27319.3%19.2%
25Δ19.15312.7%24.2%14.13255.4%13.9%
30Δ17.74240.4%15.3%15.04141.1%7.1%
35Δ17.08190.3%10.9%15.26146.4%6.4%
40Δ16.56144.0%7.3%15.47151.6%5.7%
45Δ16.0497.6%3.7%15.62130.7%4.6%
50Δ15.9187.1%3.0%15.77105.7%3.4%
55Δ15.8079.2%2.5%15.9180.8%2.2%
60Δ15.7071.3%1.9%16.31103.1%1.9%
65Δ15.6063.4%1.4%17.20212.3%3.3%
70Δ15.4858.2%0.9%17.84256.6%3.4%
75Δ14.59196.2%2.7%17.03136.0%1.4%
80Δ14.76141.4%1.7%20.57334.4%2.4%

20Δ

Calls
Pseudo strike
19.54
IV
283.6%
B/E move
25.7%
Puts
Pseudo strike
13.27
IV
319.3%
B/E move
19.2%

25Δ

Calls
Pseudo strike
19.15
IV
312.7%
B/E move
24.2%
Puts
Pseudo strike
14.13
IV
255.4%
B/E move
13.9%

30Δ

Calls
Pseudo strike
17.74
IV
240.4%
B/E move
15.3%
Puts
Pseudo strike
15.04
IV
141.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
17.08
IV
190.3%
B/E move
10.9%
Puts
Pseudo strike
15.26
IV
146.4%
B/E move
6.4%

40Δ

Calls
Pseudo strike
16.56
IV
144.0%
B/E move
7.3%
Puts
Pseudo strike
15.47
IV
151.6%
B/E move
5.7%

45Δ

Calls
Pseudo strike
16.04
IV
97.6%
B/E move
3.7%
Puts
Pseudo strike
15.62
IV
130.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
15.91
IV
87.1%
B/E move
3.0%
Puts
Pseudo strike
15.77
IV
105.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
15.80
IV
79.2%
B/E move
2.5%
Puts
Pseudo strike
15.91
IV
80.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
15.70
IV
71.3%
B/E move
1.9%
Puts
Pseudo strike
16.31
IV
103.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
15.60
IV
63.4%
B/E move
1.4%
Puts
Pseudo strike
17.20
IV
212.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
15.48
IV
58.2%
B/E move
0.9%
Puts
Pseudo strike
17.84
IV
256.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
14.59
IV
196.2%
B/E move
2.7%
Puts
Pseudo strike
17.03
IV
136.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
14.76
IV
141.4%
B/E move
1.7%
Puts
Pseudo strike
20.57
IV
334.4%
B/E move
2.4%

Options history

No recorded observations